Stochastic Differential Games. Theory and Applications

TRAMA

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

SOMMARIO

Introduction, Survey and Background Material.- Stochastic Linear Pursuit-Evasion Game.- Two Person Zero-Sum Differential Games-General Case.- Formal Solutions for Some Classes of Stochastic Linear Pursuit.- N-Person Noncooperative Differential Games.- Weak Convergence in Two Player Stochastic Differential Games.- Weak Convergence in Many Player Games.- Some Numerical Methods.- Applications to Finance.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9789491216466
• Collana: Atlantis Studies in Probability and Statistics
• Dimensioni: 235 x 155 mm
• Formato: Copertina rigida
• Illustration Notes: X, 248 p. 3 illus., 1 illus. in color.
• Pagine Arabe: 248
• Pagine Romane: x