Stochastic Differential Games. Theory and Applications

Description

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

MathematicsProbability & StatisticsBusiness & EconomicsEconomicsTheoryOperations Research

2012Book

Author(s)Chris P. Tsokos

PublisherAtlantis Press

ISBN9789491216466

LanguageEnglish

Advances in Dynamic Games Applications to Economics, Finance, Optimization, and Stochastic Control

Advances in Dynamic Games Theory, Applications, and Numerical Methods for Differential and Stochastic Games

Differential Games: Theory and Methods for Solving Game Problems with Singular Surfaces

Stochastic Differential Inclusions and Applications

Advances in Dynamic Games and Their Applications Analytical and Numerical Developments

Mathematical Control Theory and Finance

Theory of Stochastic Differential Equations with Jumps and Applications Mathematical and Analytical Techniques with Applications to Engineering

Advances in Dynamic Games Theory, Applications, and Numerical Methods for Differential and Stochastic Games

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Differential Games and Applications (Lecture Notes in Control and Information Sciences, 119)