Discrete–Time Stochastic Control and Dynamic Potential by David González-Sánchez,Onésimo Hernández-Lerma PDF

By David González-Sánchez,Onésimo Hernández-Lerma

There are a number of recommendations to check noncooperative dynamic video games, such as dynamic programming and the utmost precept (also referred to as the Lagrange method). It seems, in spite of the fact that, that a technique to symbolize dynamic potential games calls for to investigate inverse optimum regulate difficulties, and it really is the following where the Euler equation procedure is available in since it is very well–suited to solve inverse problems. Despite the significance of dynamic capability video games, there's no systematic study approximately them. This monograph is the first attempt to supply a scientific, self–contained presentation of stochastic dynamic potential games.

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Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach (SpringerBriefs in Mathematics) by David González-Sánchez,Onésimo Hernández-Lerma


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