Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach
Author:   David González-Sánchez ,  Onésimo Hernández-Lerma
Publisher:   Springer International Publishing AG
Edition:   2013 ed.
ISBN:  

9783319010588


Pages:   69
Publication Date:   02 October 2013
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach


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Overview

​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

Full Product Details

Author:   David González-Sánchez ,  Onésimo Hernández-Lerma
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   2013 ed.
Dimensions:   Width: 15.50cm , Height: 0.40cm , Length: 23.50cm
Weight:   1.569kg
ISBN:  

9783319010588


ISBN 10:   3319010581
Pages:   69
Publication Date:   02 October 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

​Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games​.- Conclusion.- References.- Index

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Author Information

David Gonzalez–Sanchez is Assistant Professor at ITAM Mathematics Department, Mexico City, Mexico. Onesimo Hernandez–Lerma is Professor and Chair, CINVESTAV–IPN Mathematics Department, Mexico City, Mexico.

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