Discrete¿Time Stochastic Control and Dynamic Potential Games

The Euler¿Equation Approach
2013
ISBN: 978-3-319-01058-8
Verlag: Springer International Publishing

Buch, Englisch, 69 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1569 g

Reihe: SpringerBriefs in Mathematics

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.

Zielgruppe

Research

Autoren/Hrsg.

Hernández-Lerma, Onésimo

González-Sánchez, David

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

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

Über Autor(innen)

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.