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＜電子ブック＞
Discrete–Time Stochastic Control and Dynamic Potential Games : The Euler–Equation Approach / by David González-Sánchez, Onésimo Hernández-Lerma
(SpringerBriefs in Mathematics. ISSN:21918201)

版	1st ed. 2013.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2013
本文言語	英語
大きさ	XIV, 69 p : online resource
著者標目	*González-Sánchez, David author Hernández-Lerma, Onésimo author SpringerLink (Online service)
件　名	LCSH:System theory LCSH:Control theory LCSH:Probabilities LCSH:Control engineering FREE:Systems Theory, Control FREE:Probability Theory FREE:Control and Systems Theory
一般注記	Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games -- Conclusion -- References -- Index 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 HTTP:URL=https://doi.org/10.1007/978-3-319-01059-5

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