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＜電子ブック＞
Stochastic Differential Games. Theory and Applications / by Kandethody M. Ramachandran, Chris P. Tsokos
(Atlantis Studies in Probability and Statistics. ISSN:18796907 ; 2)

版	1st ed. 2012.
出版者	(Paris : Atlantis Press : Imprint: Atlantis Press)
出版年	2012
本文言語	英語
大きさ	X, 248 p. 3 illus., 1 illus. in color : online resource
著者標目	*Ramachandran, Kandethody M author Tsokos, Chris P author SpringerLink (Online service)
件　名	LCSH:Mathematics LCSH:Probabilities LCSH:Econometrics LCSH:Operations research FREE:Mathematics FREE:Probability Theory FREE:Applications of Mathematics FREE:Quantitative Economics FREE:Operations Research and Decision Theory
一般注記	Introduction, Survey and Background Material -- Stochastic Linear Pursuit-Evasion Game -- Two Person Zero-Sum Differential Games-General Case -- Formal Solutions for Some Classes of Stochastic Linear Pursuit -- N-Person Noncooperative Differential Games -- Weak Convergence in Two Player Stochastic Differential Games -- Weak Convergence in Many Player Games -- Some Numerical Methods -- Applications to Finance Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers to analyze this subject with mathematical rigor. From the ground-breaking work of VonNeumann and Morgenston, modern game theory evolved enormously. In the last few decades, Dynamic game theory framework has been deepened and generalized from the pioneering work on differential games by R. Isaacs, L.S. Pontryagin and his school, and on stochastic games by Shapley. This book will expose the reader to some of the fundamental methodology in non-cooperative game theory, and highlight some numerical methods, along with some relevant applications. Since the early development days, differential game theory has had a significant impact in such diverse disciplines as applied mathematics, economics, systems theory, engineering, operations, research, biology, ecology, environmental sciences, among others. Modern game theory now relies on wide ranging mathematical and computational methods, and relevant applications that are rich and challenging. Game theory has been widely recognized as an important tool in many fields. Importance of game theory to economics is illustrated by the fact that numerous game theorists, such as John Forbes Nash, Jr., Robert J. Aumann and Thomas C. Schelling, have won the Nobel Memorial Prize in Economics Sciences. Simply put, game-theory has the potential to reshape the analysis of human interaction HTTP:URL=https://doi.org/10.2991/978-94-91216-47-3

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