000 03783nam a22005055i 4500
001 978-94-91216-47-3
003 DE-He213
005 20140220083350.0
007 cr nn 008mamaa
008 120103s2012 fr | s |||| 0|eng d
020 _a9789491216473
_9978-94-91216-47-3
024 7 _a10.2991/978-94-91216-47-3
_2doi
050 4 _aQA1-939
072 7 _aPB
_2bicssc
072 7 _aMAT000000
_2bisacsh
082 0 4 _a510
_223
100 1 _aRamachandran, Kandethody M.
_eauthor.
245 1 0 _aStochastic Differential Games. Theory and Applications
_h[electronic resource] /
_cby Kandethody M. Ramachandran, Chris P. Tsokos.
264 1 _aParis :
_bAtlantis Press,
_c2012.
300 _aX, 248p. 3 illus., 1 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aAtlantis Studies in Probability and Statistics,
_x1879-6893 ;
_v2
505 0 _aIntroduction, 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.
520 _aConflicts 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.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 0 _aEconomics, Mathematical.
650 1 4 _aMathematics.
650 2 4 _aMathematics, general.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aApplications of Mathematics.
650 2 4 _aGame Theory/Mathematical Methods.
650 2 4 _aOperations Research/Decision Theory.
700 1 _aTsokos, Chris P.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9789491216466
830 0 _aAtlantis Studies in Probability and Statistics,
_x1879-6893 ;
_v2
856 4 0 _uhttp://dx.doi.org/10.2991/978-94-91216-47-3
912 _aZDB-2-SMA
999 _c105001
_d105001