Stochastic Differential Games. Theory and Applications

AvKandethody M. Ramachandran,Chris P. Tsokos

Inbunden, Engelska, 2012

Del 2 i serien Atlantis Studies in Probability and Statistics

557 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Produktinformation

Utgivningsdatum:2012-01-05
Mått:155 x 235 x 19 mm
Vikt:559 g
Format:Inbunden
Språk:Engelska
Serie:Atlantis Studies in Probability and Statistics
Antal sidor:248
Upplaga:2012
Förlag:Atlantis Press (Zeger Karssen)
ISBN:9789491216466

Utforska kategorier

Innehållsförteckning

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.

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Del 2 i serien Atlantis Studies in Probability and Statistics

557 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Produktinformation

Utgivningsdatum:2012-01-05
Mått:155 x 235 x 19 mm
Vikt:559 g
Format:Inbunden
Språk:Engelska
Serie:Atlantis Studies in Probability and Statistics
Antal sidor:248
Upplaga:2012
Förlag:Atlantis Press (Zeger Karssen)
ISBN:9789491216466

Utforska kategorier

Innehållsförteckning

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.