Discrete time stochastic control and dynamic potential games : the Euler-equation approach /

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Bibliographic Details
Author / Creator:González-Sánchez, David, author.
Imprint:New York : Springer, 2013.
Description:1 online resource (xiv, 69 pages).
Language:English
Series:SpringerBriefs in Mathematics, 2191-8198
SpringerBriefs in Mathematics,
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/9852724
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Other authors / contributors:Hernández-Lerma, O. (Onésimo), author.
ISBN:9783319010595 (electronic bk.)
331901059X (electronic bk.)
9783319010588
Notes:Includes bibliographical references and index.
Description based on online resource; title from PDF title page (SpringerLink, viewed September 24, 2013).
Summary: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.
Standard no.:10.1007/978-3-319-01059-5

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