Cooperative stochastic differential games / David W K Yeung and Leon A Petrosyan
Material type:
TextSeries: Springer series in operation research and financial engineeringPublication details: New York : Springer, 2006Description: xii, 242p, 23cmISBN: - 0387276203
- 519.32 YEU
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Calcutta | 519.32 YEU (Browse shelf(Opens below)) | Available | IIMC-122181 |
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| 519.32 NAH Chases and escapes : | 519.32 ROX Differential games and control theory / | 519.32 ROX Differential games and control theory II / | 519.32 YEU Cooperative stochastic differential games / | 519.33 CHA Analysis of time series an introduction | 519.35 VIC New developments in classification and data analysis : | 519.4 ALE Introduction a la theorie des groupes / |
Stochastic differential games represent one of the most complex forms of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution and stochastic elements have to be considered simultaneously. The complexity of stochastic differential games generally leads to great difficulties in the derivation of solutions. Cooperative games hold out the promise of more socially optimal and group efficient solutions to problems involving strategic actions. Despite urgent calls for national and international cooperation, the absence of formal solutions has precluded rigorous analysis of this problem. The book supplies effective tools for rigorous study of cooperative stochastic differential games.
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