Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach
David Gonzalez-Sanchez,Onesimo Hernandez-Lerma
Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach
David Gonzalez-Sanchez,Onesimo Hernandez-Lerma
This title is printed to order. This book may have been self-published. If so, we cannot guarantee the quality of the content. In the main most books will have gone through the editing process however some may not. We therefore suggest that you be aware of this before ordering this book. If in doubt check either the author or publisher’s details as we are unable to accept any returns unless they are faulty. Please contact us if you have any questions.
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.
This item is not currently in-stock. It can be ordered online and is expected to ship in 7-14 days
Our stock data is updated periodically, and availability may change throughout the day for in-demand items. Please call the relevant shop for the most current stock information. Prices are subject to change without notice.
Sign in or become a Readings Member to add this title to a wishlist.