Stochastic Differential Games. Theory and Applications

By Chris P. Tsokos and K.M. Ramachandran

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 9462390479
• ISBN13: 9789462390478
• Release Date: February 2014
• Publisher: Atlantis Press
• Length: 248 Pages
• Weight: 0.81 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"