TY  - BOOK
AU  - González-Sánchez,David
AU  - Hernández-Lerma,Onésimo
ED  - SpringerLink (Online service)
TI  - Discrete–Time Stochastic Control and Dynamic Potential Games: The Euler–Equation Approach 
T2  - SpringerBriefs in Mathematics,
SN  - 9783319010595
AV  - Q295 
U1  - 519 23
PY  - 2013///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Mathematics
KW  - System theory
KW  - Probabilities
KW  - Control engineering
KW  - Systems Theory, Control
KW  - Probability Theory and Stochastic Processes
KW  - Control
N1  - Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games  -- Conclusion -- References -- Index
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-319-01059-5
ER  -