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003 BD-SySUS
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008 130919s2013 gw | s |||| 0|eng d
020 _a9783319010595
_9978-3-319-01059-5
024 7 _a10.1007/978-3-319-01059-5
_2doi
050 4 _aQ295
050 4 _aQA402.3-402.37
072 7 _aGPFC
_2bicssc
072 7 _aSCI064000
_2bisacsh
072 7 _aTEC004000
_2bisacsh
082 0 4 _a519
_223
100 1 _aGonzález-Sánchez, David.
_eauthor.
245 1 0 _aDiscrete–Time Stochastic Control and Dynamic Potential Games
_h[electronic resource] :
_bThe Euler–Equation Approach /
_cby David González-Sánchez, Onésimo Hernández-Lerma.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2013.
300 _aXIV, 69 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Mathematics,
_x2191-8198
505 0 _aIntroduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games -- Conclusion -- References -- Index.
520 _aThere 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.
650 0 _aMathematics.
650 0 _aSystem theory.
650 0 _aProbabilities.
650 0 _aControl engineering.
650 1 4 _aMathematics.
650 2 4 _aSystems Theory, Control.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aControl.
700 1 _aHernández-Lerma, Onésimo.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319010588
830 0 _aSpringerBriefs in Mathematics,
_x2191-8198
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-319-01059-5
912 _aZDB-2-SMA
942 _2Dewey Decimal Classification
_ceBooks
999 _c45440
_d45440