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Stochastic differential games : theory and applications

Author: K M Ramachandran; Chris P Tsokos
Publisher: Paris : Atlantis Press, ©2012.
Series: Atlantis studies in probability and statistics, v. 2.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
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Document Type: Book
All Authors / Contributors: K M Ramachandran; Chris P Tsokos
ISBN: 9491216465 9789491216466 9462390479 9789462390478
OCLC Number: 761857815
Description: x, 248 pages ; 24 cm.
Contents: 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.
Series Title: Atlantis studies in probability and statistics, v. 2.
Responsibility: Kandethody M. Ramachandran, Chris P. Tsokos.

Abstract:

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.  Read more...

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