The Resource Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos
Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos
Resource Information
The item Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers to analyze this subject with mathematical rigor. From the groundbreaking work of VonNeumann and Morgenston, modern game theory evolved enormously. In the last few decades, Dynamic game theory framework has been deepened and generalized from the pioneering work on differential games by R. Isaacs, L.S. Pontryagin and his school, and on stochastic games by Shapley. This book will expose the reader to some of the fundamental methodology in noncooperative game theory, and highlight some numerical methods, along with some relevant applications. Since the early development days, differential game theory has had a significant impact in such diverse disciplines as applied mathematics, economics, systems theory, engineering, operations, research, biology, ecology, environmental sciences, among others. Modern game theory now relies on wide ranging mathematical and computational methods, and relevant applications that are rich and challenging. Game theory has been widely recognized as an important tool in many fields. Importance of game theory to economics is illustrated by the fact that numerous game theorists, such as John Forbes Nash, Jr., Robert J. Aumann and Thomas C. Schelling, have won the Nobel Memorial Prize in Economics Sciences. Simply put, gametheory has the potential to reshape the analysis of human interaction
 Language

 eng
 eng
 Extent
 1 online resource (x, 248 pages)
 Contents

 Introduction, Survey and Background Material
 Stochastic Linear PursuitEvasion Game
 Two Person ZeroSum Differential GamesGeneral Case
 Formal Solutions for Some Classes of Stochastic Linear Pursuit
 NPerson Noncooperative Differential Games
 Weak Convergence in Two Player Stochastic Differential Games
 Weak Convergence in Many Player Games
 Some Numerical Methods
 Applications to Finance
 Isbn
 9789491216473
 Label
 Stochastic differential games : theory and applications
 Title
 Stochastic differential games
 Title remainder
 theory and applications
 Statement of responsibility
 Kandethody M. Ramachandran, Chris P. Tsokos
 Language

 eng
 eng
 Summary
 Conflicts in the form of wars, or competition among countries and industrial institutions are plenty in human history. The introduction of game theory in the middle of the twentieth century shed insights and enabled researchers to analyze this subject with mathematical rigor. From the groundbreaking work of VonNeumann and Morgenston, modern game theory evolved enormously. In the last few decades, Dynamic game theory framework has been deepened and generalized from the pioneering work on differential games by R. Isaacs, L.S. Pontryagin and his school, and on stochastic games by Shapley. This book will expose the reader to some of the fundamental methodology in noncooperative game theory, and highlight some numerical methods, along with some relevant applications. Since the early development days, differential game theory has had a significant impact in such diverse disciplines as applied mathematics, economics, systems theory, engineering, operations, research, biology, ecology, environmental sciences, among others. Modern game theory now relies on wide ranging mathematical and computational methods, and relevant applications that are rich and challenging. Game theory has been widely recognized as an important tool in many fields. Importance of game theory to economics is illustrated by the fact that numerous game theorists, such as John Forbes Nash, Jr., Robert J. Aumann and Thomas C. Schelling, have won the Nobel Memorial Prize in Economics Sciences. Simply put, gametheory has the potential to reshape the analysis of human interaction
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorName
 Ramachandran, K. M
 Dewey number
 519.3
 Index
 no index present
 Language note
 English
 LC call number
 QA269
 LC item number
 .R36 2012
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 NLM call number
 Online Book
 http://library.link/vocab/relatedWorkOrContributorName
 Tsokos, Chris P
 Series statement
 Atlantis studies in probability and statistics,
 Series volume
 v. 2
 http://library.link/vocab/subjectName

 Game theory
 Probability Theory
 Game theory
 Label
 Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Introduction, Survey and Background Material  Stochastic Linear PursuitEvasion Game  Two Person ZeroSum Differential GamesGeneral Case  Formal Solutions for Some Classes of Stochastic Linear Pursuit  NPerson Noncooperative Differential Games  Weak Convergence in Two Player Stochastic Differential Games  Weak Convergence in Many Player Games  Some Numerical Methods  Applications to Finance
 Control code
 773284049
 Dimensions
 unknown
 Extent
 1 online resource (x, 248 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9789491216473
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.2991/9789491216473
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)773284049
 Label
 Stochastic differential games : theory and applications, Kandethody M. Ramachandran, Chris P. Tsokos
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Introduction, Survey and Background Material  Stochastic Linear PursuitEvasion Game  Two Person ZeroSum Differential GamesGeneral Case  Formal Solutions for Some Classes of Stochastic Linear Pursuit  NPerson Noncooperative Differential Games  Weak Convergence in Two Player Stochastic Differential Games  Weak Convergence in Many Player Games  Some Numerical Methods  Applications to Finance
 Control code
 773284049
 Dimensions
 unknown
 Extent
 1 online resource (x, 248 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9789491216473
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.2991/9789491216473
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)773284049
Subject
 Distribution (Probability theory)
 Economics, Mathematical
 Game Theory/Mathematical Methods
 Game theory
 Game theory
 Game theory
 Mathematics
 Mathematics, general
 Operations Research/Decision Theory
 Probability Theory
 Probability Theory and Stochastic Processes
 Applications of Mathematics
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