Stochastic differential games : theory and applications
著者
書誌事項
Stochastic differential games : theory and applications
（Atlantis studies in probability and statistics, v. 2）
Atlantis Press, c2012
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注記
Includes bibliographical references (p. 233-248)
内容説明・目次
内容説明
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
目次
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.
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