Stochastic differential games : theory and applications
Author(s)
Bibliographic Information
Stochastic differential games : theory and applications
（Atlantis studies in probability and statistics, v. 2）
Atlantis Press, c2012
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Note
Includes bibliographical references (p. 233-248)
Description and Table of Contents
Description
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Table of 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.
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