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Stochastic and Differential Games

1999-06 Mathematics
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Release : 1999-06
Genre : Mathematics
Kind : eBook
Book Rating : 293/5 ( reviews)

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Book Synopsis Stochastic and Differential Games by : Martino Bardi

Download or read book Stochastic and Differential Games written by Martino Bardi. This book was released on 1999-06. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be­ ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton­ Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe­ sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv­ ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po­ sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.

Cooperative Stochastic Differential Games

2006-05-11 Business & Economics
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Release : 2006-05-11
Genre : Business & Economics
Kind : eBook
Book Rating : 22X/5 ( reviews)

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Book Synopsis Cooperative Stochastic Differential Games by : David W.K. Yeung

Download or read book Cooperative Stochastic Differential Games written by David W.K. Yeung. This book was released on 2006-05-11. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Stochastic and Differential Games

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 927/5 ( reviews)

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Book Synopsis Stochastic and Differential Games by : Martino Bardi

Download or read book Stochastic and Differential Games written by Martino Bardi. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.

Stochastic Differential Games. Theory and Applications

2012-01-05 Mathematics
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Release : 2012-01-05
Genre : Mathematics
Kind : eBook
Book Rating : 473/5 ( reviews)

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Book Synopsis Stochastic Differential Games. Theory and Applications by : Kandethody M. Ramachandran

Download or read book Stochastic Differential Games. Theory and Applications written by Kandethody M. Ramachandran. This book was released on 2012-01-05. Available in PDF, EPUB and Kindle. Book excerpt: The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Stochastic and Differential Games

1999 Differential games
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Author :
Release : 1999
Genre : Differential games
Kind : eBook
Book Rating : 292/5 ( reviews)

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Book Synopsis Stochastic and Differential Games by : Martino Bardi

Download or read book Stochastic and Differential Games written by Martino Bardi. This book was released on 1999. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be- ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton- Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe- sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv- ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I.Subbotin (see their book Po- sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.

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