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Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by Onesimo Hernandez-Lerma 9783319010588
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Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by Onesimo Hernandez-Lerma 9783319010588

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Description

There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well-suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self-contained presentation of stochastic dynamic potential games.

Book Information
ISBN 9783319010588
Author Onesimo Hernandez-Lerma
Format Paperback
Page Count 69
Imprint Springer International Publishing AG
Publisher Springer International Publishing AG
Weight(grams) 1569g

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