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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems: 67 (Studies in Systems, Decision and Control, 67) - Softcover
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
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- PublisherSpringer
- Publication date2018
- ISBN 10 3319821334
- ISBN 13 9783319821337
- BindingPaperback
- Number of pages202
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems (Studies in Systems, Decision and Control) by Zhang, Cheng-ke [Paperback ]
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems (Studies in Systems, Decision and Control, 67)
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. 204 pp. Englisch. Seller Inventory # 9783319821337
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Investigating systematically both the theory and methods, and their applicationsIntroduces the developments and research status of the theory for singular Markov jump linear systems, deterministic and stochastic differential g. Seller Inventory # 448756813
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
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ISBN 13: 9783319821337
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Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. Seller Inventory # 9783319821337
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Book Description Paperback. Condition: New. New. book. Seller Inventory # D8F0-0-M-3319821334-6
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Book Description Condition: New. 2018. Paperback. . . . . . Books ship from the US and Ireland. Seller Inventory # V9783319821337
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