Stochastic and Differential Games : Theory and Numerical Methods

Language: English

Published by Birkhäuser, 2012

1461272084 / 9781461272083

Series: Book 2 of 14 - Annals of the International Society of Dynamic Games

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9781461272083

Title
Stochastic and Differential Games : Theory and Numerical Methods
Author
Martino Bardi
Publisher
Birkhäuser
Publication year
2012
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461272084
ISBN 13
9781461272083
Item weight
604 grams
Dimensions
235x155x22 mm
Series
Book 2 of 14: Annals of the International Society of Dynamic Games

AHA-BUCH GmbH

Einbeck, Germany

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