Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by David González-sDiscrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by David González-s

Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach

byDavid González-s

Paperback | October 2, 2013

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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.
David Gonzalez-Sanchez is Assistant Professor at ITAM Mathematics Department, Mexico City, Mexico. Onesimo Hernandez-Lerma is Professor and Chair, CINVESTAV-IPN Mathematics Department, Mexico City, Mexico.
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Title:Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation ApproachFormat:PaperbackDimensions:69 pagesPublished:October 2, 2013Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319010581

ISBN - 13:9783319010588

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Table of Contents

Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games .- Conclusion.- References.- Index