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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach

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

González-Sánchez, David
Hernández-Lerma, Onésimo

Paperback

Series: Springerbriefs in Mathematics

Technology & EngineeringGeneral ScienceProbability & Statistics

ISBN10: 3319010581
ISBN13: 9783319010588
Publisher: Springer Nature
Published: Oct 2 2013
Pages: 69
Weight: 0.30
Height: 0.30 Width: 5.90 Depth: 9.10
Language: English
​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.

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