Options
Cooperative stochastic differential games
Date Issued
2006
Publisher
New York: Springer Science
Series/Report no.
Springer Series in Operation Research and Financial Engineering;
ISBN
0387276203
038727622X
Citation
Yeung, W. K. & Petrosyan, L. A. (2006). Cooperative stochastic differential games. New York: Springer Science.
Description
242 pages
Type
Book
Abstract
This book delivers a significant breakthrough in the study of cooperative stochastic differential games. In particular, a generalized theorem for the derivation of analytically tractable 'payoff distribution procedure' of subgame consistent solution is presented. The work is not only theoretically interesting but would enable the hitherto intractable problems in cooperative stochastic differential games to be fruitfully explored.
Loading...
Availability at HKSYU Library
