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Book Title:Discrete–Time Stochastic Control and Dynamic Potential Games : Th
Author:Gonzalez-Sanchez, David; Hernandez-Lerma, Onesimo
Language:english
Discrete–Time Stochastic Control and Dynamic Potential Games : The Euler–Equation Approach, Paperback by Gonzalez-Sanchez, David; Hernandez-Lerma, Onesimo, ISBN 3319010581, ISBN-13 9783319010588, Like New Used, Free shipping in the US ?There are several techniques to study noncooperative dynamic games, suchas dynamic programming and the maximum principle (also called the Lagrangemethod). It turns out, however, that one way to characterize dynamic potentialgames requires to analyze inverse optimal control problems, and it is here wherethe Euler equation approach comes in because it is particularly well–suited tosolve inverse problems.Despite the importance of dynamic potential games, there is no systematicstudy about them. Thismonograph isthe firstattempt to provide a systematic, self–contained presentation of stochastic dynamicpotential games.
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