Discrete–Time Stochastic Control and Dynamic Potential Games The Euler–Equation Approach
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 her...
Main Authors: | , |
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Format: | eBook |
Language: | English |
Published: |
Cham
Springer International Publishing
2013, 2013
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Edition: | 1st ed. 2013 |
Series: | SpringerBriefs in Mathematics
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction and summary.- Direct problem: the Euler equation approach.- The inverse optimal control problem.- Dynamic games
- Conclusion
- References
- Index