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...

Full description

Bibliographic Details
Main Authors: González-Sánchez, David, Hernández-Lerma, Onésimo (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2013, 2013
Edition:1st ed. 2013
Series:SpringerBriefs in Mathematics
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