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LQ Dynamic Optimization and Differential Games

Wiley, J,
E-Book ( PDF mit Adobe DRM )
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Kurzbeschreibung

Game theory is the theory of social situations, and the majority ofresearch into the topic focuses on how groups of people interact bydeveloping formulas and algorithms to identify optimal strategiesand to predict the outcome of interactions. Only fifty years old,it has already revolutionized economics and finance, and isspreading rapidly to a wide variety of fields.
LQ Dynamic Optimization and Differential Games is anassessment of the state of the art in its field and the firstmodern book on linear-quadratic game theory, one of the mostcommonly used tools for modelling and analysing strategic decisionmaking problems in economics and management. Linear quadraticdynamic models have a long tradition in economics, operationsresearch and control engineering; and the author begins bydescribing the one-decision maker LQ dynamic optimization problembefore introducing LQ differential games.
* Covers cooperative and non-cooperative scenarios, and treatsthe standard information structures (open-loop and feedback).
* Includes real-life economic examples to illustrate theoreticalconcepts and results.
* Presents problem formulations and sound mathematical problemanalysis.
* Includes exercises and solutions, enabling use for self-studyor as a course text.
* Supported by a website featuring solutions to exercises,further examples and computer code for numerical examples.
LQ Dynamic Optimization and Differential Games offers acomprehensive introduction to the theory and practice of thisextensively used class of economic models, and will appeal toapplied mathematicians and econometricians as well as researchersand senior undergraduate/graduate students in economics,mathematics, engineering and management science.

Details
Schlagworte

Titel: LQ Dynamic Optimization and Differential Games
Autoren/Herausgeber: Jacob Engwerda
Ausgabe: 1. Auflage

ISBN/EAN: 9780470015513

Seitenzahl: 510
Produktform: E-Book
Sprache: Englisch

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