Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Name: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Brand: Springer International Publishing AG
SKU: 9783319821337
Price: 827.88 RON
Availability: InStock

Autor: CHENG-KE ZHANG

Limbă:

Legare: Carte broșată

Editura: Springer International Publishing AG

Disponibilitate: În depozitul extern

Expediem în 5-8 zile

827.88 lei

This book systematically studies the stochastic non-cooperative differential game theory of generali...

Informații despre carte

Autor

CHENG-KE ZHANG

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2018

Pagini

187

EAN

9783319821337

ISBN

9783319821337

Enbook ID

19755646

Editura

Springer International Publishing AG

Greutate

454

Dimensiuni

155 x 235 x 12

Descriere completă

This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Life, Love and Children

Caution Against Conformity to This World

Kant Dictionary

Clienții care au cumpărat această carte au mai cumpărat și

Soziale Zeit Und Biographie