LQ Dynamic Optimization and Differential Games (Hardcover)

Langue : anglais

Edité par John Wiley & Sons Inc, New York, 2005

0470015241 / 9780470015247

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Hardcover. Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback).Includes real-life economic examples to illustrate theoretical concepts and results.Presents problem formulations and sound mathematical problem analysis.Includes exercises and solutions, enabling use for self-study or 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 a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science. "Linear Quadratic Differential Games" is an assessment of the state of the art in its field and modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

N° de réf. du vendeur 9780470015247

Titre
LQ Dynamic Optimization and Differential Games (Hardcover)
Auteur
Jacob Engwerda
Éditeur
John Wiley & Sons Inc, New York
Année de publication
2005
État de l'article
new
Reliure
Hardcover
Langue
anglais
ISBN à 10 chiffres
0470015241
ISBN à 13 chiffres
9780470015247
Édition
Edition originale

CitiRetail

Stevenage, Royaume-Uni

Vendeur avec une évaluation de 5 étoiles

Vendeur AbeBooks depuis 29 juin 2022

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