Non-cooperative Stochastic Differential Games of Generalized Linear Markov Jump Systems
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.…
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Produktdetails
Weitere Autoren: Zhu, Huai-nian Zhu / Zhou, Hai-ying / Bin, Ning
- ISBN: 978-3-319-40586-5
- EAN: 9783319405865
- Produktnummer: 19958336
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2016
- Seitenangabe: 187 S.
- Masse: H24.1 cm x B16.0 cm x D1.7 cm 477 g
- Abbildungen: Book; Bibliographie
- Reihenbandnummer: 67
- Gewicht: 477
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