Jacob Engwerda 
LQ Dynamic Optimization and Differential Games [PDF ebook] 

Stöd

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.

€115.99
Betalningsmetoder

Om författaren

Jacob Engwerda is the author of LQ Dynamic Optimization and Differential Games, published by Wiley.

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Språk Engelska ● Formatera PDF ● Sidor 510 ● ISBN 9780470015513 ● Filstorlek 3.9 MB ● Utgivare John Wiley & Sons ● Publicerad 2005 ● Utgåva 1 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2312251 ● Kopieringsskydd Adobe DRM
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