Cooperative Stochastic Differential Games by David Wk Yeung
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research.-
Numerical Optimization
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Derivative-Free and Blackbox Optimization
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The Logic of Logistics
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Risk-Averse Optimization and Control
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Newton-Type Methods for Optimization and Variational Problems
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Extreme Value Theory for Time Series
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Perturbation Analysis of Optimization Problems
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QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
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Risk and Portfolio Analysis
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Introduction to Queueing Networks
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Facility Location
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Extreme Values In Random Sequences
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Stochastic Models with Power-Law Tails
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Monte Carlo
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Decision Aids for Selection Problems
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Kronecker Modeling and Analysis of Multidimensional Markovian Systems
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Linear and Integer Programming vs Linear Integration and Counting
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Analysis and Algorithms for Service Parts Supply Chains
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Principles of Inventory Management
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Stochastic Petri Nets
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Finite-Dimensional Variational Inequalities and Complementarity Problems
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Single-Facility Location Problems with Barriers
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Linear Programming 2
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Implicit Functions and Solution Mappings
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Performance Analysis of Manufacturing Systems
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Dynamic Control of Quality in Production-Inventory Systems
From the reviews:
"This book is written by two of the main experts in the theory of cooperative stochastic differential gamesIt includes the results of many recent articles in the field, mainly by the authors themselves. … In fact there is no other textbook on cooperative stochastic differential games and this makes the book a must for everyone interested … . The book is nicely written and reads well … ." (Christian-Oliver Ewald, Mathematical Reviews, Issue 2006 i)
"This book is concerned with the study of cooperative stochastic differential games and applications (mainly to economics and management sciences). … There is a real core throughout this monography to link the theory with application. This work is one of the first books studying cooperative stochastic differential games. It is very well-written in a very comprehensive manner. This will attract the attention of scientists who work on game theory but also of people using the theory of games." (Marc Quincampoix, Zentralblatt MATH, Vol. 1108 (10), 2007)
"This interesting book aims at the synthesis of two major branches of game theory: the cooperative and differential games. … The style is rigorous and, derivations of important formulae are presented in a detailed way. … Overall, this is an important new book on an important—still emerging—topic. I am happy to recommend it to all serious game theory students and researchers as it is likely to stimulate a lot of further developments." (Jerzy A. Filar, SIAM Review, Vol. 49 (3), 2007)
| SKU | Unavailable |
| ISBN 13 | 9780387276205 |
| ISBN 10 | 0387276203 |
| Title | Cooperative Stochastic Differential Games |
| Author | David Wk Yeung |
| Series | Springer Series In Operations Research And Financial Engineering |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2005-10-20 |
| Number of pages | 242 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |