Master your Minecraft
 
 

Special Offers see all

Enter to WIN a $100 Credit

Subscribe to PowellsBooks.news
for a chance to win.
Privacy Policy

Tour our stores


    Recently Viewed clear list


    Best Books of the Year | December 10, 2014

    Mary Jo Schimelpfenig: IMG Best Fantasy/Sci-Fi of 2014



    Here are the books that knocked my socks off in 2014. All of them would make great gifts; each of them was truly something that evoked that... Continue »

    spacer
Qualifying orders ship free.
$180.25
New Trade Paper
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
25 Remote Warehouse Mathematics- Computer

This title in other editions

Cooperative Stochastic Differential Games (Springer Series in Operations Research and Financial Enginee)

by

Cooperative Stochastic Differential Games (Springer Series in Operations Research and Financial Enginee) Cover

 

Synopses & Reviews

Publisher Comments:

Stochastic differential games represent one of the most complex forms of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution and stochastic elements have to be considered simultaneously. The complexity of stochastic differential games generally leads to great difficulties in the derivation of solutions. Cooperative games hold out the promise of more socially optimal and group efficient solutions to problems involving strategic actions. Despite urgent calls for national and international cooperation, the absence of formal solutions has precluded rigorous analysis of this problem. The book supplies effective tools for rigorous study of cooperative stochastic differential games. In particular, a generalized theorem for the derivation of analytically tractable "payoff distribution procedure" of subgame consistent solution is presented. Being capable of deriving analytical tractable solutions, the work is not only theoretically interesting but would enable the hitherto intractable problems in cooperative stochastic differential games to be fruitfully explored. Currently, this book is the first ever volume devoted to cooperative stochastic differential games. It aims to provide its readers an effective tool to analyze cooperative arrangements of conflict situations with uncertainty over time. Cooperative game theory has succeeded in offering many applications of game theory in operations research, management, economics, politics and other disciplines. The extension of these applications to a dynamic environment with stochastic elements should be fruitful. The book will be of interest to game theorists, mathematicians, economists, policy-makers, corporate planners and graduate students.

Synopsis:

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. 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. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Table of Contents

Introduction.- Deterministic and Stochastic Differential Games.- Cooperative Differential Games.- Cooperative Stochastic Differential Games.- Agreeable Cooperative Equilibria of Stochastic Differential Games.- Cooperative Randomly-furcating Differential Games.- Conclusions.- Bibliography.- References.

Product Details

ISBN:
9781441920942
Author:
Yeung, David W. K.
Publisher:
Springer
Author:
Petrosyan, Leon A.
Author:
Petrosjan, Leon A.
Location:
New York, NY
Subject:
Operations Research
Subject:
Operations Research, Mathematical Programming
Subject:
APPLICATIONS OF MATHEMATICS
Subject:
Game Theory, Economics, Social and Behav. Sciences
Subject:
Economic theory
Subject:
Operations Research/Decision Theory
Subject:
Operations Research, Management Science
Subject:
Operations Research/Decision Theory <P>This book delivers a significant breakthrough in the study of cooperative stochastic differential games. In particular, a generalized theorem for the derivation of analytically tractable "payoff distribution procedur
Subject:
Mathematics-Computer
Subject:
Operation Research/Decision Theory
Subject:
Mathematics
Subject:
Language, literature and biography
Subject:
mathematics and statistics
Subject:
Economics
Copyright:
Edition Description:
Softcover reprint of hardcover 1st ed. 2006
Series:
Springer Series in Operations Research and Financial Engineering
Publication Date:
20101125
Binding:
TRADE PAPER
Language:
English
Pages:
255
Dimensions:
235 x 155 mm 393 gr

Related Subjects

Business » Business Plans
Business » General
Business » Management
Business » Writing
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Computer
Science and Mathematics » Mathematics » General
Science and Mathematics » Mathematics » Modeling

Cooperative Stochastic Differential Games (Springer Series in Operations Research and Financial Enginee) New Trade Paper
0 stars - 0 reviews
$180.25 In Stock
Product details 255 pages Not Avail - English 9781441920942 Reviews:
"Synopsis" by , Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. 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. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.
spacer
spacer
  • back to top

FOLLOW US ON...

     
Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.