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Cooperative Stochastic Differential Games [electronic resource] /by David W. K. Yeung, Leon A. Petrosyan.

by Yeung, David W. K [author.]; Petrosyan, Leon A [author.]; SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Springer Series in Operations Research and Financial Engineering: Publisher: New York, NY : Springer New York, 2006.Description: XII, 242 p. online resource.ISBN: 9780387276229.Subject(s): Mathematics | Operations research | Economics | Mathematics | Operations Research, Mathematical Programming | Applications of Mathematics | Game Theory, Economics, Social and Behav. Sciences | Economic Theory | Operations Research/Decision TheoryDDC classification: 519.6 Online resources: Click here to access online
Contents:
Deterministic and Stochastic Differential Games -- Cooperative Differential Games in Characteristic Function Form -- Two-person Cooperative Differential Games with Discounting -- Two-person Cooperative Stochastic Differential Games -- Multiplayer Cooperative Stochastic Differential Games -- Cooperative Stochastic Differential Games with Nontransferable Payoffs.
In: Springer eBooksSummary: 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.
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Item type Current location Call number Status Date due Barcode
T57.6-57.97 (Browse shelf) Available
Long Loan MAIN LIBRARY
QA402-402.37 (Browse shelf) Available

Deterministic and Stochastic Differential Games -- Cooperative Differential Games in Characteristic Function Form -- Two-person Cooperative Differential Games with Discounting -- Two-person Cooperative Stochastic Differential Games -- Multiplayer Cooperative Stochastic Differential Games -- Cooperative Stochastic Differential Games with Nontransferable Payoffs.

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.

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