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Inhaltsangabe
Introduction, Survey and Background Material.- Stochastic Linear Pursuit-Evasion Game.- Two Person Zero-Sum Differential Games-General Case.- Formal Solutions for Some Classes of Stochastic Linear Pursuit.- N-Person Noncooperative Differential Games.- Weak Convergence in Two Player Stochastic Differential Games.- Weak Convergence in Many Player Games.- Some Numerical Methods.- Applications to Finance.
Introduction, Survey and Background Material. Stochastic Linear Pursuit Evasion Game. Two Person Zero Sum Differential Games General Case. Formal Solutions for Some Classes of Stochastic Linear Pursuit. N Person Noncooperative Differential Games. Weak Convergence in Two Player Stochastic Differential Games. Weak Convergence in Many Player Games. Some Numerical Methods. Applications to Finance.
Introduction, Survey and Background Material.- Stochastic Linear Pursuit-Evasion Game.- Two Person Zero-Sum Differential Games-General Case.- Formal Solutions for Some Classes of Stochastic Linear Pursuit.- N-Person Noncooperative Differential Games.- Weak Convergence in Two Player Stochastic Differential Games.- Weak Convergence in Many Player Games.- Some Numerical Methods.- Applications to Finance.
Introduction, Survey and Background Material. Stochastic Linear Pursuit Evasion Game. Two Person Zero Sum Differential Games General Case. Formal Solutions for Some Classes of Stochastic Linear Pursuit. N Person Noncooperative Differential Games. Weak Convergence in Two Player Stochastic Differential Games. Weak Convergence in Many Player Games. Some Numerical Methods. Applications to Finance.
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