Titel: Cooperative Stochastic Differential Games
Autor/en: David W. K. Yeung, Leon A. Petrosyan
'Springer Series in Operations Research and Financial Engineering'.
20. Oktober 2005 - gebunden - XII
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.
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.
Prof. Dr. Dr.h.c. David W. K. Yeung is Distinguished Research Professor and Head of Business Administration at Hong Kong Shue Yan University, and Kantorovich Research Chair in Stochastic Differential Games and Co-director of Centre of Game Theory at Saint Petersburg State University. He is also Distinguished Honorary Professor of Qingdao University - an honor he received along with Nobel laureates John Nash, Reinhard Selten and Robert Aumann. Yeung's main areas of research are game theory, optimization and stochastic processes. He serves as Managing Editor of International Game Theory Review, Guest Editor of Annals of Operations Research, Associate Editor of Dynamic Games & Applications and Editorial Board Member of Mathematical Game Theory & Applications. Yeung has published extensively in world renowned science journals, in particular, Automatica, Journal of Optimization Theory and Applications, Annals of Operations Research, European Journal of Operational Research, International Game Theory Review and Mathematical Biosciences.
From the reviews:
"This book is written by two of the main experts in the theory of cooperative stochastic differential games. It 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)