Stochastic Differential Games. Theory and Applications

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Springer Science & Business Media, Jan 5, 2012 - Mathematics - 248 pages
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
 

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Contents

1 Introduction Survey and Background Material
1
2 Stochastic Linear PursuitEvasion Game
25
3 Two Person ZeroSum DifferentialGamesGeneral Case
47
4 Formal Solutions for Some Classes of StochasticLinear PursuitEvasion Games
65
5 NPerson Noncooperative Differential Games
73
6 Weak Convergence in Two Player StochasticDifferential Games
95
7 Weak Convergence in Many Player Games
147
8 Some Numerical Methods
165
9 Applications to Finance
215
References
233
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