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Stochastic and Differential Games: Theory and Numerical Methods by Martino Bardi

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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
ISBN-13
9780817640293
Book Title
Stochastic and Differential Games
ISBN
9780817640293
Publication Name
Stochastic and Differential Games : Theory and Numerical Methods
Item Length
9.3in
Publisher
Birkhäuser Boston
Series
Annals of the International Society of Dynamic Games Ser.
Publication Year
1999
Type
Textbook
Format
Hardcover
Language
English
Item Height
0.4in
Author
T. Parthasarathy
Item Width
6.1in
Item Weight
57.1 Oz
Number of Pages
Xvi, 381 Pages

About this product

Product Information

The theory of two-person, zero-sum differential games started at the be­ ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton­ Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe­ sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv­ ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po­ sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.

Product Identifiers

Publisher
Birkhäuser Boston
ISBN-10
0817640290
ISBN-13
9780817640293
eBay Product ID (ePID)
1103254

Product Key Features

Author
T. Parthasarathy
Publication Name
Stochastic and Differential Games : Theory and Numerical Methods
Format
Hardcover
Language
English
Series
Annals of the International Society of Dynamic Games Ser.
Publication Year
1999
Type
Textbook
Number of Pages
Xvi, 381 Pages

Dimensions

Item Length
9.3in
Item Height
0.4in
Item Width
6.1in
Item Weight
57.1 Oz

Additional Product Features

Series Volume Number
4
Number of Volumes
1 Vol.
Lc Classification Number
Qa269-272
Table of Content
I. Zero-Sum Differential Games and Numerical Methods.- 1 Constructive Theory of Positional Differential Games and Generalized Solutions to Hamilton--Jacobi Equations.- 2 Two-Player, Zero-Sum Differential Games and Viscosity Solutions.- 3 Numerical Methods for Pursuit-Evasion Games via Viscosity Solutions.- 4 Set-Valued Numerical Analysis for Optimal Control and Differential Games.- II. Stochastic and Nonzero-Sum Games and Applications.- 5 An Introduction to Gambling Theory and Its Applications to Stochastic Games.- 6 Discounted Stochastic Games: A Complex Analytic Perspective.- 7 Nonzero-Sum Stochastic Games.- 8 The Power of Threats in Stochastic Games.- 9 A Markov Game Approach for Optimal Routing Into a Queuing Network.- 10 On Linear Complementarity and A Discounted Polystochastic Game.
Copyright Date
1999
Topic
Game Theory, Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Lccn
98-028498
Intended Audience
Scholarly & Professional
Illustrated
Yes
Genre
Mathematics

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