| 所在主题： | |
| 文件名: Non-cooperative Stochastic Differential Game Theory.pdf | |
| 资料下载链接地址: https://bbs.pinggu.org/a-2110766.html | |
| 附件大小: | |
|
如果喜欢该文档，欢迎订阅【2017新书】文库，https://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3238
图书名称：Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems 作者：Cheng-ke Zhang (Author), Huai-nian Zhu (Author), Hai-ying Zhou (Author), Ning Bin (Author) 出版社： Springer 页数：196 出版时间：2017 语言：English 格式：pdf 内容简介： This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. 回复免费： [hide][/hide] |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载，请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品，拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知，将积极的采取必要措施；同时，本站也将在技术手段和能力范围内，履行版权保护的注意义务。 (如有侵权，欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
