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Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach (2013)

Discrete–Time Stochastic Control and Dynamic Potential Games

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"Discrete–Time Stochastic Control and Dynamic Potential Games" by David González-Sánchez, Onésimo Hernández-Lerma is a mathematics book and learning resource focused on Core Mathematics. Best for teachers, students, and readers looking for stronger mathematical understanding.

​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

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Best For: Researchers and graduate students in system theory, control engineering, and applied mathematics.
Focus: Analyzing noncooperative dynamic potential games using the Euler equation approach to solve inverse optimal control problems.
Covers: Techniques in discrete-time stochastic control, dynamic potential games, and the application of Euler equations in inverse problems.
Why It Matters: Provides a specialized method for characterizing dynamic potential games, which is important for advancing theoretical understanding and practical solutions in stochastic control and automation.

"Discrete–Time Stochastic Control and Dynamic Potential Games" by David González-Sánchez, Onésimo Hernández-Lerma is a mathematics book and learning resource focused on Core Mathematics. Best for teachers, students, and readers looking for stronger mathematical understanding.

Topic: Core Mathematics

Author: David González-Sánchez, Onésimo Hernández-Lerma

Who this is for:

  • Teachers and classroom instructors
  • Students building subject mastery
  • Readers looking for practical learning support

Why this book matters: It stands out as a practical math resource that helps explain concepts, strengthen problem-solving, and support classroom or independent learning.

​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

AuthorDavid González-Sánchez, Onésimo Hernández-Lerma
PublisherSpringer
Published2013-10-02
ISBN-139783319010588
BindingPaperback
LanguageEnglish
SubjectsScience
TopicCore Mathematics
SeriesSpringerbriefs in Mathematics

Format: Paperback

Language: English

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