LQ Dynamic Optimization and Differential Games
LQ Dynamic Optimization and Differential Games
- ISBN 13:
9780470016077
- ISBN 10:
0470016078
- Copyright: 07/01/2011
- Publisher: WILEY
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Summary
“Linear Quadratic Differential Games” is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games.
- *Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). *Includes real-life economic examples to illustrate theoretical concepts and results. *Presents problem formulations and sound mathematical problem analysis. *Includes exercises and solutions, enabling use for self-study or as a course text. *Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples.
“Linear Quadratic Differential Games” offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/ graduate students in economics, mathematics, engineering and management science.