Titlebook: Discrete–Time Stochastic Control and Dynamic Potential Games; The Euler–Equation A David González-Sánchez,Onésimo Hernández-Lerma Book 2013

讨论小组

书目名称Discrete–Time Stochastic Control and Dynamic Potential Games影响因子(影响力)




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games影响因子(影响力)学科排名




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games网络公开度




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games网络公开度学科排名




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games被引频次




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games被引频次学科排名




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games年度引用




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games年度引用学科排名




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games读者反馈




书目名称Discrete–Time Stochastic Control and Dynamic Potential Games读者反馈学科排名

regale

Direct Problem: The Euler Equation Approach,g Gâteaux differentials, that the so-called Euler equation (EE) and a transversality condition (TC) are necessary conditions for optimality. In particular, the TC is obtained in a more general form and under milder hypotheses than in previous works. Sufficient conditions are also provided. We find c

符合你规定

Blatant

Minatory

评论性

The Inverse Optimal Control Problem,ution to a system of stochastic difference equations to be the solution of a certain OCP. Our results extend to the stochastic case the work of Dechert [21]. In particular, we present a stochastic version of an important principle in welfare economics. The presentation of this chapter is based on González–Sánchez and Hernández–Lerma [36].

评论性

Dynamic Games,blems (OCPs), to find Nash equilibria in dynamic games. Second, to identify classes of dynamic potential games (DPGs), that is, games with Nash equilibria that can be found by solving a single OCP. In particular, the stochastic lake game (SLG) of Example 1.2 is included in one of these classes.

激怒

Conclusions and Suggestions for Future Research,Both direct and inverse problems in optimal control were considered in Chaps. 2 and 3, respectively. In Chap. 4 we dealt with dynamic games. Some of our main results are mentioned below in addition to discussing their relevance and possible generalizations.

治愈

Oafishness

Irrigated Agriculture at the Crossroadsg Gâteaux differentials, that the so-called Euler equation (EE) and a transversality condition (TC) are necessary conditions for optimality. In particular, the TC is obtained in a more general form and under milder hypotheses than in previous works. Sufficient conditions are also provided. We find c