Titlebook: Stochastic Differential Games. Theory and Applications; Kandethody M. Ramachandran,Chris P. Tsokos Textbook 2012 Atlantis Press 2012 Compe

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1879-6893 ng using game theory.Includes supplementary material: The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.978-94-6239-047-8978-94-91216-47-3Series ISSN 1879-6893 Series E-ISSN 1879-6907

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Formal Solutions for Some Classes of Stochastic Linear Pursuit-Evasion Games,med by discretizing equation(4.2.1). By dividing the stochastic differential game into N short games, we can then applythe work of Ho, Bryson, and Baron [89] to approximate the optimal controls for each ofthese games.

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N-Person Noncooperative Differential Games,ance criterion which oneplayer tries to minimize and the other tries to maximize. In applications, there are manysituations in which more than two players and each player try to maximize (or minimize)his/her individual performance criterion, and the sum of all players’ criteria is not necessarilyzer