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

討論小組

書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games影響因子(影響力)




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games影響因子(影響力)學科排名




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games網(wǎng)絡公開度




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games網(wǎng)絡公開度學科排名




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games被引頻次




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games被引頻次學科排名




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games年度引用




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games年度引用學科排名




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games讀者反饋




書目名稱Discrete–Time Stochastic Control and Dynamic Potential Games讀者反饋學科排名

regale

Direct Problem: The Euler Equation Approach,g Gateaux 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

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Blatant

Minatory

評論性

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].

評論性

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.

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Oafishness

Irrigated Agriculture at the Crossroadsg Gateaux 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