Mendeley出力
＜電子ブック＞
Stochastic and Differential Games : Theory and Numerical Methods
| 責任表示 | |
|---|---|
| 著者 | |
| 本文言語 | |
| 出版者 | |
| 出版年 | |
| 出版地 | |
| 関連情報 | |
| 概要 | The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet U...nion. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.続きを見る |
| 目次 | I. Zero-Sum Differential Games and Numerical Methods 1 Constructive Theory of Positional Differential Games and Generalized Solutions to Hamilton-Jacobi Equations 2 Two-Player, Zero-Sum Differential Games and Viscosity Solutions 3 Numerical Methods for Pursuit-Evasion Games via Viscosity Solutions 4 Set-Valued Numerical Analysis for Optimal Control and Differential Games II. Stochastic and Nonzero-Sum Games and Applications 5 An Introduction to Gambling Theory and Its Applications to Stochastic Games 6 Discounted Stochastic Games: A Complex Analytic Perspective 7 Nonzero-Sum Stochastic Games 8 The Power of Threats in Stochastic Games 9 A Markov Game Approach for Optimal Routing Into a Queuing Network 10 On Linear Complementarity and A Discounted Polystochastic Game.続きを見る |
| 本文を見る | Full text available from SpringerLink ebooks - Mathematics and Statistics (Archive) |
詳細
| レコードID | |
|---|---|
| 主題 | |
| SSID | |
| eISBN | |
| 登録日 | 2020.06.27 |
| 更新日 | 2020.06.28 |