Общая экономика

Список источников >Бизнес-книги >Экономика >Общая экономика >

LQ Dynamic Optimization and Differential Games

Автор: Jacob Engwerda
Год: 2005
Издание: [не указанo]
Страниц: [не указано]
ISBN: 0470015241
Book DescriptionA self-contained introduction to an extensively used of economic models. Linear Quadratic Differential Games is an assessment of the state of the art in its field and 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...
Добавлено: 2013-10-22 16:17:06

Это интересно...

Наши контакты

Рейтинг@Mail.ru

© 2009-2016, Список Литературы