Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems (Record no. 80666)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04158nam a22006015i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-40587-2 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220801222338.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160902s2017 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319405872 |
| -- | 978-3-319-40587-2 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 629.8312 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 003 |
| 100 1# - AUTHOR NAME | |
| Author | Zhang, Cheng-ke. |
| 245 10 - TITLE STATEMENT | |
| Title | Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2017. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XV, 187 p. 6 illus. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Studies in Systems, Decision and Control, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | Introduction -- Deterministic and Stochastic Differential Games -- Stochastic Differential Games of Continuous-time Markov Jump Linear Systems -- Stochastic Differential Game of Discrete-time Markov Jump Linear System -- Stochastic Differential Game of Stochastic Markov Jump Singular Systems -- Game Theory Approach to Stochastic H2/H∞ Control of Markov Jump Linear Singular Systems -- Applications of Stochastic Differential Game Theory for Linear Markov Jump Systems to Finance and Insurance. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Zhu, Huai-nian. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Zhou, Hai-ying. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Bin, Ning. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-40587-2 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2017. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Control engineering. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations research. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Electronics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Control and Systems Theory. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations Research and Decision Theory. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Electronics and Microelectronics, Instrumentation. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 2198-4190 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
| 912 ## - | |
| -- | ZDB-2-SXE |
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