Description
Springer Cooperative Stochastic Differential Games 2005 Edition by David W.K. Yeung Leon A. Petrosjan
Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering science and business by focusing on the methods that are best suited to practical problems.For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods as well as the extensive illustrations and exercises the book is accessible to a wide audience. It can be used as a graduate text in engineering operations research mathematics computer science and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read informative and rigorous - one that reveals both the beautiful nature of the discipline and its practical side. Table of contents : Deterministic and Stochastic Differential Games.- Cooperative Differential Games in Characteristic Function Form.- Two-person Cooperative Differential Games with Discounting.- Two-person Cooperative Stochastic Differential Games.- Multiplayer Cooperative Stochastic Differential Games.- Cooperative Stochastic Differential Games with Nontransferable Payoffs.