Description: Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems by Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description 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. Publisher Description 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. Details ISBN 3319405861 ISBN-13 9783319405865 Title Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems Author Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin Format Hardcover Year 2016 Pages 187 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:143940811; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 199.08 USD
Location: Fairfield, Ohio
End Time: 2024-12-27T03:43:55.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9783319405865
Book Title: Non-cooperative Stochastic Differential Game Theory of Generalize
Number of Pages: Xv, 187 Pages
Language: English
Publication Name: Non-Cooperative Stochastic Differential Games of Generalized Linear Markov Jump Systems
Publisher: Springer International Publishing A&G
Publication Year: 2016
Subject: Probability & Statistics / Stochastic Processes, Operations Research, Electrical, Electronics / General
Type: Textbook
Item Weight: 152.4 Oz
Author: Ning Bin, Cheng-Ke Zhang, Huai-Nian Zhu Zhu, Hai-Ying Zhou
Subject Area: Mathematics, Technology & Engineering, Business & Economics
Item Length: 9.3 in
Item Width: 6.1 in
Series: Studies in Systems, Decision and Control Ser.
Format: Hardcover
