Описание: 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.
Описание: This book reviews the first demonstration of a cooperative optical non-linearity based on Rydberg excitation. Covers theoretical aspects of the non-linear effect, pioneering experimental results and implications for experiments in the single photon regime.
Автор: Back, Kerry E. Название: Asset Pricing and Portfolio Choice Theory ISBN: 0190241144 ISBN-13(EAN): 9780190241148 Издательство: Oxford Academ Рейтинг: Цена: 20988.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is a textbook at the Ph.D. or Masters in Quantitative Finance level. It covers single-period, discrete-time, and continuous-time financial models. It provides introductions to many current research topics, and each chapter contains exercises.
Автор: Robert P. Gilles Название: The Cooperative Game Theory of Networks and Hierarchies ISBN: 3642263151 ISBN-13(EAN): 9783642263156 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book details standard concepts in cooperative game theory with applications to the analysis of social networks and hierarchical authority organizations. It covers the multi-linear extension, the Core, the Shapley value, and the cooperative potential.
Автор: Rodica Branzei; Dinko Dimitrov; Stef Tijs Название: Models in Cooperative Game Theory ISBN: 364209676X ISBN-13(EAN): 9783642096761 Издательство: Springer Рейтинг: Цена: 18866.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Cooperative game theory is a booming research area with many new developments in the last few years. First, this o?ered us the opportunity to enhance and expand the treatment of traditional cooperative games, called here crisp games, and, especially, that of multi-choice games, in the idea to make the three parts of the monograph more balanced.
Описание: This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness.
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