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Stochastic Differential Games. Theory and Applications

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Cover of 'Stochastic Differential Games. Theory and Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction, Survey and Background Material
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    Chapter 2 Stochastic Linear Pursuit-Evasion Game
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    Chapter 3 Two Person Zero-Sum Differential Games-General Case
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    Chapter 4 Formal Solutions for Some Classes of Stochastic Linear Pursuit-Evasion Games
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    Chapter 5 N-Person Noncooperative Differential Games
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    Chapter 6 Weak Convergence in Two Player Stochastic Differential Games
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    Chapter 7 Weak Convergence in Many Player Games
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    Chapter 8 Some Numerical Methods
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    Chapter 9 Applications to Finance
Attention for Chapter 9: Applications to Finance
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