Stochastic and Differential Games: Theory and Numerical Methods

by Martino Bardi (Editor), T.E.S. Raghavan (Editor), T. Parthasarathy (Editor)

This volume presents state-of-the-art surveys, new results, and algorithms that will interest applied mathematicians, control engineers, and operations research specialists. It covers such diverse topics as pursuit-evasion games, viscosity solutions, gambling theory, discounted stochastic games, optimal routing, numerical methods, and others. The volume consists of two parts, with the first dealing with zero-sum differential games and numerical methods, and the second with stochastic and nonzero-sum games, and applications.

400 pages, Paperback

First published June 1, 1999