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Discrete–Time Stochastic Control and Dynamic Potential Games

The Euler–Equation Approach

  • Book
  • © 2013

Overview

Authors:
  1. David González-Sánchez

    1. Departamento de Matemáticas, Intituto Tecnologico Autonomo de Mexico, Mexico City, Mexico

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  2. Onésimo Hernández-Lerma

    1. Departamento de Matemáticas, CINVESTAV-IPN, Mexico City, Mexico

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  • Presents a systematic, comprehensive, self-contained analysis of dynamic potential games, which appears for the first time in book form?
  • Reader-friendly, at a graduate student level
  • Substantial number of examples and applications, mainly from mathematical economics
  • Includes supplementary material: sn.pub/extras

Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-xiv
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  2. Introduction and Summary

    • David González-Sánchez, Onésimo Hernández-Lerma
    Pages 1-10

  3. Direct Problem: The Euler Equation Approach

    • David González-Sánchez, Onésimo Hernández-Lerma
    Pages 11-34

  4. The Inverse Optimal Control Problem

    • David González-Sánchez, Onésimo Hernández-Lerma
    Pages 35-47

  5. Dynamic Games

    • David González-Sánchez, Onésimo Hernández-Lerma
    Pages 49-60

  6. Conclusions and Suggestions for Future Research

    • David González-Sánchez, Onésimo Hernández-Lerma
    Pages 61-63

  7. Back Matter

    Pages 65-69
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Keywords

About this book

​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

Authors and Affiliations

  • Departamento de Matemáticas, Intituto Tecnologico Autonomo de Mexico, Mexico City, Mexico

    David González-Sánchez

  • Departamento de Matemáticas, CINVESTAV-IPN, Mexico City, Mexico

    Onésimo Hernández-Lerma

About the authors

David Gonzalez–Sanchez is Assistant Professor at ITAM Mathematics Department, Mexico City, Mexico. Onesimo Hernandez–Lerma is Professor and Chair, CINVESTAV–IPN Mathematics Department, Mexico City, Mexico.

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