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  • Textbook
  • © 2012

Stochastic Differential Games. Theory and Applications

  • The book is on what game theory is all about
  • Numerical methods in game theory modeling
  • Financial investment strategies
  • Competetive advertising using game theory
  • Includes supplementary material: sn.pub/extras

Part of the book series: Atlantis Studies in Probability and Statistics (ATLANTISSPS, volume 2)

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-x
  2. Introduction, Survey and Background Material

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 1-24
  3. Stochastic Linear Pursuit-Evasion Game

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 25-45
  4. Two Person Zero-Sum Differential Games-General Case

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 47-64
  5. Formal Solutions for Some Classes of Stochastic Linear Pursuit-Evasion Games

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 65-71
  6. N-Person Noncooperative Differential Games

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 73-93
  7. Weak Convergence in Two Player Stochastic Differential Games

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 95-145
  8. Weak Convergence in Many Player Games

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 147-163
  9. Some Numerical Methods

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 165-214
  10. Applications to Finance

    • Kandethody M. Ramachandran, Chris P. Tsokos
    Pages 215-232
  11. Back Matter

    Pages 233-248

About this book

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Authors and Affiliations

  • , Department of Mathematics and Statistics, University of South Florida, Tampa, USA

    Kandethody M. Ramachandran, Chris P. Tsokos

Bibliographic Information

Societies and partnerships

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access