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.