Stochastic and Differential Games: Theory and Numerical Methods (1999)Hardcover - 1999, 1 June 1999

Stochastic and Differential Games: Theory and Numerical Methods (1999)
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Part of Series
Annals of the International Society of Dynamic Games
Print Length
381 pages
Language
English
Publisher
Birkhauser
Date Published
1 Jun 1999
ISBN-10
0817640290
ISBN-13
9780817640293

Description

The theory of two-person, zero-sum differential games started at the be- ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton- Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe- sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv- ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po- sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.

Product Details

Book Edition:
1999
Book Format:
Hardcover
Country of Origin:
US
Date Published:
1 June 1999
Dimensions:
24.31 x 16.43 x 2.39 cm
ISBN-10:
0817640290
ISBN-13:
9780817640293
Language:
English
Location:
Boston, MA
Pages:
381
Publisher:
Birkhauser
Weight:
730.28 gm

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