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LQ dynamic optimization and differential games

by Jacob Engwerda (2005)

About this book

"LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management." "LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science."--Jacket.

Setting / LocationGlobal
Story EraModern Era
Protagonist / CoreLQ dynamic optimization and differential games Lead Character

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LQ dynamic optimization and differential games by Jacob Engwerda | Literally Just Books