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Cooperative Stochastic Differential Games

  • David W. K. Yeung
  • Leon A. Petrosyan

About this book

Introduction

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems.

For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Keywords

cooperative games decision making economics game theory mathematics operations research optimization

Authors and affiliations

  • David W. K. Yeung
    • 1
    • 2
  • Leon A. Petrosyan
    • 3
  1. 1.Centre of Game TheoryHong Kong Baptist UniversityKowloon Tong, Hong KongPR China
  2. 2.Centre of Game TheorySt. Petersburg State University PetrodyvoretsSt. PetersburgRussian Federation
  3. 3.Fac. Applied Mathematics and Control ProcessesPetrodyvoretsSt. PetersburgRussian Federation

Bibliographic information

  • DOI https://doi.org/10.1007/0-387-27622-X
  • Copyright Information Springer Science+Business Media, Inc. 2006
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-387-27620-5
  • Online ISBN 978-0-387-27622-9
  • Series Print ISSN 1431-8598
  • Buy this book on publisher's site
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