Cooperative Stochastic Differential Games

ebook Springer Series in Operations Research and Financial Engineering

By David W.K. Yeung

cover image of Cooperative Stochastic Differential Games

Sign up to save your library

With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Find out more about OverDrive accounts.

   Not today

Find this title in Libby, the library reading app by OverDrive.

Download Libby on the App Store Download Libby on Google Play

Search for a digital library with this title

Title found at these libraries:

Library Name Distance
Loading...

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.

Cooperative Stochastic Differential Games