Non Cooperative Stochastic Differential Game Theory Of Generalized Markov Jump Linear Systems
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
时滞随机系统的微分博弈理论及应用
該書以工程和經濟金融領域中廣泛使用的時滯隨機系統為研究對象，利用動態優化理論中的隨機最大值原理和動態規劃等方法，系統研究時滯隨機系統的微分博弈問題，得到了博弈系統的鞍點均衡策略、納什均衡策略、Stackelberg均衡策略及Pareto均衡策略的存在條件和顯式表達，並將所得結果應用于現代魯棒控制理論中的隨機H2/H∞控制以及數理金融中的投資與消費選擇問題，豐富了博弈論的相關研究。
Advances in Materials Sciences, Energy Technology and Environmental Engineering
The 2016 International Conference on Materials Science, Energy Technology and Environmental Engineering (MSETEE 2016) took place May 28-29, 2016 in Zhuhai City, China. MSETEE 2016 brought together academics and industrial experts in the field of materials science, energy technology and environmental engineering. The primary goal of the conference was to promote research and developmental activities in these research areas and to promote scientific information interchange between researchers, developers, engineers, students, and practitioners working around the world. The conference will be held every year serving as platform for researchers to share views and experience in materials science, energy technology and environmental engineering and related areas.