LQ Dynamic Optimization and Differential Games
Language: English
Published by Wiley, 2005
- Hardcover
- New

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In English.
Seller Inventory # ria9780470015247_new
- Title
- LQ Dynamic Optimization and Differential Games
- Author
- Engwerda, Jacob
- Publisher
- Wiley
- Publication year
- 2005
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470015241
- ISBN 13
- 9780470015247
- Item weight
- 1,104 grams
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. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games.
- Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback).
- Includes real-life economic examples to illustrate theoretical concepts and results.
- Presents problem formulations and sound mathematical problem analysis.
- Includes exercises and solutions, enabling use for self-study or as a course text.
- Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples.
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.
"Synopsis" may belong to another edition of this title.
About the Author
Jacob Engwerda is the author of LQ Dynamic Optimization and Differential Games, published by Wiley.
"About the title" may belong to another edition of this title.
Ria Christie Collections
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