£109.11

Springer Non-cooperative Stochastic Differential Game Theory

Price data last checked 55 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

Last 36 days • 36 data points (No recent data available)

Historical
Generating forecast...
£109.11 £107.14 £107.57 £108.00 £108.43 £108.86 £109.29 27 January 2026 04 February 2026 13 February 2026 22 February 2026 03 March 2026

Price Distribution

Price distribution over 36 days • 2 price levels

Days at Price
Current Price
16 days 20 days · current 0 5 10 15 20 £107 £109 Days at Price

Price Analysis

Most common price: £109 (20 days, 55.6%)

Price range: £107 - £109

Price levels: 2 different prices over 36 days

Description

This specialized research book by Springer explores the stochastic non-cooperative differential game theory of generalized linear Markov jump systems. It provides an in-depth examination of continuous time and discrete time linear quadratic stochastic differential games, working toward a complete framework for dynamic non-cooperative differential game theory. Designed for advanced readers, the text applies these complex mathematical theories to practical fields such as finance and insurance. By utilizing the dynamic programming principle and Riccati equation, the book establishes various existence conditions and calculation methods. This makes it a valuable resource for researchers and professionals needing to understand the mathematical foundations of decision-making within stochastic systems.

Key Features

Covers the stochastic non-cooperative differential game theory of generalized linear Markov jump systems.

Provides in-depth research on both continuous time and discrete time linear quadratic stochastic differential games.

Establishes a complete framework for dynamic non-cooperative differential game theory.

Includes applications specifically tailored for the finance and insurance sectors.

Utilizes the dynamic programming principle and Riccati equation for mathematical derivations.

Details various existence conditions and calculation methods for complex systems.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
14 June 2018
Listed Since
14 June 2018

Barcode

No barcode data available

Similar Products You Might Like

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control)
94% match

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control)

Springer

£75.01 08 Mar 2026
Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control, 58)
94% match

Filtering and Control of Stochastic Jump Hybrid Systems: 58 (Studies in Systems, Decision and Control, 58)

Springer

£71.08 08 Mar 2026
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
94% match

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)

Springer

£34.91 21 Feb 2026
Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)
94% match

Risk-Averse Optimization and Control: Theory and Methods (Springer Series in Operations Research and Financial Engineering)

Springer

£107.43 06 Mar 2026
Mathematical Methods in Robust Control of Linear Stochastic Systems: 50 (Mathematical Concepts and Methods in Science and Engineering, 50)
94% match

Mathematical Methods in Robust Control of Linear Stochastic Systems: 50 (Mathematical Concepts and Methods in Science and Engineering, 50)

Springer

£56.67 22 Feb 2026
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
94% match

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Springer

£83.74 27 Feb 2026
Stochastic Control Theory: Dynamic Programming Principle: 72 (Probability Theory and Stochastic Modelling, 72)
94% match

Stochastic Control Theory: Dynamic Programming Principle: 72 (Probability Theory and Stochastic Modelling, 72)

Springer

£61.34 09 Jan 2026
Springer Applied Stochastic Models and Control for Finance
94% match

Springer Applied Stochastic Models and Control for Finance

Springer

£119.91 02 Mar 2026
Games and Dynamics in Economics: Essays in Honor of Akio Matsumoto
94% match

Games and Dynamics in Economics: Essays in Honor of Akio Matsumoto

Springer

£84.86 09 Mar 2026
Games and Dynamics in Economics: Essays in Honor of Akio Matsumoto
94% match

Games and Dynamics in Economics: Essays in Honor of Akio Matsumoto

Springer

£90.84 23 Feb 2026
Optimal Control Theory: The Variational Method
93% match

Optimal Control Theory: The Variational Method

Springer

£58.10 18 Apr 2026
Time-Inconsistent Control Theory with Finance Applications (Springer Finance)
93% match

Time-Inconsistent Control Theory with Finance Applications (Springer Finance)

Springer

£88.30 08 Feb 2026
Time-Inconsistent Control Theory with Finance Applications (Springer Finance)
93% match

Time-Inconsistent Control Theory with Finance Applications (Springer Finance)

Springer

£83.49 09 Mar 2026
Mathematical and Statistical Methods for Actuarial Sciences and Finance
93% match

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Springer

£89.42 09 Mar 2026
Adaptive Dynamic Programming for Control: Algorithms and Stability (Communications and Control Engineering)
93% match

Adaptive Dynamic Programming for Control: Algorithms and Stability (Communications and Control Engineering)

Springer

£108.45 06 Jan 2026
Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov: 687 (Lecture Notes in Economics and Mathematical Systems, 687)
93% match

Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov: 687 (Lecture Notes in Economics and Mathematical Systems, 687)

Springer

£91.55 27 Feb 2026
Self-Learning Optimal Control of Nonlinear Systems: Adaptive Dynamic Programming Approach: 103 (Studies in Systems, Decision and Control, 103)
93% match

Self-Learning Optimal Control of Nonlinear Systems: Adaptive Dynamic Programming Approach: 103 (Studies in Systems, Decision and Control, 103)

Springer

£96.45 25 Feb 2026
Birkhauser Stochastic Networked Control Systems Book
93% match

Birkhauser Stochastic Networked Control Systems Book

Birkhauser

£124.99 17 Apr 2026
Secure Control of Networked Control Systems and Its Applications
93% match

Secure Control of Networked Control Systems and Its Applications

Springer

£97.00 26 Feb 2026
Competitive Markov Decision Processes: With 57 Illustrations
93% match

Competitive Markov Decision Processes: With 57 Illustrations

Springer

£159.99 06 Feb 2026
Modern Optimization Methods for Decision Making Under Risk and Uncertainty
93% match

Modern Optimization Methods for Decision Making Under Risk and Uncertainty

£119.92 25 Jan 2026
Recent Advances in Control and Filtering of Dynamic Systems with Constrained Signals: 170 (Studies in Systems, Decision and Control)
93% match

Recent Advances in Control and Filtering of Dynamic Systems with Constrained Signals: 170 (Studies in Systems, Decision and Control)

Springer

£102.49 23 Feb 2026
Applications of Stochastic Optimal Control to Economics and Finance
93% match

Applications of Stochastic Optimal Control to Economics and Finance

MDPI AG

£45.33 28 Feb 2026
Mathematical Control Theory and Finance
93% match

Mathematical Control Theory and Finance

Springer

£75.73 07 Jan 2026