Cooperative Stochastic Differential Games

David W. K. Yeung, Leon A. Petrosyan

Research output: Book/ReportBook or reportpeer-review


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.
Original languageEnglish
Place of PublicationUnited States
PublisherSpringer New York
Number of pages255
ISBN (Electronic)9780387276229
ISBN (Print)9780387276205, 9781441920942
Publication statusPublished - 20 Oct 2005
Externally publishedYes

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

User-Defined Keywords

  • cooperative games
  • decision making
  • economics
  • game theory
  • mathematics
  • operations research
  • optimization


Dive into the research topics of 'Cooperative Stochastic Differential Games'. Together they form a unique fingerprint.

Cite this