LQ Dynamic Optimization and Differential Games (Группа авторов).

LQ Dynamic Optimization & Differential Games by an author team that combines an excellent understanding of the subject with a careful attention to pedagogy. Whether the book is new or you’re already familiar with it’s subject matter, this book presents a fascinating analysis of Linear Quadratic game models that sit at the crossroads of economics, control engineering, and mathematics.

In the opening chapters, the authors explore the basics of linear quadratic (LQ) game theory including how decision makers behave in settings with multiple decision-makers. The book then moves on to discuss LQ Differential games - a new area of dynamic modeling that is becoming increasingly important in many fields such as finance and economics.