Discrete–Time Stochastic Control and Dynamic Potential Games

The Euler–Equation Approach

  • David González-Sánchez
  • Onésimo Hernández-Lerma

Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. David González-Sánchez, Onésimo Hernández-Lerma
    Pages 1-10
  3. David González-Sánchez, Onésimo Hernández-Lerma
    Pages 11-34
  4. David González-Sánchez, Onésimo Hernández-Lerma
    Pages 35-47
  5. David González-Sánchez, Onésimo Hernández-Lerma
    Pages 49-60
  6. David González-Sánchez, Onésimo Hernández-Lerma
    Pages 61-63
  7. Back Matter
    Pages 65-69

About this book


​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.


Dynamic games Dynamic potential games Euler equation Inverse optimal control problems Stochastic optimal control Transversality condition

Authors and affiliations

  • David González-Sánchez
    • 1
  • Onésimo Hernández-Lerma
    • 2
  1. 1.Departamento de MatemáticasIntituto Tecnologico Autonomo de MexicoMexico CityMexico
  2. 2.Departamento de MatemáticasCINVESTAV-IPNMexico CityMexico

Bibliographic information

  • DOI
  • Copyright Information David González-Sánchez and Onésimo Hernández-Lerma 2013
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-01058-8
  • Online ISBN 978-3-319-01059-5
  • Series Print ISSN 2191-8198
  • Series Online ISSN 2191-8201
  • Buy this book on publisher's site