Cooperative Stochastic Differential Games

From the reviews:

"This book is written by two of the main experts in the theory of cooperative stochastic differential games. It includes the results of many recent articles in the field, mainly by the authors themselves. … In fact there is no other textbook on cooperative stochastic differential games and this makes the book a must for everyone interested … . The book is nicely written and reads well … ." (Christian-Oliver Ewald, Mathematical Reviews, Issue 2006 i)

"This book is concerned with the study of cooperative stochastic differential games and applications (mainly to economics and management sciences). … There is a real core throughout this monography to link the theory with application. This work is one of the first books studying cooperative stochastic differential games. It is very well-written in a very comprehensive manner. This will attract the attention of scientists who work on game theory but also of people using the theory of games." (Marc Quincampoix, Zentralblatt MATH, Vol. 1108 (10), 2007)

"This interesting book aims at the synthesis of two major branches of game theory: the cooperative and differential games. … The style is rigorous and, derivations of important formulae are presented in a detailed way. … Overall, this is an important new book on an important—still emerging—topic. I am happy to recommend it to all serious game theory students and researchers as it is likely to stimulate a lot of further developments." (Jerzy A. Filar, SIAM Review, Vol. 49 (3), 2007)