Stochastic Games And Applications

Author : Abraham Neyman,S. Sorin
Publisher : Springer Science & Business Media
Page : 473 pages
File Size : 55,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9789401001892

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Stochastic Games and Applications by Abraham Neyman,S. Sorin Pdf

This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.

Author : Pierre Cardaliaguet,Ross Cressman
Publisher : Springer Science & Business Media
Page : 425 pages
File Size : 49,7 Mb
Release : 2012-09-10
Category : Mathematics
ISBN : 9780817683542

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Advances in Dynamic Games by Pierre Cardaliaguet,Ross Cressman Pdf

This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a testament to the vitality and growth of the field of dynamic games and their applications. Its contributions, written by experts in their respective disciplines, are outgrowths of presentations originally given at the 14th International Symposium of Dynamic Games and Applications held in Banff. Advances in Dynamic Games covers a variety of topics, ranging from evolutionary games, theoretical developments in game theory and algorithmic methods to applications, examples, and analysis in fields as varied as mathematical biology, environmental management, finance and economics, engineering, guidance and control, and social interaction. Featured throughout are valuable tools and resources for researchers, practitioners, and graduate students interested in dynamic games and their applications to mathematics, engineering, economics, and management science.​

Author : Bor-Sen Chen
Publisher : CRC Press
Page : 600 pages
File Size : 42,5 Mb
Release : 2019-07-31
Category : Mathematics
ISBN : 9780429780516

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Stochastic Game Strategies and their Applications by Bor-Sen Chen Pdf

Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are stimulated by a vast number of applications. This book addresses the gap to discuss general stochastic n-person noncooperative and cooperative game theory with wide applications to control systems, signal processing systems, communication systems, managements, financial systems, and biological systems. H∞ game strategy, n-person cooperative and noncooperative game strategy are discussed for linear and nonlinear stochastic systems along with some computational algorithms developed to efficiently solve these game strategies.

Author : T. Parthasarathy,Sujatha Babu
Publisher : Springer Nature
Page : 127 pages
File Size : 51,6 Mb
Release : 2020-12-08
Category : Mathematics
ISBN : 9789811565779

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Stochastic Games and Related Concepts by T. Parthasarathy,Sujatha Babu Pdf

This book discusses stochastic game theory and related concepts. Topics focused upon in the book include matrix games, finite, infinite, and undiscounted stochastic games, n-player cooperative games, minimax theorem, and more. In addition to important definitions and theorems, the book provides readers with a range of problem-solving techniques and exercises. This book is of value to graduate students and readers of probability and statistics alike.

Author : Eilon Solan
Publisher : Cambridge University Press
Page : 279 pages
File Size : 41,5 Mb
Release : 2022-05-26
Category : Business & Economics
ISBN : 9781316516331

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A Course in Stochastic Game Theory by Eilon Solan Pdf

This book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.

Author : Kandethody M. Ramachandran,Chris P. Tsokos
Publisher : Springer Science & Business Media
Page : 253 pages
File Size : 41,6 Mb
Release : 2012-01-05
Category : Mathematics
ISBN : 9789491216473

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Stochastic Differential Games. Theory and Applications by Kandethody M. Ramachandran,Chris P. Tsokos Pdf

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Author : Andrzej S. Nowak,Krzysztof Szajowski
Publisher : Springer Science & Business Media
Page : 674 pages
File Size : 51,5 Mb
Release : 2007-12-24
Category : Business & Economics
ISBN : 9780817644291

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Advances in Dynamic Games by Andrzej S. Nowak,Krzysztof Szajowski Pdf

This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a guide to the vitality and growth of the field. A valuable reference for researchers and practitioners in dynamic game theory, it covers a broad range of topics and applications, including repeated and stochastic games, differential dynamic games, optimal stopping games, and numerical methods and algorithms for solving dynamic games. The diverse topics included will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.

Author : L. C. Thomas
Publisher : Courier Corporation
Page : 284 pages
File Size : 40,6 Mb
Release : 2012-12-13
Category : Mathematics
ISBN : 9780486143736

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Games, Theory and Applications by L. C. Thomas Pdf

This text opens with the theory of 2-person zero-sum games, 2-person non-zero sum games, and n-person games, at a level between non-mathematical introductory books and technical mathematical game theory books. Includes introductory explanations of gaming and meta games. Includes numerous exercises anbd problems with solutions and over 30 illustrations. 1986 edition.

Author : Ross Cressman
Publisher : Unknown
Page : 425 pages
File Size : 40,7 Mb
Release : 2012
Category : Electronic
ISBN : 128362169X

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Advances in Dynamic Games by Ross Cressman Pdf

Author : Tamer Başar,Alain Haurie
Publisher : Springer Science & Business Media
Page : 423 pages
File Size : 54,5 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781461202455

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Advances in Dynamic Games and Applications by Tamer Başar,Alain Haurie Pdf

Recent years have witnessed a surge of activity in the field of dynamic both theory and applications. Theoretical as well as practical games, in problems in zero-sum and nonzero-sum games, continuous time differential and discrete time multistage games, and deterministic and stochastic games games are currently being investigated by researchers in diverse disciplines, such as engineering, mathematics, biology, economics, management science, and political science. This surge of interest has led to the formation of the International Society of Dynamic Games (ISDG) in 1990, whose primary goal is to foster the development of advanced research and applications in the field of game theory. One important activity of the Society is to organize biannually an international symposium which aims at bringing together all those who contribute to the development of this active field of applied science. In 1992 the symposium was organized in Grimentz, Switzerland, under the supervision of an international scientific committee and with the help of a local organizing committee based at University of Geneva. This book, which is the first volume in the new Series, Annals of the International Society of Dynamic Games (see the Preface to the Series), is based on presentations made at this symposium. It is however more than a book of proceedings for a conference. Every paper published in this volume has passed through a very selective refereeing process, as in an archival technical journal.

Author : Peter Borm,H.J. Peters
Publisher : Springer Science & Business Media
Page : 327 pages
File Size : 50,6 Mb
Release : 2006-04-11
Category : Business & Economics
ISBN : 9780306475269

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Chapters in Game Theory by Peter Borm,H.J. Peters Pdf

Chapters in Game Theory has been written on the occasion of the 65th birthday of Stef Tijs, who can be regarded as the godfather of game theory in the Netherlands. The contributors all are indebted to Stef Tijs, as former Ph.D. students or otherwise. The book contains fourteen chapters on a wide range of subjects. Some of these can be considered surveys while other chapters present new results: most contributions can be positioned somewhere in between these categories. The topics covered include: cooperative stochastic games; noncooperative stochastic games; sequencing games; games arising form linear (semi-) infinite programming problems; network formation, costs and potential games; potentials and consistency in transferable utility games; the nucleolus and equilibrium prices; population uncertainty and equilibrium selection; cost sharing; centrality in social networks; extreme points of the core; equilibrium sets of bimatrix games; game theory and the market; and transfer procedures for nontransferable utility games. Both editors did their Ph.D with Stef Tijs, while he was affiliated with the mathematics department of the University of Nijmegen.

Author : René Carmona,François Delarue
Publisher : Springer
Page : 714 pages
File Size : 50,5 Mb
Release : 2018-03-01
Category : Mathematics
ISBN : 9783319589206

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Probabilistic Theory of Mean Field Games with Applications I by René Carmona,François Delarue Pdf

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.

Author : Rene Carmona
Publisher : SIAM
Page : 265 pages
File Size : 40,8 Mb
Release : 2016-02-18
Category : Mathematics
ISBN : 9781611974249

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Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications by Rene Carmona Pdf

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM?s Financial Mathematics book series and is based on the author?s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean?Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.

Author : Alain Haurie,Georges Zaccour
Publisher : Springer Science & Business Media
Page : 296 pages
File Size : 49,7 Mb
Release : 2005-05-06
Category : Business & Economics
ISBN : 0387246010

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Dynamic Games: Theory and Applications by Alain Haurie,Georges Zaccour Pdf

Dynamic games continue to attract strong interest from researchers interested in modelling competitive as well as conflict situations exhibiting an intertemporel aspect. Applications of dynamic games have proven to be a suitable methodology to study the behaviour of players (decision-makers) and to predict the outcome of such situations in many areas including engineering, economics, management science, military, biology and political science. Dynamic Games: Theory and Applications collects thirteen articles written by established researchers. It is an excellent reference for researchers and graduate students covering a wide range of emerging and revisited problems in both cooperative and non-cooperative games in different areas of applications, especially in economics and management science.

Author : V. V. Mazalov
Publisher : Nova Publishers
Page : 310 pages
File Size : 44,6 Mb
Release : 2002
Category : Mathematics
ISBN : 159033373X

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Game Theory and Applications by V. V. Mazalov Pdf

This book brings together papers of well-known specialists in game theory and adjacent problems. It presents the basic results in dynamic games, stochastic games, applications of game theoretical methods in ecology and economics and methodological aspects of game theory.