Cooperative Stochastic Differential Games
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Cooperative Stochastic Differential Games
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Author : David W.K. Yeung
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-05-11
Cooperative Stochastic Differential Games written by David W.K. Yeung and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-05-11 with Business & Economics categories.
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.
Cooperative Stochastic Differential Games
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Author : David W.K. Yeung
language : en
Publisher: Springer
Release Date : 2008-11-01
Cooperative Stochastic Differential Games written by David W.K. Yeung and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-01 with Business & Economics categories.
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.
Stochastic Differential Games Theory And Applications
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Author : Kandethody M. Ramachandran
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-01-05
Stochastic Differential Games Theory And Applications written by Kandethody M. Ramachandran and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-05 with Mathematics categories.
The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Advances In Dynamic Game Theory
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Author : Steffen Jorgensen
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-15
Advances In Dynamic Game Theory written by Steffen Jorgensen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-15 with Mathematics categories.
This collection of selected contributions gives an account of recent developments in dynamic game theory and its applications, covering both theoretical advances and new applications of dynamic games in such areas as pursuit-evasion games, ecology, and economics. Written by experts in their respective disciplines, the chapters include stochastic and differential games; dynamic games and their applications in various areas, such as ecology and economics; pursuit-evasion games; and evolutionary game theory and applications. The work will serve as a state-of-the art account of recent advances in dynamic game theory and its applications for researchers, practitioners, and advanced students in applied mathematics, mathematical finance, and engineering.
Lq Dynamic Optimization And Differential Games
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Author : Jacob Engwerda
language : en
Publisher: John Wiley & Sons
Release Date : 2005-06-17
Lq Dynamic Optimization And Differential Games written by Jacob Engwerda and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-17 with Business & Economics categories.
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Subgame Consistent Cooperation
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Author : David W.K. Yeung
language : en
Publisher: Springer
Release Date : 2016-09-23
Subgame Consistent Cooperation written by David W.K. Yeung and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-23 with Mathematics categories.
Strategic behavior in the human and social world has been increasingly recognized in theory and practice. It is well known that non-cooperative behavior could lead to suboptimal or even highly undesirable outcomes. Cooperation suggests the possibility of obtaining socially optimal solutions and the calls for cooperation are prevalent in real-life problems. Dynamic cooperation cannot be sustainable if there is no guarantee that the agreed upon optimality principle at the beginning is maintained throughout the cooperation duration. It is due to the lack of this kind of guarantees that cooperative schemes fail to last till its end or even fail to get started. The property of subgame consistency in cooperative dynamic games and the corresponding solution mechanism resolve this “classic” problem in game theory. This book is a comprehensive treatise on subgame consistent dynamic cooperation covering the up-to-date state of the art analyses in this important topic. It sets out to provide the theory, solution techniques and applications of subgame consistent cooperation in a wide spectrum of paradigms for analysis which includes cooperative dynamic game models with stochastic state dynamics, with uncertain future payoffs, with asynchronous players’ horizons, with random cooperation duration, with control spaces switching and with transferable and nontransferable payoffs. The book would be a significant research reference text for researchers in game theory, economists, applied mathematicians, policy-makers, corporate decision-makers, and graduate students in applied mathematics, game theory, decision sciences, economics and management sciences.
Dynamic Games Theory And Applications
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Author : Alain Haurie
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-06
Dynamic Games Theory And Applications written by Alain Haurie and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-06 with Business & Economics categories.
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.
Game Theoretic Analysis
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Author : Leon A Petrosyan
language : en
Publisher: World Scientific
Release Date : 2019-10-14
Game Theoretic Analysis written by Leon A Petrosyan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-14 with Mathematics categories.
This is a collection of recent novel contributions in game theory from a group of prominent authors in the field. It covers Non-cooperative Games, Equilibrium Analysis, Cooperative Games and Axiomatic Values in static and dynamic contexts.Part 1: Non-cooperative Games and Equilibrium AnalysisIn game theory, a non-cooperative game is a game with competition between individual players and in which only self-enforcing (e.g. through credible threats) alliances (or competition between groups of players, called 'coalitions') are possible due to the absence of external means to enforce cooperative behavior (e.g. contract law), as opposed to cooperative games. In fact, non-cooperative games are the foundation for the development of cooperative games by acting as the status quo. Non-cooperative games are generally analysed through the framework of equilibrium, which tries to predict players' individual strategies and payoffs. Indeed, equilibrium analysis is the centre of non-cooperative games. This volume on non-cooperative games and equilibrium analysis contains a variety of non-cooperative games and non-cooperative game equilibria from prominent authors in the field.Part 2: Cooperative Games and Axiomatic ValuesIt is well known that non-cooperative behaviours, in general, would not lead to a Pareto optimal outcome. Highly undesirable outcomes (like the prisoner's dilemma) and even devastating results (like the tragedy of the commons) could appear when the involved parties only care about their individual interests in a non-cooperative situation. Cooperative games offer the possibility of obtaining socially optimal and group efficient solutions to decision problems involving strategic actions. In addition, axiomatic values serve as guidance for establishing cooperative solutions. This volume on cooperative games and axiomatic values presents a collection of cooperative games and axiomatic values from prominent authors in the field.
Game Theory And Applications
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Author : V. V. Mazalov
language : en
Publisher: Nova Publishers
Release Date : 2002
Game Theory And Applications written by V. V. Mazalov and has been published by Nova Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
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.
Differential Games Of Pursuit
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Author : Leon A Petrosyan
language : en
Publisher: World Scientific
Release Date : 1993-09-30
Differential Games Of Pursuit written by Leon A Petrosyan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-09-30 with Mathematics categories.
The classical optimal control theory deals with the determination of an optimal control that optimizes the criterion subjects to the dynamic constraint expressing the evolution of the system state under the influence of control variables. If this is extended to the case of multiple controllers (also called players) with different and sometimes conflicting optimization criteria (payoff function) it is possible to begin to explore differential games. Zero-sum differential games, also called differential games of pursuit, constitute the most developed part of differential games and are rigorously investigated. In this book, the full theory of differential games of pursuit with complete and partial information is developed. Numerous concrete pursuit-evasion games are solved (”life-line” games, simple pursuit games, etc.), and new time-consistent optimality principles in the n-person differential game theory are introduced and investigated.