Stochastic Games And Applications

DOWNLOAD

Download Stochastic Games And Applications PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Stochastic Games And Applications book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Stochastic Games And Applications

DOWNLOAD
Author : Abraham Neyman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Games And Applications written by Abraham Neyman 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 2012-12-06 with Mathematics categories.

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.

Stochastic Game Strategies And Their Applications

DOWNLOAD
Author : Bor-Sen Chen
language : en
Publisher: CRC Press
Release Date : 2019-07-31

Stochastic Game Strategies And Their Applications written by Bor-Sen Chen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-31 with Mathematics categories.

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.

Discrete Gambling And Stochastic Games

DOWNLOAD
Author : Ashok P. Maitra
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Discrete Gambling And Stochastic Games written by Ashok P. Maitra 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 2012-12-06 with Mathematics categories.

The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that mathematicians de veloped general techniques for maximizing the chances of beating a casino or winning against an intelligent opponent. These methods of finding op timal strategies for a player are at the heart of the modern theories of stochastic control and stochastic games. There are numerous applications to engineering and the social sciences, but the liveliest intuition still comes from gambling. The now classic work How to Gamble If You Must: Inequalities for Stochastic Processes by Dubins and Savage (1965) uses gambling termi nology and examples to develop an elegant, deep, and quite general theory of discrete-time stochastic control. A gambler "controls" the stochastic pro cess of his or her successive fortunes by choosing which games to play and what bets to make.

Advances In Dynamic Games

DOWNLOAD
Author : Pierre Cardaliaguet
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-10

Advances In Dynamic Games written by Pierre Cardaliaguet 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 2012-09-10 with Mathematics categories.

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.​

Advances In Dynamic Games

DOWNLOAD
Author : Andrzej S. Nowak
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-24

Advances In Dynamic Games written by Andrzej S. Nowak 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 2007-12-24 with Business & Economics categories.

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.

Competitive Multi Player Stochastic Games With Applications To Multi Person Financial Contracts

DOWNLOAD
Author : Ivan Guo
language : en
Publisher:
Release Date : 2014

Competitive Multi Player Stochastic Games With Applications To Multi Person Financial Contracts written by Ivan Guo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Business mathematics categories.

Stochastic Differential Games Theory And Applications

DOWNLOAD
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.

Stochastic Games And Related Concepts

DOWNLOAD
Author : T. Parthasarathy
language : en
Publisher: Springer Nature
Release Date : 2020-12-08

Stochastic Games And Related Concepts written by T. Parthasarathy and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-08 with Mathematics categories.

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.

Probabilistic Theory Of Mean Field Games With Applications I

DOWNLOAD
Author : René Carmona
language : en
Publisher: Springer
Release Date : 2018-03-01

Probabilistic Theory Of Mean Field Games With Applications I written by René Carmona and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-01 with Mathematics categories.

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.

Markov Decision Processes And Stochastic Positional Games

DOWNLOAD
Author : Dmitrii Lozovanu
language : en
Publisher: Springer Nature
Release Date : 2024-02-13

Markov Decision Processes And Stochastic Positional Games written by Dmitrii Lozovanu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-02-13 with Business & Economics categories.

This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and generalize the classic deterministic positional games. It presents new algorithmic results on the suitable implementation of quasi-monotonic programming techniques. Moreover, the book presents applications of positional games within a class of multi-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers and graduate students who are interested in Markov theory, control theory, optimization and games.