Advances In Dynamic And Mean Field Games

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Advances in Dynamic and Mean Field Games

Author : Joseph Apaloo
Publisher : Birkhäuser
ISBN 13 : 3319706195
Total Pages : 363 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Advances in Dynamic and Mean Field Games by : Joseph Apaloo

Download or read book Advances in Dynamic and Mean Field Games written by Joseph Apaloo and published by Birkhäuser. This book was released on 2018-01-03 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the International Society of Dynamic Games, held July 12-15, 2016, in Urbino, Italy. Written by experts in their respective disciplines, these papers cover various aspects of dynamic game theory including mean-field games, stochastic and pursuit-evasion games, and computational methods for dynamic games. Topics covered include Pedestrian flow in crowded environments Models for climate change negotiations Nash Equilibria for dynamic games involving Volterra integral equations Differential games in healthcare markets Linear-quadratic Gaussian dynamic games Aircraft control in wind shear conditions Advances in Dynamic and Mean-Field Games presents state-of-the-art research in a wide spectrum of areas. As such, it serves as a testament to the continued vitality and growth of the field of dynamic games and their applications. It will be of interest to an interdisciplinary audience of researchers, practitioners, and graduate students.

Advances in Dynamic Games

Author : Pierre Cardaliaguet
Publisher : Springer Science & Business Media
ISBN 13 : 0817683550
Total Pages : 421 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Advances in Dynamic Games by : Pierre Cardaliaguet

Download or read book Advances in Dynamic Games written by Pierre Cardaliaguet and published by Springer Science & Business Media. This book was released on 2012-09-13 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author : David M. Ramsey
Publisher : Springer Nature
ISBN 13 : 3030565343
Total Pages : 351 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Advances in Dynamic Games by : David M. Ramsey

Download or read book Advances in Dynamic Games written by David M. Ramsey and published by Springer Nature. This book was released on 2020-11-09 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: This contributed volume collects talks originally given at the 18th International Symposium on Dynamic Games and Applications, held in Grenoble, France from July 9-12, 2018. Chapters present state-of-the-art research in the field of dynamic games and are written by leading experts in this active area. Featuring a broad overview of recent advances as well as a wide range of applications, this book is organized into four sections: games of conflict, evolutionary games, economic games, and games involving common interest. Within these sections, specific topics covered include: Pursuit-evasion games Partnership formation games Replicator dynamics Load balancing congestion games Equilibrium coalition structures Advances in Dynamic Games will be of particular interest to researchers and doctoral students studying game theory.

The Master Equation and the Convergence Problem in Mean Field Games

Author : Pierre Cardaliaguet
Publisher : Princeton University Press
ISBN 13 : 0691190712
Total Pages : 224 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis The Master Equation and the Convergence Problem in Mean Field Games by : Pierre Cardaliaguet

Download or read book The Master Equation and the Convergence Problem in Mean Field Games written by Pierre Cardaliaguet and published by Princeton University Press. This book was released on 2019-08-13 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.

Mean Field Games

Author : Yves Achdou
Publisher : Springer Nature
ISBN 13 : 3030598373
Total Pages : 316 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Mean Field Games by : Yves Achdou

Download or read book Mean Field Games written by Yves Achdou and published by Springer Nature. This book was released on 2021-01-19 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.

Mean Field Games

Author : François Delarue
Publisher : American Mathematical Society
ISBN 13 : 1470455862
Total Pages : 284 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Mean Field Games by : François Delarue

Download or read book Mean Field Games written by François Delarue and published by American Mathematical Society. This book was released on 2021-12-14 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on lectures delivered at the 2020 AMS Short Course “Mean Field Games: Agent Based Models to Nash Equilibria,” held January 13–14, 2020, in Denver, Colorado. Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects. The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.

Contemporary Research in Elliptic PDEs and Related Topics

Author : Serena Dipierro
Publisher : Springer
ISBN 13 : 303018921X
Total Pages : 502 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Contemporary Research in Elliptic PDEs and Related Topics by : Serena Dipierro

Download or read book Contemporary Research in Elliptic PDEs and Related Topics written by Serena Dipierro and published by Springer. This book was released on 2019-07-12 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects contributions from the speakers at an INdAM Intensive period held at the University of Bari in 2017. The contributions cover several aspects of partial differential equations whose development in recent years has experienced major breakthroughs in terms of both theory and applications. The topics covered include nonlocal equations, elliptic equations and systems, fully nonlinear equations, nonlinear parabolic equations, overdetermined boundary value problems, maximum principles, geometric analysis, control theory, mean field games, and bio-mathematics. The authors are trailblazers in these topics and present their work in a way that is exhaustive and clearly accessible to PhD students and early career researcher. As such, the book offers an excellent introduction to a variety of fundamental topics of contemporary investigation and inspires novel and high-quality research.

Regularity Theory for Mean-Field Game Systems

Author : Diogo A. Gomes
Publisher : Springer
ISBN 13 : 3319389343
Total Pages : 156 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Regularity Theory for Mean-Field Game Systems by : Diogo A. Gomes

Download or read book Regularity Theory for Mean-Field Game Systems written by Diogo A. Gomes and published by Springer. This book was released on 2016-09-14 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

Mean-Field-Type Games for Engineers

Author : Julian Barreiro-Gomez
Publisher : CRC Press
ISBN 13 : 1000473538
Total Pages : 526 pages
Book Rating : 4.0/5 (4 download)

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Book Synopsis Mean-Field-Type Games for Engineers by : Julian Barreiro-Gomez

Download or read book Mean-Field-Type Games for Engineers written by Julian Barreiro-Gomez and published by CRC Press. This book was released on 2021-11-18 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contents of this book comprise an appropriate background to start working and doing research on mean-field-type control and game theory. To make the exposition and explanation even easier, we first study the deterministic optimal control and differential linear-quadratic games. Then, we progressively add complexity step-by-step and little-by-little to the problem settings until we finally study and analyze mean-field-type control and game problems incorporating several stochastic processes, e.g., Brownian motions, Poisson jumps, and random coefficients. We go beyond the Nash equilibrium, which provides a solution for non- cooperative games, by analyzing other game-theoretical concepts such as the Berge, Stackelberg, adversarial/robust, and co-opetitive equilibria. For the mean-field-type game analysis, we provide several numerical examples using a Matlab-based user-friendly toolbox that is available for the free use to the readers of this book. We present several engineering applications in both continuous and discrete time. Among these applications we find the following: water distribution systems, micro-grid energy storage, stirred tank reactor, mechanism design for evolutionary dynamics, multi-level building evacuation problem, and the COVID-19 propagation control. Julian Barreiro-Gomez Hamidou Tembine With such a demand from engineering audiences, this book is very timely and provides a thorough study of mean-field-type game theory. The strenuous protagonist of this book is to bridge between the theoretical findings and engineering solutions. The book introduces the basics first, and then mathematical frameworks are elaborately explained. The engineering application examples are shown in detail, and the popular learning approaches are also investigated. Those advantageous characteristics will make this book a comprehensive handbook of many engineering fields for many years, and I will buy one when it gets published. Zhu Han

Games in Management Science

Author : Pierre-Olivier Pineau
Publisher : Springer
ISBN 13 : 3030191079
Total Pages : 417 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Games in Management Science by : Pierre-Olivier Pineau

Download or read book Games in Management Science written by Pierre-Olivier Pineau and published by Springer. This book was released on 2019-08-14 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers a large spectrum of cutting-edge game theory applications in management science in which Professor Georges Zaccour has made significant contributions. The book consists of 21 chapters and highlights the latest treatments of game theory in various areas, including marketing, supply chains, energy and environmental management, and cyber defense. With this book, former Ph.D. students and successful research collaborators of Professor Zaccour wish to honor his many scientific achievements.

Advances in Dynamic Games and Applications

Author : Tamer Başar
Publisher : Springer Science & Business Media
ISBN 13 : 1461202450
Total Pages : 423 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Advances in Dynamic Games and Applications by : Tamer Başar

Download or read book Advances in Dynamic Games and Applications written by Tamer Başar and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Recent Advances in Financial Engineering 2012

Author : Akihiko Takahashi
Publisher : World Scientific
ISBN 13 : 9814571652
Total Pages : 208 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Recent Advances in Financial Engineering 2012 by : Akihiko Takahashi

Download or read book Recent Advances in Financial Engineering 2012 written by Akihiko Takahashi and published by World Scientific. This book was released on 2014-02-24 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent Advances in Financial Engineering 2012 is the Proceedings of the International Workshop on Finance 2012, which was held at the University of Tokyo on October 30 and 31, 2012. This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University (TMU). This annual workshop, which was first held in 2011, is a successor to the Daiwa International Workshop (2004 to 2008) and the KIER–TMU International Workshop (2009 to 2010). The workshop was designed for the exchange of new ideas in financial engineering and to serves as a bridge between academic researchers and practitioners. To these ends, the speakers shared various interesting ideas, information on new methods, and their up-to-date research results. In the 2012 workshop, we invited nine leading scholars, including three keynote speakers, from various countries, and the two-day workshop resulted in many fruitful discussions. The book consists of eight papers, all refereed, that were related to the presentations at the International Workshop on Finance 2012. In these papers, the latest concepts, methods, and techniques related to current topics in financial engineering are proposed and reviewed. Contents:Forward Prices in Markets Driven by Continuous-Time Autoregressive Processes (F E Benth & S A S Blanco)A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part I: Markov Copula Perspective (T R Bielecki, A Cousin, S Crépey, A Herbertsson)A Bottom-Up Dynamic Model of Portfolio Credit Risk. Part II: Common-Shock Interpretation, Calibration and Hedging Issues (T R Bielecki, A Cousin, S Crépey, A Herbertsson)On the Limit Behavior of Option Hedging Sets Under Transaction Costs (J Grépat)Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (K Ishitani and T Kato)Optimal Investment Timing and Volume Decisions Under Debt Borrowing Constraints (T Shibata and M Nishihara)Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation (C M Tam)Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique (A Bensoussan, K C Wong, S C P Yam) Readership: Graduate and postgraduate students of financial engineering and mathematical finance; academics and practitioners; quantitative researchers on financial markets. Keywords:Financial Engineering;Mathematical Finance;Money & Banking;Risk Management;Real Option;Corporate Finance;Computational Finance

Advances in Dynamic Games

Author :
Publisher :
ISBN 13 : 9781282973664
Total Pages : pages
Book Rating : 4.9/5 (736 download)

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Book Synopsis Advances in Dynamic Games by :

Download or read book Advances in Dynamic Games written by and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advanced Data Analytics for Power Systems

Author : Ali Tajer
Publisher : Cambridge University Press
ISBN 13 : 1108494757
Total Pages : 601 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Advanced Data Analytics for Power Systems by : Ali Tajer

Download or read book Advanced Data Analytics for Power Systems written by Ali Tajer and published by Cambridge University Press. This book was released on 2021-04-08 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: Experts in data analytics and power engineering present techniques addressing the needs of modern power systems, covering theory and applications related to power system reliability, efficiency, and security. With topics spanning large-scale and distributed optimization, statistical learning, big data analytics, graph theory, and game theory, this is an essential resource for graduate students and researchers in academia and industry with backgrounds in power systems engineering, applied mathematics, and computer science.

Frontiers in Games and Dynamic Games

Author : David Yeung
Publisher : Springer Nature
ISBN 13 : 3030397890
Total Pages : 243 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis Frontiers in Games and Dynamic Games by : David Yeung

Download or read book Frontiers in Games and Dynamic Games written by David Yeung and published by Springer Nature. This book was released on 2020-06-08 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: This contributed volume presents the state-of-the-art of games and dynamic games, featuring several chapters based on plenary sessions at the ISDG-China Chapter Conference on Dynamic Games and Game Theoretic Analysis, which was held from August 3-5, 2017 at the Ningbo campus of the University of Nottingham, China. The chapters in this volume will provide readers with paths to further research, serving as a testimony to the vitality of the field. Experts cover a range of theory and applications related to games and dynamic games, with topics including: Dynamically stable cooperative provision of public goods under non-transferable utility Strongly time-consistent solutions in cooperative dynamic games Incentive Stackelberg games for stochastic systems Static and inverse Stackelberg games in political economy Cournot and Betrand competition on symmetric R&D networks Numerical Nash equilibria using curvilinear multistart algorithm Markov chain approximation numerical scheme for infinite-horizon mean field games Frontiers in Games and Dynamic Games will appeal to an interdisciplinary audience of researchers, practitioners, and graduate students interested in games and dynamic games.

Advances in Evolutionary and Deterministic Methods for Design, Optimization and Control in Engineering and Sciences

Author : Edmondo Minisci
Publisher : Springer
ISBN 13 : 3319899880
Total Pages : 566 pages
Book Rating : 4.3/5 (198 download)

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Book Synopsis Advances in Evolutionary and Deterministic Methods for Design, Optimization and Control in Engineering and Sciences by : Edmondo Minisci

Download or read book Advances in Evolutionary and Deterministic Methods for Design, Optimization and Control in Engineering and Sciences written by Edmondo Minisci and published by Springer. This book was released on 2018-07-02 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents up-to-date material on the state of the art in evolutionary and deterministic methods for design, optimization and control with applications to industrial and societal problems from Europe, Asia, and America. EUROGEN 2015 was the 11th of a series of International Conferences devoted to bringing together specialists from universities, research institutions and industries developing or applying evolutionary and deterministic methods in design optimization, with emphasis on solving industrial and societal problems. The conference was organised around a number of parallel symposia, regular sessions, and keynote lectures focused on surrogate-based optimization in aerodynamic design, adjoint methods for steady & unsteady optimization, multi-disciplinary design optimization, holistic optimization in marine design, game strategies combined with evolutionary computation, optimization under uncertainty, topology optimization, optimal planning, shape optimization, and production scheduling.

Advanced Wireless Networks

Author : Savo G. Glisic
Publisher : John Wiley & Sons
ISBN 13 : 111909688X
Total Pages : 864 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Advanced Wireless Networks by : Savo G. Glisic

Download or read book Advanced Wireless Networks written by Savo G. Glisic and published by John Wiley & Sons. This book was released on 2016-07-22 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition of this popular reference covers enabling technologies for building up 5G wireless networks. Due to extensive research and complexity of the incoming solutions for the next generation of wireless networks it is anticipated that the industry will select a subset of these results and leave some advanced technologies to be implemented later,. This new edition presents a carefully chosen combination of the candidate network architectures and the required tools for their analysis. Due to the complexity of the technology, the discussion on 5G will be extensive and it will be difficult to reach consensus on the new global standard. The discussion will have to include the vendors, operators, regulators as well as the research and academic community in the field. Having a comprehensive book will help many participants to join actively the discussion and make meaningful contribution to shaping the new standard.