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Markov Decision Processes And Stochastic Positional Games
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Book Synopsis Markov Decision Processes and Stochastic Positional Games by : Dmitrii Lozovanu
Download or read book Markov Decision Processes and Stochastic Positional Games written by Dmitrii Lozovanu and published by Springer Nature. This book was released on 2024-02-13 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Algorithmic Decision Theory by : Jörg Rothe
Download or read book Algorithmic Decision Theory written by Jörg Rothe and published by Springer. This book was released on 2017-10-13 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the conference proceedings of the 5th International Conference on Algorithmic Decision Theory , ADT 2017, held in Luxembourg, in October 2017.The 22 full papers presented together with 6 short papers, 4 keynote abstracts, and 6 Doctoral Consortium papers, were carefully selected from 45 submissions. The papers are organized in topical sections on preferences and multi-criteria decision aiding; decision making and voting; game theory and decision theory; and allocation and matching.
Book Synopsis Optimization of Stochastic Discrete Systems and Control on Complex Networks by : Dmitrii Lozovanu
Download or read book Optimization of Stochastic Discrete Systems and Control on Complex Networks written by Dmitrii Lozovanu and published by Springer. This book was released on 2014-11-27 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book’s final chapter is devoted to finite horizon stochastic control problems and Markov decision processes. The algorithms developed represent a valuable contribution to the important field of computational network theory.
Book Synopsis Frontiers of Dynamic Games by : Leon A. Petrosyan
Download or read book Frontiers of Dynamic Games written by Leon A. Petrosyan and published by Springer. This book was released on 2018-07-17 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects contributions from the talks given at the Game Theory and Management Conference held in St. Petersburg, Russia, in June 2017. It covers a wide spectrum of topics, among which are: game theory and management applications in fields such as: strategic management, industrial organization, marketing, operations and supply chain management, public management, financial management, human resources, energy and resource management, and others; cooperative games; dynamic games; evolutionary games; stochastic games.
Book Synopsis Competitive Markov Decision Processes by : Jerzy Filar
Download or read book Competitive Markov Decision Processes written by Jerzy Filar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended as a text covering the central concepts and techniques of Competitive Markov Decision Processes. It is an attempt to present a rig orous treatment that combines two significant research topics: Stochastic Games and Markov Decision Processes, which have been studied exten sively, and at times quite independently, by mathematicians, operations researchers, engineers, and economists. Since Markov decision processes can be viewed as a special noncompeti tive case of stochastic games, we introduce the new terminology Competi tive Markov Decision Processes that emphasizes the importance of the link between these two topics and of the properties of the underlying Markov processes. The book is designed to be used either in a classroom or for self-study by a mathematically mature reader. In the Introduction (Chapter 1) we outline a number of advanced undergraduate and graduate courses for which this book could usefully serve as a text. A characteristic feature of competitive Markov decision processes - and one that inspired our long-standing interest - is that they can serve as an "orchestra" containing the "instruments" of much of modern applied (and at times even pure) mathematics. They constitute a topic where the instruments of linear algebra, applied probability, mathematical program ming, analysis, and even algebraic geometry can be "played" sometimes solo and sometimes in harmony to produce either beautifully simple or equally beautiful, but baroque, melodies, that is, theorems.
Book Synopsis Optimization, Control, and Applications in the Information Age by : Athanasios Migdalas
Download or read book Optimization, Control, and Applications in the Information Age written by Athanasios Migdalas and published by Springer. This book was released on 2015-07-30 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent developments in theory, algorithms, and applications in optimization and control are discussed in this proceedings, based on selected talks from the ‘Optimization Control and Applications in the Information Age’ conference, organized in honor of Panos Pardalos’s 60th birthday. This volume contains numerous applications to optimal decision making in energy production and fuel management, data mining, logistics, supply chain management, market network analysis, risk analysis, and community network analysis. In addition, a short biography is included describing Dr. Pardalos’s path from a shepherd village on the high mountains of Thessaly to academic success. Due to the wide range of topics such as global optimization, combinatorial optimization, game theory, stochastics and programming contained in this publication, scientists, researchers, and students in optimization, operations research, analytics, mathematics and computer science will be interested in this volume.
Book Synopsis Operations Research Proceedings 2011 by : Diethard Klatte
Download or read book Operations Research Proceedings 2011 written by Diethard Klatte and published by Springer Science & Business Media. This book was released on 2012-06-07 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a selection of refereed papers presented at the “International Conference on Operations Research (OR 2011)” which took place at the University of Zurich from August 30 to September 2, 2011. The conference was jointly organized by the German speaking OR societies from Austria (ÖGOR), Germany (GOR) and Switzerland (SVOR) under the patronage of SVOR. More than 840 scientists and students from over 50 countries attended OR 2011 and presented 620 papers in 16 parallel topical streams, as well as special award sessions. The conference was designed according to the understanding of Operations Research as an interdisciplinary science focusing on modeling complex socio-technical systems to gain insight into behavior under interventions by decision makers. Dealing with “organized complexity” lies in the core of OR and designing useful support systems to master the challenge of system management in complex environment is the ultimate goal of our professional societies. To this end, algorithmic techniques and system modeling are two fundamental competences which are also well-balanced in these proceedings.
Download or read book STACS 2007 written by Wolfgang Thomas and published by Springer Science & Business Media. This book was released on 2007-02-08 with total page 723 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 24th Annual Symposium on Theoretical Aspects of Computer Science, STACS 2007, held in Aachen, Germany in February 2007. The 56 revised full papers presented together with 3 invited papers were carefully reviewed and selected from about 400 submissions. The papers address the whole range of theoretical computer science including algorithms and data structures, automata and formal languages, complexity theory, logic in computer science, semantics, specification, and verification of programs, rewriting and deduction, as well as current challenges like biological computing, quantum computing, and mobile and net computing.
Book Synopsis Selected Topics on Continuous-time Controlled Markov Chains and Markov Games by : Tomás Prieto-Rumeau
Download or read book Selected Topics on Continuous-time Controlled Markov Chains and Markov Games written by Tomás Prieto-Rumeau and published by World Scientific. This book was released on 2012 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, self-contained, up-to-date analysis of basic optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown.This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.
Book Synopsis Stochastic Games and Applications by : Abraham Neyman
Download or read book Stochastic Games and Applications written by Abraham Neyman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Stochastic Multiplayer Games by : Michael Ummels
Download or read book Stochastic Multiplayer Games written by Michael Ummels and published by Amsterdam University Press. This book was released on 2010 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic games provide a versatile model for reactive systems that are affected by random events. This dissertation advances the algorithmic theory of stochastic games to incorporate multiple players, whose objectives are not necessarily conflicting. The basis of this work is a comprehensive complexity-theoretic analysis of the standard game-theoretic solution concepts in the context of stochastic games over a finite state space. One main result is that the constrained existence of a Nash equilibrium becomes undecidable in this setting. This impossibility result is accompanied by several positive results, including efficient algorithms for natural special cases.
Book Synopsis Automata, Languages and Programming by : Michele Bugliesi
Download or read book Automata, Languages and Programming written by Michele Bugliesi and published by Springer Science & Business Media. This book was released on 2006-06-30 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two-volume set LNCS 4051 and LNCS 4052 constitutes the refereed proceedings of the 33rd International Colloquium on Automata, Languages and Programming, ICALP 2006, held in Venice, Italy, July 2006. In all, these volumes present more 100 papers and lectures. Volume II (4052) presents 2 invited papers and 2 additional conference tracks with 24 papers each, focusing on algorithms, automata, complexity and games as well as on security and cryptography foundation.
Book Synopsis Fundamentals of Computation Theory by : Olaf Owe
Download or read book Fundamentals of Computation Theory written by Olaf Owe and published by Springer Science & Business Media. This book was released on 2011-08-09 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 18th International Symposium Fundamentals of Computation Theory, FCT 2011, held in Oslo, Norway, in August 2011. The 28 revised full papers presented were carefully reviewed and selected from 78 submissions. FCT 2011 focused on algorithms, formal methods, and emerging fields, such as ad hoc, dynamic and evolving systems; algorithmic game theory; computational biology; foundations of cloud computing and ubiquitous systems; and quantum computation.
Book Synopsis Foundations of Software Science and Computation Structures by : Stefan Kiefer
Download or read book Foundations of Software Science and Computation Structures written by Stefan Kiefer and published by Springer Nature. This book was released on 2021-03-22 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book constitutes the proceedings of the 24th International Conference on Foundations of Software Science and Computational Structures, FOSSACS 2021, which was held during March 27 until April 1, 2021, as part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2021. The conference was planned to take place in Luxembourg and changed to an online format due to the COVID-19 pandemic. The 28 regular papers presented in this volume were carefully reviewed and selected from 88 submissions. They deal with research on theories and methods to support the analysis, integration, synthesis, transformation, and verification of programs and software systems.
Book Synopsis Automata, Languages and Programming by : Luca Aceto
Download or read book Automata, Languages and Programming written by Luca Aceto and published by Springer Science & Business Media. This book was released on 2008-06-24 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: ICALP 2008, the 35th edition of the International Colloquium on Automata, Languages and Programming, was held in Reykjavik, Iceland, July 7–11, 2008. ICALP is a series of annual conferences of the European Association for Th- reticalComputer Science(EATCS) which ?rsttook placein 1972.This year,the ICALP program consisted of the established Track A (focusing on algorithms, automata,complexityandgames)andTrackB(focusing onlogic,semanticsand theory of programming), and of the recently introduced Track C (focusing on security and cryptography foundations). In response to the call for papers, the Program Committees received 477 submissions, the highest ever: 269 for Track A, 122 for TrackB and 86 for Track C. Out of these, 126 papers were selected for inclusion in the scienti?c program: 70 papers for Track A, 32 for Track B and 24 for Track C. The selection was made by the Program Committees based on originality, quality, and relevance to theoretical computer science. The quality of the manuscripts was very high indeed, and many deserving papers could not be selected. ICALP 2008 consisted of ?ve invited lectures and the contributed papers.
Book Synopsis Automata, Languages, and Programming by : Fedor V. Fomin
Download or read book Automata, Languages, and Programming written by Fedor V. Fomin and published by Springer. This book was released on 2013-07-03 with total page 879 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume set of LNCS 7965 and LNCS 7966 constitutes the refereed proceedings of the 40th International Colloquium on Automata, Languages and Programming, ICALP 2013, held in Riga, Latvia, in July 2013. The total of 124 revised full papers presented were carefully reviewed and selected from 422 submissions. They are organized in three tracks focussing on algorithms, complexity and games; logic, semantics, automata and theory of programming; and foundations of networked computation.
Book Synopsis Tools and Algorithms for the Construction and Analysis of Systems by : Parosh Aziz Abdulla
Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Parosh Aziz Abdulla and published by Springer Science & Business Media. This book was released on 2011-03-18 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 17th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2011, held in Saarbrücken, Germany, March 26—April 3, 2011, as part of ETAPS 2011, the European Joint Conferences on Theory and Practice of Software. The 32 revised full papers presented were carefully reviewed and selected from 112 submissions. The papers are organized in topical sections on memory models and consistency, invariants and termination, timed and probabilistic systems, interpolations and SAT-solvers, learning, model checking, games and automata, verification, and probabilistic systems.
