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Author : Frank Thuijsman
Publisher :
ISBN 13 :
Total Pages : 107 pages
Book Rating : 4.3/5 (91 download)
Download or read book Optimality and Equilibria in Stochastic Games written by Frank Thuijsman and published by . This book was released on 1992 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Panos M. Pardalos
Publisher : Springer Science & Business Media
ISBN 13 : 0387772472
Total Pages : 872 pages
Book Rating : 4.3/5 (877 download)
Download or read book Pareto Optimality, Game Theory and Equilibria written by Panos M. Pardalos and published by Springer Science & Business Media. This book was released on 2008-07-02 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive work examines important recent developments and modern applications in the fields of optimization, control, game theory and equilibrium programming. In particular, the concepts of equilibrium and optimality are of immense practical importance affecting decision-making problems regarding policy and strategies, and in understanding and predicting systems in different application domains, ranging from economics and engineering to military applications. The book consists of 29 survey chapters written by distinguished researchers in the above areas.
Author : Michael Ummels
Publisher : Amsterdam University Press
ISBN 13 : 9085550408
Total Pages : 174 pages
Book Rating : 4.0/5 (855 download)
Download or read book Stochastic Multiplayer Games written by Michael Ummels and published by Amsterdam University Press. This book was released on 2010-12 with total page 174 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.
Author : Abraham Neyman
Publisher : Springer Science & Business Media
ISBN 13 : 9401001898
Total Pages : 466 pages
Book Rating : 4.4/5 (1 download)
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 466 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.
Author : Jerzy Filar
Publisher : Springer Science & Business Media
ISBN 13 : 1461240549
Total Pages : 400 pages
Book Rating : 4.4/5 (612 download)
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.
Author : Peter Borm
Publisher : Springer Science & Business Media
ISBN 13 : 030647526X
Total Pages : 327 pages
Book Rating : 4.3/5 (64 download)
Download or read book Chapters in Game Theory written by Peter Borm and published by Springer Science & Business Media. This book was released on 2006-04-11 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Ulrich Derigs
Publisher : EOLSS Publications
ISBN 13 : 1905839510
Total Pages : 460 pages
Book Rating : 4.9/5 (58 download)
Download or read book OPTIMIZATION AND OPERATIONS RESEARCH – Volume IV written by Ulrich Derigs and published by EOLSS Publications. This book was released on 2009-04-15 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization and Operations Research is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme on Optimization and Operations Research is organized into six different topics which represent the main scientific areas of the theme: 1. Fundamentals of Operations Research; 2. Advanced Deterministic Operations Research; 3. Optimization in Infinite Dimensions; 4. Game Theory; 5. Stochastic Operations Research; 6. Decision Analysis, which are then expanded into multiple subtopics, each as a chapter. These four volumes are aimed at the following five major target audiences: University and College students Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.
Author : Drew Fudenberg
Publisher : MIT Press
ISBN 13 : 9780262061940
Total Pages : 304 pages
Book Rating : 4.0/5 (619 download)
Download or read book The Theory of Learning in Games written by Drew Fudenberg and published by MIT Press. This book was released on 1998 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work explains that equilibrium is the long-run outcome of a process in which non-fully rational players search for optimality over time. The models they e×plore provide a foundation for equilibrium theory and suggest ways for economists to evaluate and modify traditional equilibrium concepts.
Author : Tamer Basar
Publisher :
ISBN 13 : 9783319273358
Total Pages : pages
Book Rating : 4.2/5 (733 download)
Download or read book Handbook of Dynamic Game Theory written by Tamer Basar and published by . This book was released on 19?? with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Résumé : "This will be a two-part handbook on Dynamic Game Theory and part of the Springer Reference program. Part I will be on the fundamentals and theory of dynamic games. It will serve as a quick reference and a source of detailed exposure to topics in dynamic games for a broad community of researchers, educators, practitioners, and students. Each topic will be covered in 2-3 chapters with one introducing basic theory and the other one or two covering recent advances and/or special topics. Part II will be on applications in fields such as economics, management science, engineering, biology, and the social sciences."
Author : George Yin
Publisher : Springer
ISBN 13 : 3030254984
Total Pages : 593 pages
Book Rating : 4.0/5 (32 download)
Download or read book Modeling, Stochastic Control, Optimization, and Applications written by George Yin and published by Springer. This book was released on 2019-07-16 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Author : Deng-Feng Li
Publisher : Springer
ISBN 13 : 9811067538
Total Pages : 378 pages
Book Rating : 4.8/5 (11 download)
Download or read book Game Theory and Applications written by Deng-Feng Li and published by Springer. This book was released on 2017-10-13 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume constitutes the refereed post-conference proceedings of the 3rd Joint China-Dutch Workshop on Game Theory and Applications and the 7th China Meeting on Game Theory and Applications, GTA 2016, held in Fuzhou, China, in November 2016. The 25 revised full papers presented were carefully reviewed and selected from 60 full paper submissions. They deal with a broad range of topics in the areas of non-cooperative and cooperative games, non-cooperative and cooperative games under uncertainty and their applications.
Author : Martino Bardi
Publisher : Springer Science & Business Media
ISBN 13 : 1461215927
Total Pages : 388 pages
Book Rating : 4.4/5 (612 download)
Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.
Author : Eilon Solan
Publisher : Cambridge University Press
ISBN 13 : 1009034340
Total Pages : 280 pages
Book Rating : 4.0/5 (9 download)
Download or read book A Course in Stochastic Game Theory written by Eilon Solan and published by Cambridge University Press. This book was released on 2022-05-26 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic games have an element of chance: the state of the next round is determined probabilistically depending upon players' actions and the current state. Successful players need to balance the need for short-term payoffs while ensuring future opportunities remain high. The various techniques needed to analyze these often highly non-trivial games are a showcase of attractive mathematics, including methods from probability, differential equations, algebra, and combinatorics. This book presents a course on the theory of stochastic games going from the basics through to topics of modern research, focusing on conceptual clarity over complete generality. Each of its chapters introduces a new mathematical tool – including contracting mappings, semi-algebraic sets, infinite orbits, and Ramsey's theorem, among others – before discussing the game-theoretic results they can be used to obtain. The author assumes no more than a basic undergraduate curriculum and illustrates the theory with numerous examples and exercises, with solutions available online.
Author : Lester E. Dubins
Publisher : Courier Corporation
ISBN 13 : 0486780643
Total Pages : 307 pages
Book Rating : 4.4/5 (867 download)
Download or read book How to Gamble If You Must written by Lester E. Dubins and published by Courier Corporation. This book was released on 2014-08-20 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research. Following an introductory chapter, the book formulates the gambler's problem and discusses gambling strategies. Succeeding chapters explore the properties associated with casinos and certain measures of subfairness. Concluding chapters relate the scope of the gambler's problems to more general mathematical ideas, including dynamic programming, Bayesian statistics, and stochastic processes. Dover (2014) revised and updated republication of the 1976 Dover edition entitled Inequalities for Stochastic Processes. See every Dover book in print at www.doverpublications.com
Author : Dmitrii Lozovanu
Publisher : Springer Nature
ISBN 13 : 3031401808
Total Pages : 412 pages
Book Rating : 4.0/5 (314 download)
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.
Author : Tim Roughgarden
Publisher : Cambridge University Press
ISBN 13 : 1316781178
Total Pages : 356 pages
Book Rating : 4.3/5 (167 download)
Download or read book Twenty Lectures on Algorithmic Game Theory written by Tim Roughgarden and published by Cambridge University Press. This book was released on 2016-08-30 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer science and economics have engaged in a lively interaction over the past fifteen years, resulting in the new field of algorithmic game theory. Many problems that are central to modern computer science, ranging from resource allocation in large networks to online advertising, involve interactions between multiple self-interested parties. Economics and game theory offer a host of useful models and definitions to reason about such problems. The flow of ideas also travels in the other direction, and concepts from computer science are increasingly important in economics. This book grew out of the author's Stanford University course on algorithmic game theory, and aims to give students and other newcomers a quick and accessible introduction to many of the most important concepts in the field. The book also includes case studies on online advertising, wireless spectrum auctions, kidney exchange, and network management.
Author : Serdar Yüksel
Publisher : Springer Nature
ISBN 13 : 3031540719
Total Pages : 935 pages
Book Rating : 4.0/5 (315 download)
Download or read book Stochastic Teams, Games, and Control under Information Constraints written by Serdar Yüksel and published by Springer Nature. This book was released on with total page 935 pages. Available in PDF, EPUB and Kindle. Book excerpt:
