A Course In Stochastic Game Theory

Author : Eilon Solan
Publisher : Cambridge University Press
ISBN 13 : 1009034340
Total Pages : 280 pages
Book Rating : 4.40/5 ( download)

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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 : T. Parthasarathy
Publisher : Springer Nature
ISBN 13 : 9811565775
Total Pages : 127 pages
Book Rating : 4.79/5 ( download)

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Download or read book Stochastic Games and Related Concepts written by T. Parthasarathy and published by Springer Nature. This book was released on 2020-12-08 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Eilon Solan
Publisher : Cambridge University Press
ISBN 13 : 1316516334
Total Pages : 279 pages
Book Rating : 4.31/5 ( download)

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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 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.

Author : Thomas S Ferguson
Publisher : World Scientific
ISBN 13 : 9813227370
Total Pages : 409 pages
Book Rating : 4.78/5 ( download)

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Download or read book A Course In Game Theory written by Thomas S Ferguson and published by World Scientific. This book was released on 2020-07-20 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Game theory is a fascinating subject. We all know many entertaining games, such as chess, poker, tic-tac-toe, bridge, baseball, computer games — the list is quite varied and almost endless. In addition, there is a vast area of economic games, discussed in Myerson (1991) and Kreps (1990), and the related political games [Ordeshook (1986), Shubik (1982), and Taylor (1995)]. The competition between firms, the conflict between management and labor, the fight to get bills through congress, the power of the judiciary, war and peace negotiations between countries, and so on, all provide examples of games in action. There are also psychological games played on a personal level, where the weapons are words, and the payoffs are good or bad feelings [Berne (1964)]. There are biological games, the competition between species, where natural selection can be modeled as a game played between genes [Smith (1982)]. There is a connection between game theory and the mathematical areas of logic and computer science. One may view theoretical statistics as a two-person game in which nature takes the role of one of the players, as in Blackwell and Girshick (1954) and Ferguson (1968).Games are characterized by a number of players or decision makers who interact, possibly threaten each other and form coalitions, take actions under uncertain conditions, and finally receive some benefit or reward or possibly some punishment or monetary loss. In this text, we present various mathematical models of games and study the phenomena that arise. In some cases, we will be able to suggest what courses of action should be taken by the players. In others, we hope simply to be able to understand what is happening in order to make better predictions about the future.

Author : Abraham Neyman
Publisher : Springer Science & Business Media
ISBN 13 : 9401001898
Total Pages : 473 pages
Book Rating : 4.92/5 ( download)

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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.

Author : Joachim Rosenmüller
Publisher : Springer Science & Business Media
ISBN 13 : 1475732120
Total Pages : 668 pages
Book Rating : 4.22/5 ( download)

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Download or read book Game Theory written by Joachim Rosenmüller and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: Game Theory: Stochastics, Information, Strategies and Cooperation provides a discussion of some relevant topics in game theory. It is composed partially from material compiled by Professor Joachim Rosenmüller when lecturing at IMW, the Institute of Mathematical Economics at the University of Bielefeld. On the other hand, it also contains research topics that are not presented in a typical game theory textbook. Thus, the volume may provide the basis for an advanced course in game theory; simultaneously it may be called a monograph, and, as a third aspect, it also supplies some rather elementary versions of advanced topics of the field. The volume has a non-cooperative and a cooperative part and in both of them the reader is assumed to have some basic knowledge in game theory, for instance, concerning the normal form (bimatrix games, Nash equilibria of the mixed extension, backwards induction in games with perfect information) on one hand and the coalitional function (simple games, convex games, superadditive games, the core, the Shapley volume) on the other hand. Some emphasis is laid on the probabilistic background; however, the author treats stochastic games using the language of probability in order to consider simple models in which measure theory can be omitted.

Author : Sylvain Sorin
Publisher : Springer Science & Business Media
ISBN 13 : 9783540430285
Total Pages : 228 pages
Book Rating : 4.88/5 ( download)

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Download or read book A First Course on Zero-Sum Repeated Games written by Sylvain Sorin and published by Springer Science & Business Media. This book was released on 2002-03-07 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume aims to present the basic results in the theory of two-person zero-sum repeated games including stochastic games and repeated games with incomplete information. It is intended for graduate students with no previous knowledge of the field.

Author : Martin J. Osborne
Publisher : MIT Press
ISBN 13 : 0262650401
Total Pages : 369 pages
Book Rating : 4.03/5 ( download)

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Download or read book A Course in Game Theory written by Martin J. Osborne and published by MIT Press. This book was released on 1994-07-12 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Course in Game Theory presents the main ideas of game theory at a level suitable for graduate students and advanced undergraduates, emphasizing the theory's foundations and interpretations of its basic concepts. The authors provide precise definitions and full proofs of results, sacrificing generalities and limiting the scope of the material in order to do so. The text is organized in four parts: strategic games, extensive games with perfect information, extensive games with imperfect information, and coalitional games. It includes over 100 exercises.

Author : Kandethody M. Ramachandran
Publisher : Springer Science & Business Media
ISBN 13 : 9491216473
Total Pages : 253 pages
Book Rating : 4.73/5 ( download)

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Download or read book Stochastic Differential Games. Theory and Applications written by Kandethody M. Ramachandran and published by Springer Science & Business Media. This book was released on 2012-01-05 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Author : Bor-Sen Chen
Publisher : CRC Press
ISBN 13 : 0429780508
Total Pages : 333 pages
Book Rating : 4.09/5 ( download)

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Download or read book Stochastic Game Strategies and their Applications written by Bor-Sen Chen and published by CRC Press. This book was released on 2019-07-31 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.