Algorithms for Stochastic Games and a Stochastic Game Application
Author: Zeynep Müge Avṣar
Publisher:
Published: 1998
Total Pages: 190
ISBN-13:
DOWNLOAD EBOOKPosts
Stochastic Games and Applications
Author: Abraham Neyman
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 466
ISBN-13: 9401001898
DOWNLOAD EBOOKThis 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.
Discrete Gambling and Stochastic Games
Author: Ashok P. Maitra
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 249
ISBN-13: 1461240026
DOWNLOAD EBOOKThe 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.
Markov Decision Processes and Stochastic Positional Games
Author: Dmitrii Lozovanu
Publisher: Springer Nature
Published: 2024-02-13
Total Pages: 412
ISBN-13: 3031401808
DOWNLOAD EBOOKThis 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.
Stochastic Game Strategies and their Applications
Author: Bor-Sen Chen
Publisher: CRC Press
Published: 2019-07-31
Total Pages: 600
ISBN-13: 0429780516
DOWNLOAD EBOOKGame 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.
Stochastic Multiplayer Games
Author: Michael Ummels
Publisher: Amsterdam University Press
Published: 2010-12
Total Pages: 174
ISBN-13: 9085550408
DOWNLOAD EBOOKStochastic 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.
Principles of Model Checking
Author: Christel Baier
Publisher: MIT Press
Published: 2008-04-25
Total Pages: 994
ISBN-13: 0262304031
DOWNLOAD EBOOKA comprehensive introduction to the foundations of model checking, a fully automated technique for finding flaws in hardware and software; with extensive examples and both practical and theoretical exercises. Our growing dependence on increasingly complex computer and software systems necessitates the development of formalisms, techniques, and tools for assessing functional properties of these systems. One such technique that has emerged in the last twenty years is model checking, which systematically (and automatically) checks whether a model of a given system satisfies a desired property such as deadlock freedom, invariants, and request-response properties. This automated technique for verification and debugging has developed into a mature and widely used approach with many applications. Principles of Model Checking offers a comprehensive introduction to model checking that is not only a text suitable for classroom use but also a valuable reference for researchers and practitioners in the field. The book begins with the basic principles for modeling concurrent and communicating systems, introduces different classes of properties (including safety and liveness), presents the notion of fairness, and provides automata-based algorithms for these properties. It introduces the temporal logics LTL and CTL, compares them, and covers algorithms for verifying these logics, discussing real-time systems as well as systems subject to random phenomena. Separate chapters treat such efficiency-improving techniques as abstraction and symbolic manipulation. The book includes an extensive set of examples (most of which run through several chapters) and a complete set of basic results accompanied by detailed proofs. Each chapter concludes with a summary, bibliographic notes, and an extensive list of exercises of both practical and theoretical nature.
Stochastic Game Strategies and their Applications
Author: Bor-Sen Chen
Publisher: CRC Press
Published: 2019-07-31
Total Pages: 333
ISBN-13: 0429780508
DOWNLOAD EBOOKGame 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.
Markov Decision Processes in Artificial Intelligence
Author: Olivier Sigaud
Publisher: John Wiley & Sons
Published: 2013-03-04
Total Pages: 367
ISBN-13: 1118620100
DOWNLOAD EBOOKMarkov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision problems under uncertainty as well as reinforcement learning problems. Written by experts in the field, this book provides a global view of current research using MDPs in artificial intelligence. It starts with an introductory presentation of the fundamental aspects of MDPs (planning in MDPs, reinforcement learning, partially observable MDPs, Markov games and the use of non-classical criteria). It then presents more advanced research trends in the field and gives some concrete examples using illustrative real life applications.
Advances in Dynamic Games
Author: Pierre Cardaliaguet
Publisher: Springer Science & Business Media
Published: 2012-09-10
Total Pages: 425
ISBN-13: 0817683542
DOWNLOAD EBOOKThis 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.
