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.