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Author: Eilon Solan
Publisher: Cambridge University Press
Published: 2022-05-26
Total Pages: 279
ISBN-13: 1316516334
DOWNLOAD EBOOKThis book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.
Author: T. Parthasarathy
Publisher: Springer Nature
Published: 2020-12-08
Total Pages: 127
ISBN-13: 9811565775
DOWNLOAD EBOOKThis 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: Pontiggia Laura
Publisher:
Published: 2004
Total Pages: 336
ISBN-13:
DOWNLOAD EBOOKAuthor: T.E.S. Raghaven
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 239
ISBN-13: 9401137609
DOWNLOAD EBOOKAuthor: 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.
Author: Pao-Liu Chow
Publisher: Springer Science & Business Media
Published: 2010-07-19
Total Pages: 223
ISBN-13: 0387751114
DOWNLOAD EBOOKTo honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.
Author: Robert B. Ash
Publisher: Academic Press
Published: 2014-06-20
Total Pages: 332
ISBN-13: 1483191435
DOWNLOAD EBOOKTopics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.
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.
Author: Rene Carmona
Publisher: SIAM
Published: 2016-02-18
Total Pages: 263
ISBN-13: 1611974240
DOWNLOAD EBOOKThe goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM?s Financial Mathematics book series and is based on the author?s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean?Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.
Author: Mariano J Valderrama Bonnet
Publisher: World Scientific
Published: 1994-09-30
Total Pages: 326
ISBN-13: 9814550701
DOWNLOAD EBOOKThis volume contains a selection of papers on recent developments in fields such as stochastic processes, multivariate data analysis and stochastic models in operations research, earth and life sciences and information theory, from an applicative perspective. Some of them have been extracted from lectures given at the Department of Statistics and Operations Research at the University of Granada for the past two years (Kai Lai Chung and Marcel F Neuts, among others). All the papers have been carefully selected and revised.
