A Course In Stochastic Game Theory

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This book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.

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Genre : Business & Economics
Author : Eilon Solan
Publisher : Cambridge University Press
Release : 2022-05-26
File : 279 Pages
ISBN-13 : 9781316516331


A Course In Game Theory

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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.

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Genre : Mathematics
Author : Thomas S Ferguson
Publisher : World Scientific
Release : 2020-07-20
File : 409 Pages
ISBN-13 : 9789813227378


Decision And Game Theory For Security

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This book constitutes the refereed proceedings of the 8th International Conference on Decision and Game Theory for Security, GameSec 2017, held in Vienna, Austria, in October 2017. The 24 revised full papers presented together with 4 short papers were carefully reviewed and selected from 71 submissions.The papers address topics such as Game theory and mechanism design for security and privacy; Pricing and economic incentives for building dependable and secure systems; Dynamic control, learning, and optimization and approximation techniques; Decision making and decision theory for cybersecurity and security requirements engineering; Socio-technological and behavioral approaches to security; Risk assessment and risk management; Security investment and cyber insurance; Security and privacy for the Internet-of-Things (IoT), cyber-physical systems, resilient control systems; New approaches for security and privacy in cloud computing and for critical infrastructure; Security and privacy of wireless and mobile communications, including user location privacy; Game theory for intrusion detection; and Empirical and experimental studies with game-theoretic or optimization analysis for security and privacy.

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Genre : Computers
Author : Stefan Rass
Publisher : Springer
Release : 2017-10-12
File : 543 Pages
ISBN-13 : 9783319687117


Game Theory

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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.

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Genre : Business & Economics
Author : Joachim Rosenmüller
Publisher : Springer Science & Business Media
Release : 2013-03-09
File : 668 Pages
ISBN-13 : 9781475732122


Stochastic Game Strategies And Their Applications

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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.

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Genre : Mathematics
Author : Bor-Sen Chen
Publisher : CRC Press
Release : 2019-07-31
File : 545 Pages
ISBN-13 : 9780429780509


Essentials Of Game Theory

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Game theory is the mathematical study of interaction among independent, self-interested agents. The audience for game theory has grown dramatically in recent years, and now spans disciplines as diverse as political science, biology, psychology, economics, linguistics, sociology, and computer science, among others. What has been missing is a relatively short introduction to the field covering the common basis that anyone with a professional interest in game theory is likely to require. Such a text would minimize notation, ruthlessly focus on essentials, and yet not sacrifice rigor. This Synthesis Lecture aims to fill this gap by providing a concise and accessible introduction to the field. It covers the main classes of games, their representations, and the main concepts used to analyze them.

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Genre : Computers
Author : Kevin Gebser
Publisher : Springer Nature
Release : 2022-05-31
File : 88 Pages
ISBN-13 : 9783031015458


Game Theory

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An exciting new edition of the popular introduction to game theory and its applications The thoroughly expanded Second Edition presents a unique, hands-on approach to game theory. While most books on the subject are too abstract or too basic for mathematicians, Game Theory: An Introduction, Second Edition offers a blend of theory and applications, allowing readers to use theory and software to create and analyze real-world decision-making models. With a rigorous, yet accessible, treatment of mathematics, the book focuses on results that can be used to determine optimal game strategies. Game Theory: An Introduction, Second Edition demonstrates how to use modern software, such as MapleTM, Mathematica®, and Gambit, to create, analyze, and implement effective decision-making models. Coverage includes the main aspects of game theory including the fundamentals of two-person zero-sum games, cooperative games, and population games as well as a large number of examples from various fields, such as economics, transportation, warfare, asset distribution, political science, and biology. The Second Edition features: • A new chapter on extensive games, which greatly expands the implementation of available models • New sections on correlated equilibria and exact formulas for three-player cooperative games • Many updated topics including threats in bargaining games and evolutionary stable strategies • Solutions and methods used to solve all odd-numbered problems • A companion website containing the related Maple and Mathematica data sets and code A trusted and proven guide for students of mathematics and economics, Game Theory: An Introduction, Second Edition is also an excellent resource for researchers and practitioners in economics, finance, engineering, operations research, statistics, and computer science.

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Genre : Business & Economics
Author : E. N. Barron
Publisher : John Wiley & Sons
Release : 2013-04-22
File : 574 Pages
ISBN-13 : 9781118216934


Game Theory Breakthroughs In Research And Practice

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Developments in the use of game theory have impacted multiple fields and created opportunities for new applications. With the ubiquity of these developments, there is an increase in the overall utilization of this approach. Game Theory: Breakthroughs in Research and Practice contains a compendium of the latest academic material on the usage, strategies, and applications for implementing game theory across a variety of industries and fields. Including innovative studies on economics, military strategy, and political science, this multi-volume book is an ideal source for professionals, practitioners, graduate students, academics, and researchers interested in the applications of game theory.

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Genre : Mathematics
Author : Management Association, Information Resources
Publisher : IGI Global
Release : 2017-06-19
File : 515 Pages
ISBN-13 : 9781522525950


Optimization And Operations Research Volume Iii

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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.

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Genre :
Author : Ulrich Derigs
Publisher : EOLSS Publications
Release : 2009-02-09
File : 438 Pages
ISBN-13 : 9781905839506


Games And Dynamic Games

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Dynamic games arise between players (individuals, firms, countries, animals, etc.) when the strategic interactions among them recur over time and decisions made during one period affect both current and future payoffs. Dynamic games provide conceptually rich paradigms and tools to deal with these situations.This volume provides a uniform approach to game theory and illustrates it with present-day applications to economics and management, including environmental, with the emphasis on dynamic games.At the end of each chapter a case study called game engineering (GE) is provided, to help readers understand how problems of high social priority, such as environmental negotiations, exploitation of common resources, can be modeled as games and how solutions can be engineered.

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Genre : Mathematics
Author : Alain Haurie
Publisher : World Scientific Publishing Company
Release : 2012-03-23
File : 488 Pages
ISBN-13 : 9789814401340