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A Course in Stochastic Game Theory
Taschenbuch von Eilon Solan
Sprache: Englisch

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Beschreibung
"Stochastic games are a mathematical model that is used to study dynamic interactions among agents who in uence the evolution of the environment. These games were rst presented and studied by Lloyd Shapley (1953).1;2 Since Shapley's seminal work, the literature on stochastic games expanded considerably, and the model was applied to numerous areas, such as arm race, shery wars, and taxation"--
"Stochastic games are a mathematical model that is used to study dynamic interactions among agents who in uence the evolution of the environment. These games were rst presented and studied by Lloyd Shapley (1953).1;2 Since Shapley's seminal work, the literature on stochastic games expanded considerably, and the model was applied to numerous areas, such as arm race, shery wars, and taxation"--
Über den Autor
Eilon Solan is the Nathan and Lily Silver Chair in Stochastic Models in the School of Mathematical Sciences at Tel Aviv University. He has more than 20 years' experience of teaching and research in stochastic games and he co-authored the undergraduate textbook Game Theory (Cambridge, second edition 2020). Professor Solan is also Founder and Director of the Good to Know project, which aims to make important ideas in science accessible to children and adolescents.
Inhaltsverzeichnis
Introduction; 1. Markov decision problems; 2. A Tauberian theorem and uniform ¿-optimality in hidden Markov decision problems; 3. Strategic-form games ¿ a review; 4. Stochastic games ¿ the model; 5. Two-player zero-sum discounted games; 6. Semi-algebraic sets and the limit of the discounted value; 7. B-Graphs and the continuity of the limit $\lim_{\lambda \to 0} v_\lambda(s;q,r)$; 8. Kakutani's fixed-point theorem and multi-player discounted stochastic games; 9. Uniform equilibrium; 10. The vanishing discount factor approach and uniform equilibrium in absorbing games; 11. Ramsey's theorem and two-player deterministic stopping games; 12. Infinite orbits and quitting games; 13. Linear complementarity problems and quitting games; References; Index.
Details
Erscheinungsjahr: 2022
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 278
ISBN-13: 9781009014793
ISBN-10: 100901479X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Solan, Eilon
Hersteller: Cambridge University Press
Maße: 229 x 152 x 17 mm
Von/Mit: Eilon Solan
Erscheinungsdatum: 15.04.2022
Gewicht: 0,456 kg
preigu-id: 120918774
Über den Autor
Eilon Solan is the Nathan and Lily Silver Chair in Stochastic Models in the School of Mathematical Sciences at Tel Aviv University. He has more than 20 years' experience of teaching and research in stochastic games and he co-authored the undergraduate textbook Game Theory (Cambridge, second edition 2020). Professor Solan is also Founder and Director of the Good to Know project, which aims to make important ideas in science accessible to children and adolescents.
Inhaltsverzeichnis
Introduction; 1. Markov decision problems; 2. A Tauberian theorem and uniform ¿-optimality in hidden Markov decision problems; 3. Strategic-form games ¿ a review; 4. Stochastic games ¿ the model; 5. Two-player zero-sum discounted games; 6. Semi-algebraic sets and the limit of the discounted value; 7. B-Graphs and the continuity of the limit $\lim_{\lambda \to 0} v_\lambda(s;q,r)$; 8. Kakutani's fixed-point theorem and multi-player discounted stochastic games; 9. Uniform equilibrium; 10. The vanishing discount factor approach and uniform equilibrium in absorbing games; 11. Ramsey's theorem and two-player deterministic stopping games; 12. Infinite orbits and quitting games; 13. Linear complementarity problems and quitting games; References; Index.
Details
Erscheinungsjahr: 2022
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 278
ISBN-13: 9781009014793
ISBN-10: 100901479X
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Solan, Eilon
Hersteller: Cambridge University Press
Maße: 229 x 152 x 17 mm
Von/Mit: Eilon Solan
Erscheinungsdatum: 15.04.2022
Gewicht: 0,456 kg
preigu-id: 120918774
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