Download or read book Stochastic Multiplayer Games written by Michael Ummels and published by Amsterdam University Press. This book was released on 2010-12 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic 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.

Download or read book Stochastic Games and Applications written by Abraham Neyman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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.

Download or read book Stochastic Games and Related Concepts written by T. Parthasarathy and published by Springer Nature. This book was released on 2020-12-08 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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.

Download or read book Discrete Gambling and Stochastic Games written by Ashok P. Maitra and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 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.

Download or read book A Course in Stochastic Game Theory written by Eilon Solan and published by Cambridge University Press. This book was released on 2022-05-26 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.

Download or read book Optimality and Equilibria in Stochastic Games written by Frank Thuijsman and published by . This book was released on 1992 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Games And Related Topics written by T.E.S. Raghaven and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Problems in Two person Zero sum Stochastic Games written by Piercesare Secchi and published by . This book was released on 1995 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Two Player Stochastic Games with Perfect and Zero Information written by Edon Kelmendi and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider stochastic games that are played on finite graphs. The subject of the first part are two-player stochastic games with perfect information. In such games the two players take turns choosing actions from a finite set, for an infinite duration, resulting in an infinite play. The objective of the game is given by a Borel-measurable and bounded payoff function that maps infinite plays to real numbers. The first player wants to maximize the expected payoff, and the second player has the opposite objective, that of minimizing the expected payoff. We prove that if the payoff function is both shift-invariant and submixing then the game is half-positional. This means that the first player has an optimal strategy that is at the same time pure and memoryless. Both players have perfect information, so the actions are chosen based on the whole history. In the second part we study finite-duration games where the protagonist player has zero information. That is, he gets no feedback from the game and consequently his strategy is a finite word over the set of actions. Probabilistic finite automata can be seen as an example of such a game that has only a single player. First we compare two classes of probabilistic automata: leaktight automata and simple automata, for which the value 1 problem is known to be decidable. We prove that simple automata are a strict subset of leaktight automata. Then we consider half-blind games, which are two player games where the maximizer has zero information and the minimizer is perfectly informed. We define the class of leaktight half-blind games and prove that it has a decidable maxmin reachability problem.

Download or read book Cooperative Stochastic Differential Games written by David W.K. Yeung and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side.

Download or read book Stochastic omega regular Games written by Krishnendu Chatterjee and published by . This book was released on 2007 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Multigrid Methods for Zero sum Two Player Stochastic Games written by Sylvie Detournay and published by . This book was released on 2012 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Game Strategies and their Applications written by Bor-Sen Chen and published by CRC Press. This book was released on 2019-07-31 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Competitive Multi player Stochastic Games with Applications to Multi person Financial Contracts written by Ivan Guo and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Decision and Game Theory for Security written by Branislav Bošanský and published by Springer Nature. This book was released on 2021-10-30 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 12th International Conference on Decision and Game Theory for Security, GameSec 2021,held in October 2021. Due to COVID-19 pandemic the conference was held virtually. The 20 full papers presented were carefully reviewed and selected from 37 submissions. The papers focus on Theoretical Foundations in Equilibrium Computation; Machine Learning and Game Theory; Ransomware; Cyber-Physical Systems Security; Innovations in Attacks and Defenses.

Download or read book Stochastic Games with Semi Markovian Rewards written by R. Chandrasekaran and published by . This book was released on 1970 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper discusses a two-person zero sum stochastic game with finite number of positions or states. The movement of the game from state to state is jointly controlled by the players depending on their choices of strategies from a finite number of alternatives in each state available to each of them. Since no stop probability is introduced, the game is of non-terminating type. Available literature on this type of game is limited to those with Markovian reward structure. In the present work, semi-Markovian reward structure is considered and the equations that the value must satisfy are obtained. Convergent algorithms for the cases of finite and infinite transitions, with and without discounting in each case are presented. Possible extensions to consider time horizon and nonzero-sum situations are indicated. The present work could be considered as a generalization of semi-Markovian decision process developed by Jewell to game theoretic context. Also, the present model generalizes the non-terminating stochastic game of Hoffman and Karp to semi-Markovian reward structure. (Author).

Download or read book Stochastic and Differential Games written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.