Stochastic Multiplayer Games


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Stochastic Multiplayer Games


Stochastic Multiplayer Games

Author: Michael Ummels

language: en

Publisher: Amsterdam University Press

Release Date: 2010-12


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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.

A Course in Stochastic Game Theory


A Course in Stochastic Game Theory

Author: Eilon Solan

language: en

Publisher: Cambridge University Press

Release Date: 2022-05-26


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

Cooperative Stochastic Differential Games


Cooperative Stochastic Differential Games

Author: David W.K. Yeung

language: en

Publisher: Springer Science & Business Media

Release Date: 2006-05-11


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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.