Eilon Solan

A Course in Stochastic Game Theory

• Gebundenes Buch

Produktbeschreibung

"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"--

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 278
• Erscheinungstermin: 15. April 2022
• Englisch
• Abmessung: 235mm x 157mm x 21mm
• Gewicht: 608g
• ISBN-13: 9781316516331
• ISBN-10: 1316516334
• Artikelnr.: 63118667

Autorenporträt

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.

Inhaltsangabe

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.