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Discrete–Time Stochastic Control and Dynamic Potential Games

2013-09-20 Science
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Release : 2013-09-20
Genre : Science
Kind : eBook
Book Rating : 59X/5 ( reviews)

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Book Synopsis Discrete–Time Stochastic Control and Dynamic Potential Games by : David González-Sánchez

Download or read book Discrete–Time Stochastic Control and Dynamic Potential Games written by David González-Sánchez. This book was released on 2013-09-20. Available in PDF, EPUB and Kindle. Book excerpt: ​There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.

Discrete-Time Stochastic Control and Dynamic Potential Games

2013-10-31
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Release : 2013-10-31
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Kind : eBook
Book Rating : 601/5 ( reviews)

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Book Synopsis Discrete-Time Stochastic Control and Dynamic Potential Games by : David Gonzalez-Sanchez

Download or read book Discrete-Time Stochastic Control and Dynamic Potential Games written by David Gonzalez-Sanchez. This book was released on 2013-10-31. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Control in Discrete and Continuous Time

2010-07-03 Mathematics
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Release : 2010-07-03
Genre : Mathematics
Kind : eBook
Book Rating : 170/5 ( reviews)

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Book Synopsis Stochastic Control in Discrete and Continuous Time by : Atle Seierstad

Download or read book Stochastic Control in Discrete and Continuous Time written by Atle Seierstad. This book was released on 2010-07-03. Available in PDF, EPUB and Kindle. Book excerpt: This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal stopping problems. An Appendix - calls material from elementary probability theory and gives heuristic explanations of certain more advanced tools in probability theory. The book will hopefully be of interest to students in several ?elds: economics, engineering, operations research, ?nance, business, mathematics. In economics and business administration, graduate students should readily be able to read it, and the mathematical level can be suitable for advanced undergraduates in mathem- ics and science. The prerequisites for reading the book are only a calculus course and a course in elementary probability. (Certain technical comments may demand a slightly better background. ) As this book perhaps (and hopefully) will be read by readers with widely diff- ing backgrounds, some general advice may be useful: Don’t be put off if paragraphs, comments, or remarks contain material of a seemingly more technical nature that you don’t understand. Just skip such material and continue reading, it will surely not be needed in order to understand the main ideas and results. The presentation avoids the use of measure theory.

Potential Game Theory

2016-05-26 Technology & Engineering
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Release : 2016-05-26
Genre : Technology & Engineering
Kind : eBook
Book Rating : 696/5 ( reviews)

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Book Synopsis Potential Game Theory by : Quang Duy Lã

Download or read book Potential Game Theory written by Quang Duy Lã. This book was released on 2016-05-26. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a thorough examination of potential game theory and its applications in radio resource management for wireless communications systems and networking. The book addresses two major research goals: how to identify a given game as a potential game, and how to design the utility functions and the potential functions with certain special properties in order to formulate a potential game. After proposing a unifying mathematical framework for the identification of potential games, the text surveys existing applications of this technique within wireless communications and networking problems found in OFDMA 3G/4G/WiFi networks, as well as next-generation systems such as cognitive radios and dynamic spectrum access networks. Professionals interested in understanding the theoretical aspect of this specialized field will find Potential Game Theory a valuable resource, as will advanced-level engineering students. It paves the way for extensive and rigorous research exploration on a topic whose capacity for practical applications is vast but not yet fully exploited.

Mathematical Optimization Theory and Operations Research

2019-06-12 Computers
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Release : 2019-06-12
Genre : Computers
Kind : eBook
Book Rating : 298/5 ( reviews)

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Book Synopsis Mathematical Optimization Theory and Operations Research by : Michael Khachay

Download or read book Mathematical Optimization Theory and Operations Research written by Michael Khachay. This book was released on 2019-06-12. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 18th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2019, held in Ekaterinburg, Russia, in July 2019. The 48 full papers presented in this volume were carefully reviewed and selected from 170 submissions. MOTOR 2019 is a successor of the well-known International and All-Russian conference series, which were organized in Ural, Siberia, and the Far East for a long time. The selected papers are organized in the following topical sections: mathematical programming; bi-level optimization; integer programming; combinatorial optimization; optimal control and approximation; data mining and computational geometry; games and mathematical economics.

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