Jerzy a Filar - Böcker

Modem game theory has evolved enonnously since its inception in the 1920s in the works ofBorel and von Neumann and since publication in the 1940s of the seminal treatise "Theory of Games and Economic Behavior" by von Neumann and Morgenstern. The branch of game theory known as dynamic games is-to a significant extent-descended from the pioneering work on differential games done by Isaacs in the 1950s and 1960s. Since those early decades game theory has branched out in many directions, spanning such diverse disciplines as math- ematics, economics, electrical and electronics engineering, operations research, computer science, theoretical ecology, environmental science, and even political science. The papers in this volume reflect both the maturity and the vitalityofmodem day game theoryin general, andofdynamic games, inparticular. The maturitycan be seen from the sophistication ofthe theorems, proofs, methods, and numerical algorithms contained in these articles.The vitality is manifested by the range of new ideas, new applications, the numberofyoung researchers among the authors, and the expanding worldwide coverage of research centers and institutes where the contributions originated.

The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the 20th century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. This volume is dedicated to highlighting these synergies and it emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.

The 21st century promises to be an era dominated by international response to c- tain global environmental challenges such as climate change, depleting biodiversity and biocapacity as well as general atmospheric, water and soil pollution problems. Consequently, Environmental decision making (EDM) is a socially important ?eld of development for Operations Research and Management Science (OR/MS). - certainty is an important feature of these decision problems and it intervenes at very different time and space scales. The Handbook on “Uncertainty and Environmental Decision Making” provides a guided tour of selected methods and tools that OR/MS offer to deal with these issues. Below, we brie?y introduce, peer reviewed, chapters of this handbook and the topics that are treated by the invited authors. The ?rst chapter is a general introduction to the challenges of environmental decision making, the use of OR/MS techniques and a range of tools that are used to deal with uncertainty in this domain.

Modem game theory has evolved enonnously since its inception in the 1920s in the works ofBorel and von Neumann and since publication in the 1940s of the seminal treatise "Theory of Games and Economic Behavior" by von Neumann and Morgenstern. The branch of game theory known as dynamic games is-to a significant extent-descended from the pioneering work on differential games done by Isaacs in the 1950s and 1960s. Since those early decades game theory has branched out in many directions, spanning such diverse disciplines as math- ematics, economics, electrical and electronics engineering, operations research, computer science, theoretical ecology, environmental science, and even political science. The papers in this volume reflect both the maturity and the vitalityofmodem day game theoryin general, andofdynamic games, inparticular. The maturitycan be seen from the sophistication ofthe theorems, proofs, methods, and numerical algorithms contained in these articles.The vitality is manifested by the range of new ideas, new applications, the numberofyoung researchers among the authors, and the expanding worldwide coverage of research centers and institutes where the contributions originated.

The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.

The 21st century promises to be an era dominated by international response to c- tain global environmental challenges such as climate change, depleting biodiversity and biocapacity as well as general atmospheric, water and soil pollution problems. Consequently, Environmental decision making (EDM) is a socially important ?eld of development for Operations Research and Management Science (OR/MS). - certainty is an important feature of these decision problems and it intervenes at very different time and space scales. The Handbook on “Uncertainty and Environmental Decision Making” provides a guided tour of selected methods and tools that OR/MS offer to deal with these issues. Below, we brie?y introduce, peer reviewed, chapters of this handbook and the topics that are treated by the invited authors. The ?rst chapter is a general introduction to the challenges of environmental decision making, the use of OR/MS techniques and a range of tools that are used to deal with uncertainty in this domain.

This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research - such as the Hamiltonian Cycle and the Travelling Salesman Problems - into convex domains where continuum analysis can be carried out. Arguably, the inherent difficulty of these, now classical, problems stems precisely from the discrete nature of domains in which these problems are posed. The convexification of domains underpinning these results is achieved by assigning probabilistic interpretation to key elements of the original deterministic problems. In particular, the approaches summarized here build on a technique that embeds Hamiltonian Cycle and Travelling Salesman Problems in a structured singularly perturbed Markov decision process. The unifying idea is to interpret subgraphs traced out by deterministic policies (including Hamiltonian cycles, if any) as extreme points of a convex polyhedron in a space filled with randomized policies.The above innovative approach has now evolved to the point where there are many, both theoretical and algorithmic, results that exploit the nexus between graph theoretic structures and both probabilistic and algebraic entities of related Markov chains. The latter include moments of first return times, limiting frequencies of visits to nodes, or the spectra of certain matrices traditionally associated with the analysis of Markov chains. However, these results and algorithms are dispersed over many research papers appearing in journals catering to disparate audiences. As a result, the published manuscripts are often written in a very terse manner and use disparate notation, thereby making it difficult  for new researchers to make use of the many reported advances.Hence the main purpose of this book is to present a concise and yet easily accessible synthesis of the majority of the theoretical and algorithmicresults obtained so far. In addition, the book discusses numerous open questions and problems that arise from this body of work and which are yet to be fully solved. The approach casts the Hamiltonian Cycle Problem in a mathematical framework that permits analytical concepts and techniques, not used hitherto in this context, to be brought to bear to further clarify both the underlying difficulty of NP-completeness of this problem and the relative exceptionality of truly difficult instances. Finally, the material is arranged in such a manner that the introductory chapters require very little mathematical background and discuss instances of graphs with interesting structures that motivated a lot of the research in this topic. More difficult results are introduced later  and are illustrated with numerous examples.

This research monograph summarizes a line of research that maps certain classical problems of discrete mathematics and operations research - such as the Hamiltonian Cycle and the Travelling Salesman Problems - into convex domains where continuum analysis can be carried out. Arguably, the inherent difficulty of these, now classical, problems stems precisely from the discrete nature of domains in which these problems are posed. The convexification of domains underpinning these results is achieved by assigning probabilistic interpretation to key elements of the original deterministic problems. In particular, the approaches summarized here build on a technique that embeds Hamiltonian Cycle and Travelling Salesman Problems in a structured singularly perturbed Markov decision process. The unifying idea is to interpret subgraphs traced out by deterministic policies (including Hamiltonian cycles, if any) as extreme points of a convex polyhedron in a space filled with randomized policies.The above innovative approach has now evolved to the point where there are many, both theoretical and algorithmic, results that exploit the nexus between graph theoretic structures and both probabilistic and algebraic entities of related Markov chains. The latter include moments of first return times, limiting frequencies of visits to nodes, or the spectra of certain matrices traditionally associated with the analysis of Markov chains. However, these results and algorithms are dispersed over many research papers appearing in journals catering to disparate audiences. As a result, the published manuscripts are often written in a very terse manner and use disparate notation, thereby making it difficult  for new researchers to make use of the many reported advances.Hence the main purpose of this book is to present a concise and yet easily accessible synthesis of the majority of the theoretical and algorithmicresults obtained so far. In addition, the book discusses numerous open questions and problems that arise from this body of work and which are yet to be fully solved. The approach casts the Hamiltonian Cycle Problem in a mathematical framework that permits analytical concepts and techniques, not used hitherto in this context, to be brought to bear to further clarify both the underlying difficulty of NP-completeness of this problem and the relative exceptionality of truly difficult instances. Finally, the material is arranged in such a manner that the introductory chapters require very little mathematical background and discuss instances of graphs with interesting structures that motivated a lot of the research in this topic. More difficult results are introduced later  and are illustrated with numerous examples.

Mathematical models are often used to describe complex phenomena such as climate change dynamics, stock market fluctuations, and the Internet. These models typically depend on estimated values of key parameters that determine system behavior. Hence it is important to know what happens when these values are changed. The study of single-parameter deviations provides a natural starting point for this analysis in many special settings in the sciences, engineering, and economics. The difference between the actual and nominal values of the perturbation parameter is small but unknown, and it is important to understand the asymptotic behavior of the system as the perturbation tends to zero. This is particularly true in applications with an apparent discontinuity in the limiting behavior - the so-called singularly perturbed problems.Analytic Perturbation Theory and Its Applications includes a comprehensive treatment of analytic perturbations of matrices, linear operators, and polynomial systems, particularly the singular perturbation of inverses and generalized inverses. It also offers original applications in Markov chains, Markov decision processes, optimization, and applications to Google PageRank™ and the Hamiltonian cycle problem as well as input retrieval in linear control systems and a problem section in every chapter to aid in course preparation.Audience: This text is appropriate for mathematicians and engineers interested in systems and control. It is also suitable for advanced undergraduate, first-year graduate, and advanced, one-semester, graduate classes covering perturbation theory in various mathematical areas.