Static & Dynamic Game Theory: Foundations & Applications – serie
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26 produkter
26 produkter
Inbunden, Engelska, 2011
542 kr
Skickas inom 10-15 vardagar
Various imperfections in existing market systems prevent the free market from serving as a truly efficient allocation mechanism, but optimization of economic activities provides an effective remedial measure. Cooperative optimization claims that socially optimal and individually rational solutions to decision problems involving strategic action over time exist. To ensure that cooperation will last throughout the agreement period, however, the stringent condition of subgame consistency is required.This textbook presents a study of subgame consistent economic optimization, developing game-theoretic optimization techniques to establish the foundation for an effective policy menu to tackle the suboptimal behavior that the conventional market mechanism fails to resolve.
Inbunden, Engelska, 2012
1 078 kr
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Optical networks epitomize complex communication systems, and they comprise the Internet’s infrastructural backbone. The first of its kind, this book develops the mathematical framework needed from a control perspective to tackle various game-theoretical problems in optical networks. In doing so, it aims to help design control algorithms that optimally allocate the resources of these networks. With its fresh problem-solving approach, "Game Theory for Control of Optical Networks" is a unique resource for researchers, practitioners, and graduate students in applied mathematics and systems/control engineering, as well as those in electrical and computer engineering.
Inbunden, Engelska, 2012
542 kr
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Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including:· probability-free Black-Scholes theory;· fair-price interval of an option;· representation formulas and fast algorithms for option pricing;· rainbow options;· tychastic approach of mathematical finance based upon viability theory.This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.
Häftad, Engelska, 2015
542 kr
Skickas inom 10-15 vardagar
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including:· probability-free Black-Scholes theory;· fair-price interval of an option;· representation formulas and fast algorithms for option pricing;· rainbow options;· tychastic approach of mathematical finance based upon viability theory.This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.
Häftad, Engelska, 2018
917 kr
Skickas inom 10-15 vardagar
This volume collects contributions from the talks given at the Game Theory and Management Conference held in St. Petersburg, Russia, in June 2017. It covers a wide spectrum of topics, among which are: game theory and management applications in fields such as: strategic management, industrial organization, marketing, operations and supply chain management, public management, financial management, human resources, energy and resource management, and others; cooperative games; dynamic games; evolutionary games; stochastic games.
Häftad, Engelska, 2018
1 399 kr
Skickas inom 10-15 vardagar
The chapters in this volume explore how various methods from game theory can be utilized to optimize security and risk-management strategies. Emphasizing the importance of connecting theory and practice, they detail the steps involved in selecting, adapting, and analyzing game-theoretic models in security engineering and provide case studies of successful implementations in different application domains. Practitioners who are not experts in game theory and are uncertain about incorporating it into their work will benefit from this resource, as well as researchers in applied mathematics and computer science interested in current developments and future directions.The first part of the book presents the theoretical basics, covering various different game-theoretic models related to and suitable for security engineering. The second part then shows how these models are adopted, implemented, and analyzed. Surveillance systems, interconnected networks, and power grids are among the different application areas discussed. Finally, in the third part, case studies from business and industry of successful applications of game-theoretic models are presented, and the range of applications discussed is expanded to include such areas as cloud computing, Internet of Things, and water utility networks.
Inbunden, Engelska, 2019
1 078 kr
Skickas inom 10-15 vardagar
This contributed volume offers a collection of papers presented at the 2018 Network Games, Control, and Optimization conference (NETGCOOP), held at the New York University Tandon School of Engineering in New York City, November 14-16, 2018. These papers highlight the increasing importance of network control and optimization in many networking application domains, such as mobile and fixed access networks, computer networks, social networks, transportation networks, and, more recently, electricity grids and biological networks. Covering a wide variety of both theoretical and applied topics in the areas listed above, the authors explore several conceptual and algorithmic tools that are needed for efficient and robust control operation, performance optimization, and better understanding the relationships between entities that may be acting cooperatively or selfishly in uncertain and possibly adversarial environments. As such, this volume will be of interest to applied mathematicians, computer scientists, engineers, and researchers in other related fields.
Inbunden, Engelska, 2019
1 078 kr
Skickas inom 10-15 vardagar
This book is devoted to game theory and its applications to environmental problems, economics, and management. It collects contributions originating from the 12th International Conference on “Game Theory and Management” 2018 (GTM2018) held at Saint Petersburg State University, Russia, from 27 to 29 June 2018.
Häftad, Engelska, 2020
1 078 kr
Skickas inom 10-15 vardagar
This book is devoted to game theory and its applications to environmental problems, economics, and management. It collects contributions originating from the 12th International Conference on “Game Theory and Management” 2018 (GTM2018) held at Saint Petersburg State University, Russia, from 27 to 29 June 2018.
Inbunden, Engelska, 2020
1 292 kr
Skickas inom 10-15 vardagar
The goal of this book is to elaborate on the main principles of the theory of the Berge equilibrium by answering the following two questions: What are the basic properties of the Berge equilibrium? Does the Berge equilibrium exist, and how can it be calculated?The Golden Rule of ethics, which appears in Christianity, Judaism, Islam, Buddhism, Confucianism and other world religions, states the following: “Behave towards others as you would like them to behave towards you." In any game, each party of conflict seeks to maximize some payoff. Therefore, for each player, the Golden Rule is implemented through the maximization of his/her payoff by all other players, which matches well with the concept of the Berge equilibrium. The approach presented here will be of particular interest to researchers (including undergraduates and graduates) and economists focused on decision-making under complex conflict conditions. The peaceful resolution of conflicts is the cornerstone of the approach: as a matter of fact, the Golden Rule precludes military clashes and violence. In turn, the new approach requires new methods; in particular, the existence problems are reduced to saddle point design for the Germeier convolution of payoff functions, with further transition to mixed strategies in accordance with the standard procedure employed by E. Borel, J. von Neumann, J. Nash, and their followers. Moreover, this new approach has proven to be efficient and fruitful with regard to a range of other important problems in mathematical game theory, which are considered in the Appendix.
Häftad, Engelska, 2021
1 292 kr
Skickas inom 10-15 vardagar
The goal of this book is to elaborate on the main principles of the theory of the Berge equilibrium by answering the following two questions: What are the basic properties of the Berge equilibrium? Does the Berge equilibrium exist, and how can it be calculated?The Golden Rule of ethics, which appears in Christianity, Judaism, Islam, Buddhism, Confucianism and other world religions, states the following: “Behave towards others as you would like them to behave towards you." In any game, each party of conflict seeks to maximize some payoff. Therefore, for each player, the Golden Rule is implemented through the maximization of his/her payoff by all other players, which matches well with the concept of the Berge equilibrium. The approach presented here will be of particular interest to researchers (including undergraduates and graduates) and economists focused on decision-making under complex conflict conditions. The peaceful resolution of conflicts is the cornerstone of the approach: as a matter of fact, the Golden Rule precludes military clashes and violence. In turn, the new approach requires new methods; in particular, the existence problems are reduced to saddle point design for the Germeier convolution of payoff functions, with further transition to mixed strategies in accordance with the standard procedure employed by E. Borel, J. von Neumann, J. Nash, and their followers. Moreover, this new approach has proven to be efficient and fruitful with regard to a range of other important problems in mathematical game theory, which are considered in the Appendix.
Häftad, Engelska, 2019
649 kr
Skickas inom 10-15 vardagar
This monograph develops a method of creating convenient coordinate systems for game theory that will allow readers to more easily understand, analyze, and create games at various levels of complexity. By identifying the unique characterization of games that separates the individual’s strategic interests from the group’s collective behavior, the authors construct a single analytical methodology that readers will be able to apply to a wide variety of games. With its emphasis on practicality and approachability, readers will find this book an invaluable tool, and a viable alternative to the ad hoc analytical approach that has become customary for researchers utilizing game theory.The introductory chapters serve two important purposes: they review several games of fundamental importance, and also introduce a dynamic that is inherent in games, but has gone unexplored until now. After this has been established, readers will advance from simple 2 x 2 games to games with more player strategies and dynamics. For interested readers, a rigorous treatment of the underlying mathematics is conveniently gathered at the end of the book. Additional topics of interest, such as extensive form and coalitional games, are presented to help readers visualize more complex settings that will be vital in aiding the understanding of advanced topics, such as coalition-free Nash points, multi-player repeated games, and more.Coordinate Systems for Games is ideal for a wide variety of researchers interested in game theory, including social scientists, economists, mathematicians, computer scientists, and more. The authors' approachable style also makes this accessible to an audience at any scale of experience, from beginning non-specialists to more practiced researchers.
Inbunden, Engelska, 2020
1 078 kr
Skickas inom 10-15 vardagar
This book includes papers presented at the ISDG12-GTM2019 International Meeting on Game Theory, as a joint meeting of the 12th International ISDG Workshop and the 13th "International Conference on Game Theory and Management”, held in St. Petersburg in July 2019.The topics cover a wide range of game-theoretic models and include both theory and applications, including applications to management.
Häftad, Engelska, 2021
1 078 kr
Skickas inom 10-15 vardagar
This book includes papers presented at the ISDG12-GTM2019 International Meeting on Game Theory, as a joint meeting of the 12th International ISDG Workshop and the 13th "International Conference on Game Theory and Management”, held in St. Petersburg in July 2019.The topics cover a wide range of game-theoretic models and include both theory and applications, including applications to management.
Inbunden, Engelska, 2021
1 220 kr
Skickas inom 10-15 vardagar
This book introduces game theory as a means to conceptualize, model, and analyze cyber deception. Drawing upon a collection of deception research from the past 10 years, the authors develop a taxonomy of six species of defensive cyber deception. Three of these six species are highlighted in the context of emerging problems such as privacy against ubiquitous tracking in the Internet of things (IoT), dynamic honeynets for the observation of advanced persistent threats (APTs), and active defense against physical denial-of-service (PDoS) attacks. Because of its uniquely thorough treatment of cyber deception, this book will serve as a timely contribution and valuable resource in this active field.The opening chapters introduce both cybersecurity in a manner suitable for game theorists and game theory as appropriate for cybersecurity professionals. Chapter Four then guides readers through the specific field of defensive cyber deception. A key feature of the remaining chapters is the development of a signaling game model for the species of leaky deception featured in honeypots and honeyfiles. This model is expanded to study interactions between multiple agents with varying abilities to detect deception.Game Theory for Cyber Deception will appeal to advanced undergraduates, graduate students, and researchers interested in applying game theory to cybersecurity. It will also be of value to researchers and professionals working on cybersecurity who seek an introduction to game theory.
Häftad, Engelska, 2022
1 220 kr
Skickas inom 10-15 vardagar
This book introduces game theory as a means to conceptualize, model, and analyze cyber deception. Drawing upon a collection of deception research from the past 10 years, the authors develop a taxonomy of six species of defensive cyber deception. Three of these six species are highlighted in the context of emerging problems such as privacy against ubiquitous tracking in the Internet of things (IoT), dynamic honeynets for the observation of advanced persistent threats (APTs), and active defense against physical denial-of-service (PDoS) attacks. Because of its uniquely thorough treatment of cyber deception, this book will serve as a timely contribution and valuable resource in this active field.The opening chapters introduce both cybersecurity in a manner suitable for game theorists and game theory as appropriate for cybersecurity professionals. Chapter Four then guides readers through the specific field of defensive cyber deception. A key feature of the remaining chapters is the development of a signaling game model for the species of leaky deception featured in honeypots and honeyfiles. This model is expanded to study interactions between multiple agents with varying abilities to detect deception.Game Theory for Cyber Deception will appeal to advanced undergraduates, graduate students, and researchers interested in applying game theory to cybersecurity. It will also be of value to researchers and professionals working on cybersecurity who seek an introduction to game theory.
Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems
Regularization Approach
Inbunden, Engelska, 2022
1 078 kr
Skickas inom 10-15 vardagar
This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authors’ previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic $H_{\inf}$ control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text,and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections.Singular Linear-Quadratic Zero-Sum Differential Games and $H_{\inf}$ Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these area
Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems
Regularization Approach
Häftad, Engelska, 2023
1 078 kr
Skickas inom 10-15 vardagar
This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authors’ previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic $H_{\inf}$ control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text,and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections.Singular Linear-Quadratic Zero-Sum Differential Games and $H_{\inf}$ Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these area
Inbunden, Engelska, 2026
1 185 kr
Skickas inom 10-15 vardagar
Mean-Field-Type Game Theory I is the first of two volumes that together form a comprehensive treatment of mean-field-type game theory and applications, focused on finding state-of-the-art solutions to issues surrounding the next generation of cloud social networking, smart energy systems, transportation and wireless networks. The text shows how mean-field-type game theory provides the ideal framework for designing robust, accurate and efficient algorithms for the autonomous and distributed architectures on which future cities and networks will rely to improve the efficiency and flexibility, security and quality of life. This first volume enables readers to develop a solid understanding of mean-field-type game theory. It covers key theoretical results such as the stochastic maximum principle and dynamic programming in both discrete and continuous time. The book also covers a wide range of techniques for modeling, designing and analyzing risk and uncertainties using game theory, as well as state-of-the-art distributed mean-field learning algorithm techniques.Mean-Field-Type Game Theory I: Foundations and New Directions is an ideal resource for academic researchers, and advanced undergraduate and graduate students, surveying basic ideas and advanced topics.
Inbunden, Engelska, 2026
1 185 kr
Skickas inom 10-15 vardagar
Mean-Field-Type Game Theory II is the second of two volumes that together form a comprehensive treatment of mean-field-type game theory and applications, focused on finding state-of-the-art solutions to issues surrounding the next generation of cloud social networking, smart energy systems, transportation and wireless networks. The text shows how mean-field-type game theory provides the ideal framework for designing robust, accurate and efficient algorithms for the autonomous and distributed architectures on which future cities and networks will rely to improve the efficiency and flexibility, security and quality of life. This second volume fleshes out and expands upon the theoretical treatment of Volume I with a presentation of real-world applications including smart cities, energy systems and their economics, high-efficiency Wi-Fi networks, social networks, next-generation networks, sensor networks and cognitive networks.Mean-Field-Type Game Theory II: Applications is an ideal resource for engineers, academic researchers, and advanced undergraduate and graduate students, surveying the varied ways in which mean-field games can be employed to enhance real systems of one sort or another.
Inbunden, Engelska, 2016
542 kr
Skickas inom 10-15 vardagar
This contributed volume contains fourteen papers based on selected presentations from the European Conference on Game Theory SING11-GTM 2015, held at Saint Petersburg State University in July 2015, and the Networking Games and Management workshop, held at the Karelian Research Centre of the Russian Academy of Sciences in Petrozvavodsk, Russia, also in July 2015. These papers cover a wide range of topics in game theory, including recent advances in areas with high potential for future work, as well as new developments on classical results. Some of these includeA new approach to journal ranking using methods from social choice theory;A differential game of a duopoly in which two firms are competing for market share in an industry with network externalities;The impact of information propagation in the model of tax audits;A voting model in which the results of previous votes can affect the process of coalition formation in a decision-making body;The Selten-Szidarovsky technique for the analysis of Nash equilibria of games with an aggregative structure;Generalized nucleoli and generalized bargaining sets for games with restricted cooperation;Bayesian networks and games of deterrence; andA new look at the study of solutions for games in partition function form.The maturity and vitality of modern-day game theory are reflected in the new ideas, novel applications, and contributions of young researchers represented in this collection. It will be of interest to anyone doing theoretical research in game theory or working on one its numerous applications.
Inbunden, Engelska, 2017
1 078 kr
Skickas inom 10-15 vardagar
This contributed volume offers a collection of papers presented at the 2016 Network Games, Control, and Optimization conference (NETGCOOP), held at the University of Avignon in France, November 23-25, 2016. These papers highlight the increasing importance of network control and optimization in many networking application domains, such as mobile and fixed access networks, computer networks, social networks, transportation networks, and, more recently, electricity grids and biological networks. Covering a wide variety of both theoretical and applied topics in the areas listed above, the authors explore several conceptual and algorithmic tools that are needed for efficient and robust control operation, performance optimization, and better understanding the relationships between entities that may be acting cooperatively or selfishly in uncertain and possibly adversarial environments. As such, this volume will be of interest to applied mathematicians, computer scientists,engineers, and researchers in other related fields.
Inbunden, Engelska, 2018
1 399 kr
Skickas inom 10-15 vardagar
The chapters in this volume explore how various methods from game theory can be utilized to optimize security and risk-management strategies. Emphasizing the importance of connecting theory and practice, they detail the steps involved in selecting, adapting, and analyzing game-theoretic models in security engineering and provide case studies of successful implementations in different application domains. Practitioners who are not experts in game theory and are uncertain about incorporating it into their work will benefit from this resource, as well as researchers in applied mathematics and computer science interested in current developments and future directions.The first part of the book presents the theoretical basics, covering various different game-theoretic models related to and suitable for security engineering. The second part then shows how these models are adopted, implemented, and analyzed. Surveillance systems, interconnected networks, and power grids are among the different application areas discussed. Finally, in the third part, case studies from business and industry of successful applications of game-theoretic models are presented, and the range of applications discussed is expanded to include such areas as cloud computing, Internet of Things, and water utility networks.
Häftad, Engelska, 2018
542 kr
Skickas inom 10-15 vardagar
This contributed volume contains fourteen papers based on selected presentations from the European Conference on Game Theory SING11-GTM 2015, held at Saint Petersburg State University in July 2015, and the Networking Games and Management workshop, held at the Karelian Research Centre of the Russian Academy of Sciences in Petrozvavodsk, Russia, also in July 2015. These papers cover a wide range of topics in game theory, including recent advances in areas with high potential for future work, as well as new developments on classical results. Some of these includeA new approach to journal ranking using methods from social choice theory;A differential game of a duopoly in which two firms are competing for market share in an industry with network externalities;The impact of information propagation in the model of tax audits;A voting model in which the results of previous votes can affect the process of coalition formation in a decision-making body;The Selten-Szidarovsky technique for the analysis of Nash equilibria of games with an aggregative structure;Generalized nucleoli and generalized bargaining sets for games with restricted cooperation;Bayesian networks and games of deterrence; andA new look at the study of solutions for games in partition function form.The maturity and vitality of modern-day game theory are reflected in the new ideas, novel applications, and contributions of young researchers represented in this collection. It will be of interest to anyone doing theoretical research in game theory or working on one its numerous applications.
Häftad, Engelska, 2018
1 439 kr
Skickas inom 5-8 vardagar
These papers highlight the increasing importance of network control and optimization in many networking application domains, such as mobile and fixed access networks, computer networks, social networks, transportation networks, and, more recently, electricity grids and biological networks.
Inbunden, Engelska, 2018
917 kr
Skickas inom 10-15 vardagar
This volume collects contributions from the talks given at the Game Theory and Management Conference held in St. Petersburg, Russia, in June 2017. It covers a wide spectrum of topics, among which are: game theory and management applications in fields such as: strategic management, industrial organization, marketing, operations and supply chain management, public management, financial management, human resources, energy and resource management, and others; cooperative games; dynamic games; evolutionary games; stochastic games.