Stochastic and Differential Games: Theory and Numerical Methods / Edition 1

Stochastic and Differential Games: Theory and Numerical Methods / Edition 1

by Martino Bardi
     
 

ISBN-10: 0817640290

ISBN-13: 9780817640293

Pub. Date: 07/13/2006

Publisher: Birkhauser Verlag

This volume presents state-of-the-art surveys, new results, and algorithms that will interest applied mathematicians, control engineers, and operations research specialists. It covers such diverse topics as pursuit-evasion games, viscosity solutions, gambling theory, discounted stochastic games, optimal routing, numerical methods, and others. The volume consists of…  See more details below

Overview

This volume presents state-of-the-art surveys, new results, and algorithms that will interest applied mathematicians, control engineers, and operations research specialists. It covers such diverse topics as pursuit-evasion games, viscosity solutions, gambling theory, discounted stochastic games, optimal routing, numerical methods, and others. The volume consists of two parts, with the first dealing with zero-sum differential games and numerical methods, and the second with stochastic and nonzero-sum games, and applications.

Product Details

ISBN-13:
9780817640293
Publisher:
Birkhauser Verlag
Publication date:
07/13/2006
Series:
Annals of the International Society of Dynamic Games Series, #4
Edition description:
1999
Pages:
381
Product dimensions:
6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

Foreword and Dedication
Preface
Contributors
1Constructive Theory of Positional Differential Games and Generalized Solutions to Hamilton-Jacobi Equations3
2Two-Player, Zero-Sum Differential Games and Viscosity Solutions69
3Numerical Methods for Pursuit-Evasion Games via Viscosity Solutions105
4Set-Valued Numerical Analysis for Optimal Control and Differential Games177
5An Introduction to Gambling Theory and Its Applications to Stochastic Games251
6Discounted Stochastic Games: A Complex Analytic Perspective271
7Nonzero-Sum Stochastic Games297
8The Power of Threats in Stochastic Games343
9A Markov Game Approach for Optimal Routing Into a Queuing Network359
10On Linear Complementarity and A Discounted Polystochastic Game377

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