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

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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.
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Product Details

Table of Contents

Foreword and Dedication
Preface
Contributors
1 Constructive Theory of Positional Differential Games and Generalized Solutions to Hamilton-Jacobi Equations 3
2 Two-Player, Zero-Sum Differential Games and Viscosity Solutions 69
3 Numerical Methods for Pursuit-Evasion Games via Viscosity Solutions 105
4 Set-Valued Numerical Analysis for Optimal Control and Differential Games 177
5 An Introduction to Gambling Theory and Its Applications to Stochastic Games 251
6 Discounted Stochastic Games: A Complex Analytic Perspective 271
7 Nonzero-Sum Stochastic Games 297
8 The Power of Threats in Stochastic Games 343
9 A Markov Game Approach for Optimal Routing Into a Queuing Network 359
10 On Linear Complementarity and A Discounted Polystochastic Game 377
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