Stochastic Games and Applications

Stochastic Games and Applications

Rosenberg, D. and Vieille, N. (2000) The maxmin of recursive games with lack of
information on one side, Mathematics of Operations Research 25, 23–35. Sorin,
S. (1984) “Big match” with lack of information on one side (Part I), International ...

Author: Abraham Neyman

Publisher: Springer Science & Business Media

ISBN: 9789401001892

Category: Mathematics

Page: 473

View: 720

This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.
Categories: Mathematics

Advances in Dynamic Games

Advances in Dynamic Games

7 Stochastic Games with Incomplete Information From the point of view of our
actual tax return-audit problem we need to handle the more difficult problem of
lack of information from either side.1 For example, the perception Pi of the IRS is
 ...

Author: Alain Haurie

Publisher: Springer Science & Business Media

ISBN: 9780817645014

Category: Mathematics

Page: 420

View: 572

This book, an outgrowth of the 10th International Symposium on Dynamic Games, presents current developments of the theory of dynamic games and its applications. The text uses dynamic game models to approach and solve problems pertaining to pursuit-evasion, marketing, finance, climate and environmental economics, resource exploitation, as well as auditing and tax evasions. It includes chapters on cooperative games, which are increasingly drawing dynamic approaches to their classical solutions.
Categories: Mathematics

Stochastic Games And Related Topics

Stochastic Games And Related Topics

Considering then only best replies of player 2, it follows that v(p) is the value of a
(one-shot) matrix game with lack of information on one side (hence, as in
Proposition 9, piece-wise linear). On the other hand it is easy to see that one
cannot ...

Author: T.E.S. Raghaven

Publisher: Springer Science & Business Media

ISBN: 9789401137607

Category: Business & Economics

Page: 235

View: 930

Categories: Business & Economics

A First Course on Zero Sum Repeated Games

A First Course on Zero Sum Repeated Games

Rosenberg D. and N. Vieille (2000) The maxmin of recursive games with lack of
information on one side, Mathematics ... Shapley L. S. (1953) Stochastic games,
Proceedings of the National Academy of Sciences of the U.S. A, 39, 1095-1100.

Author: Sylvain Sorin

Publisher: Springer Science & Business Media

ISBN: 3540430288

Category: Business & Economics

Page: 204

View: 382

This volume aims to present the basic results in the theory of two-person zero-sum repeated games including stochastic games and repeated games with incomplete information. It is intended for graduate students with no previous knowledge of the field.
Categories: Business & Economics

Repeated Games

Repeated Games

This landmark work significantly advances the literature on game theory with a masterful conceptual presentation of the CORE working papers published in 1994.

Author: Jean-François Mertens

Publisher: Cambridge University Press

ISBN: 9781107030206

Category: Business & Economics

Page: 598

View: 423

This landmark work significantly advances the literature on game theory with a masterful conceptual presentation of the CORE working papers published in 1994.
Categories: Business & Economics

SIAM Journal on Control and Optimization

SIAM Journal on Control and Optimization

REFERENCES [ 1 ] R . J . AUMANN AND M . B . MASCHLER , Repeated games
of incomplete information : The zerosum extensive case ... ( 16 ) J . RENAULT ,
The Value of Markov Chain Games with Lack of Information on One Side ,
preprint .

Author: Society for Industrial and Applied Mathematics

Publisher:

ISBN: UCSD:31822033906470

Category: Control theory

Page:

View: 743

Categories: Control theory

Journal of Economic Literature

Journal of Economic Literature

Parts 1 and 2 examine the solution concepts of noncooperative game theory ,
including refinements of Nash equilibrium . ... semi - infinite stochastic games ;
initial states in stochastic games ; big match with lack of information on one side ...

Author:

Publisher:

ISBN: UCSD:31822015972532

Category: Economics

Page:

View: 801

Categories: Economics

Proceedings of the International Congress of Mathematicians 1986

Proceedings of the International Congress of Mathematicians  1986

J . Game Theory 9 ( 1980 ) , 157 – 167 . 66 . C . A . Melolidakis , On stochastic
games with lack of information on one side , mimeograph , 1984 . 67 . J . - F .
Mertens , The value of two - person zero - sum repeated games : the extensive
case ...

Author: Andrew M. Gleason

Publisher:

ISBN: 0821801104

Category: Mathematics

Page: 1708

View: 622

Categories: Mathematics

Multiagent Pursuit evasion Games

Multiagent Pursuit evasion Games

An additional drawback in conventional pursuit - evasion game setups , is that
they often assume a worst - case motion for the evaders ( 5 , 6 ... Noteworthy
exceptions include stochastic games with lack of information on one side (
SGLIOS ) .

Author: Hyounjin Kim

Publisher:

ISBN: UCAL:C3479474

Category:

Page: 294

View: 170

Categories:

Handbook of Game Theory with Economic Applications

Handbook of Game Theory with Economic Applications

Solan , E . , and N . Vieille ( 2002 ) , “ Correlated equilibrium in stochastic games
, Games and Economic Behavior , forthcoming Sorin , S . ( 1984 ) , “ Big match
with lack of information on one side ( part 1 ) " , International Journal of Game ...

Author: R.J. Aumann

Publisher: North Holland

ISBN: UOM:39015055836442

Category: Business & Economics

Page: 890

View: 858

Preface (R.J. AUmann, S. HArt). STrategic equilibrium (E. Van Damme). FOundations of strategic equilibrium (J. HIllas, E. KOhlberg). INcomplete information (R.J. AUmann, A. HEifetz). NOn-zero-sum two-person games (T.E.S. RAghavan). COmputing equilibria for two-person games (B. Von Stengel). NOn-cooperative games with many players (M. ALi Khan, Y. SUn). STochastic games (J-F. MErtens). STochastic games: recent results (N. VIeille). GAme theory and industrial organization (K. BAgwell, A. WOlinsky). BArgaining with incomplete information (L.M. AUsubel, P. CRamton, R.J. DEneckere). INspection Games (R. AVenhaus, B.V. STengel, S.ZAmir). EConomic history and game theory (A. GReif). THe shapley value (E. WInter). VAriations on the shapley value (D. MOnderer, D. SAmet). VAlues of non-transferable utility games (R. MCLean). VAlues of games with infinitely many players (A. NEyman). VAlues of perfectly competitive economies (S. HArt). SOme other economic applications of the value (J-F. MErtens). STrategic aspects of political systems (J. BAnks). GAme-theoretic analysis of legal rules and institutions (J-P. BEnoit, L.A. KOrnhauser). IMplementation Theory (T. PAlfrey). GAme Theory and experimental Gaming (M. SHubik).
Categories: Business & Economics

Memorandum

Memorandum

( 11 ) S. D. Patek and D. P. Bertsekas , “ Stochastic shortest path games , ” SIAM J
. Control and Optimization , vol . 37 , no . 3 , pp . 804-824 , 1999 . ( 12 ] S. Sorin
and S. Zamir , “ Big Match ” with lack of information on one side ( III ) , ” in T. E. S.
 ...

Author:

Publisher:

ISBN: UCAL:C3572563

Category: Electric engineering

Page:

View: 130

Categories: Electric engineering

Mathematical Reviews

Mathematical Reviews

Given a state space S , a stochastic game is called valued if for every player k
there is a function rk : S → R such that for every E > 0 ... Contents : 1 . The
standard model with lack of information on one side ; 2 . Games with vector
payoffs and ...

Author:

Publisher:

ISBN: UOM:39015078588590

Category: Mathematics

Page:

View: 151

Categories: Mathematics

Game Theory and Applications

Game Theory and Applications

T . E . S . Raghavan , “ Algorithms for Stochastic Games : A Survey , ” mimeo .
1985 . 102 . ... 117 . S . Sorin , “ Big match ” with lack of information on one side .
Part II . Int . J . Game Theory 14 , 173 – 204 ( 1985 ) . 118 . S . Sorin , On a
repeated ...

Author: Tatsuro Ichiishi

Publisher:

ISBN: STANFORD:36105035110431

Category: Mathematics

Page: 435

View: 601

Game Theory and Applications outlines game theory and proves its validity by examining it alongside the neoclassical paradigm. This book contends that the neoclassical theory is the exceptional case, and that game theory may indeed be the rule. The papers and abstracts collected here explore its recent development and suggest new research directions.
Categories: Mathematics

Semi Lagrangian Approximation Schemes for Linear and Hamilton Jacobi Equations

Semi Lagrangian Approximation Schemes for Linear and Hamilton Jacobi Equations

The lack of conservation is a well-known drawback of SL schemes, and various
approaches have been suggested to correct it, ranging ... We also quote the
recent works [CMS10, QS08, QS11]and, on the theoretical side, the one-
dimensional stability analysis presented in [Fe13b]. ... It can be derived via a
stochastic representation formula for the solution (the Feynman–Kac formula), by
a stochastic discretization, and ... Chapter 8 Control and games One ofthe most
typical applications.

Author: Maurizio Falcone

Publisher: SIAM

ISBN: 9781611973051

Category: Approximation theory

Page: 319

View: 320

This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.
Categories: Approximation theory

Surveys in Game Theory and Related Topics

Surveys in Game Theory and Related Topics

use a tool which has proved to be very hulpful in the treatment of stochastic
games . A consequence of ... However , for games with standard information and
lack of information on one side both approaches turn out to be equivalent . Before
 ...

Author: Hans J. M. Peters

Publisher:

ISBN: UCAL:B4405622

Category: Game theory

Page: 330

View: 535

Categories: Game theory