Discrete Time Stochastic Control And Dynamic Potential Games PDF Download
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| Author | : David González-Sánchez |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 81 |
| Release | : 2013-09-20 |
| Genre | : Science |
| ISBN | : 331901059X |
Download Discrete–Time Stochastic Control and Dynamic Potential Games Book in PDF, ePub and Kindle
There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to characterize dynamic potential games requires to analyze inverse optimal control problems, and it is here where the Euler equation approach comes in because it is particularly well–suited to solve inverse problems. Despite the importance of dynamic potential games, there is no systematic study about them. This monograph is the first attempt to provide a systematic, self–contained presentation of stochastic dynamic potential games.
| Author | : David Gonzalez-Sanchez |
| Publisher | : |
| Total Pages | : 84 |
| Release | : 2013-10-31 |
| Genre | : |
| ISBN | : 9783319010601 |
Download Discrete-Time Stochastic Control and Dynamic Potential Games Book in PDF, ePub and Kindle
| Author | : Atle Seierstad |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 299 |
| Release | : 2010-07-03 |
| Genre | : Mathematics |
| ISBN | : 0387766170 |
Download Stochastic Control in Discrete and Continuous Time Book in PDF, ePub and Kindle
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal stopping problems. An Appendix - calls material from elementary probability theory and gives heuristic explanations of certain more advanced tools in probability theory. The book will hopefully be of interest to students in several ?elds: economics, engineering, operations research, ?nance, business, mathematics. In economics and business administration, graduate students should readily be able to read it, and the mathematical level can be suitable for advanced undergraduates in mathem- ics and science. The prerequisites for reading the book are only a calculus course and a course in elementary probability. (Certain technical comments may demand a slightly better background. ) As this book perhaps (and hopefully) will be read by readers with widely diff- ing backgrounds, some general advice may be useful: Don’t be put off if paragraphs, comments, or remarks contain material of a seemingly more technical nature that you don’t understand. Just skip such material and continue reading, it will surely not be needed in order to understand the main ideas and results. The presentation avoids the use of measure theory.
| Author | : Quang Duy Lã |
| Publisher | : Springer |
| Total Pages | : 172 |
| Release | : 2016-05-26 |
| Genre | : Technology & Engineering |
| ISBN | : 3319308696 |
Download Potential Game Theory Book in PDF, ePub and Kindle
This book offers a thorough examination of potential game theory and its applications in radio resource management for wireless communications systems and networking. The book addresses two major research goals: how to identify a given game as a potential game, and how to design the utility functions and the potential functions with certain special properties in order to formulate a potential game. After proposing a unifying mathematical framework for the identification of potential games, the text surveys existing applications of this technique within wireless communications and networking problems found in OFDMA 3G/4G/WiFi networks, as well as next-generation systems such as cognitive radios and dynamic spectrum access networks. Professionals interested in understanding the theoretical aspect of this specialized field will find Potential Game Theory a valuable resource, as will advanced-level engineering students. It paves the way for extensive and rigorous research exploration on a topic whose capacity for practical applications is vast but not yet fully exploited.
| Author | : Michael Khachay |
| Publisher | : Springer |
| Total Pages | : 716 |
| Release | : 2019-06-12 |
| Genre | : Computers |
| ISBN | : 3030226298 |
Download Mathematical Optimization Theory and Operations Research Book in PDF, ePub and Kindle
This book constitutes the proceedings of the 18th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2019, held in Ekaterinburg, Russia, in July 2019. The 48 full papers presented in this volume were carefully reviewed and selected from 170 submissions. MOTOR 2019 is a successor of the well-known International and All-Russian conference series, which were organized in Ural, Siberia, and the Far East for a long time. The selected papers are organized in the following topical sections: mathematical programming; bi-level optimization; integer programming; combinatorial optimization; optimal control and approximation; data mining and computational geometry; games and mathematical economics.
| Author | : Naci Saldi |
| Publisher | : Birkhäuser |
| Total Pages | : 198 |
| Release | : 2018-05-11 |
| Genre | : Mathematics |
| ISBN | : 3319790331 |
Download Finite Approximations in Discrete-Time Stochastic Control Book in PDF, ePub and Kindle
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
| Author | : Dmitrii Lozovanu |
| Publisher | : Springer |
| Total Pages | : 420 |
| Release | : 2014-11-27 |
| Genre | : Business & Economics |
| ISBN | : 3319118331 |
Download Optimization of Stochastic Discrete Systems and Control on Complex Networks Book in PDF, ePub and Kindle
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book’s final chapter is devoted to finite horizon stochastic control problems and Markov decision processes. The algorithms developed represent a valuable contribution to the important field of computational network theory.
| Author | : R. Hartley |
| Publisher | : |
| Total Pages | : 29 |
| Release | : 1979 |
| Genre | : |
| ISBN | : |
Download Linear, Convex, Undiscounted, Discrete-time Stochastic Control and Dynamic Programming Book in PDF, ePub and Kindle
| Author | : C. Striebel |
| Publisher | : Springer |
| Total Pages | : 215 |
| Release | : 2013-12-21 |
| Genre | : Business & Economics |
| ISBN | : 3642454704 |
Download Optimal Control of Discrete Time Stochastic Systems Book in PDF, ePub and Kindle
| Author | : Weihai Zhang |
| Publisher | : CRC Press |
| Total Pages | : 391 |
| Release | : 2017-08-07 |
| Genre | : Computers |
| ISBN | : 1466574879 |
Download Stochastic H2/H ∞ Control: A Nash Game Approach Book in PDF, ePub and Kindle
The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, and studies more complex and practically useful mixed H2/H∞ controller synthesis rather than the pure H∞ control. Different from the commonly used convex optimization method, this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/H∞ control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/H∞ control theory, while practitioners can apply our efficient algorithms to address their practical problems.
