A course in stochastic game theory:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, United Kingdom ; New York, NY, USA ; Port Melbourne, VIC, Australia ; New Delhi, India ; Singapore
Cambridge University Press
2022
|
| Schriftenreihe: | London mathematical society student texts
103 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033587628&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Includes bibliographical references and index |
| Umfang: | ix, 267 Seiten Illustrationen, Diagramme |
| ISBN: | 9781316516331 9781009014793 |
Internformat
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| 100 | 1 | |a Solan, Eilon |d 1968- |e Verfasser |0 (DE-588)171780345 |4 aut | |
| 245 | 1 | 0 | |a A course in stochastic game theory |c Eilon Solan, Tel-Aviv University |
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| 300 | |a ix, 267 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a London mathematical society student texts |v 103 | |
| 500 | |a Includes bibliographical references and index | ||
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| 653 | 0 | |a MATHEMATICS / General | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033587628 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 926 2023 A 1507 |
|---|---|
| DE-BY-TUM_katkey | 2716803 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040009550614 |
| _version_ | 1821933927060733952 |
| adam_text | Contents page 1 3 Introduction Notation 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 Markov Decision Problems On Histories On Strategies The Τ’-Stage Payoff The Discounted Payoff Contracting Mappings Existence of an Optimal Stationary Strategy Uniform Optimality Comments and Extensions Exercises 5 8 8 11 17 21 22 27 30 31 2 2.1 2.2 2.3 2.4 A Tauberian Theorem and Uniform e-Optimality in Hidden Markov Decision Problems A Tauberian Theorem Hidden Markov Decision Problems Comments and Extensions Exercises .35 36 38 45 46 3 3.1 Strategic-Form Games: A Review Exercises 49 53 4 4.1 4.2 4.3 4.4 Stochastic Games: The Model On Histories and Strategies Absorbing States and Absorbing Games Comments and Extensions Exercises 55 57 58 59 60 vii
viii Contents 5 5.1 5.2 5.3 5.4 5.5 5.6 Two-Player Zero-Sum Discounted Games The Discounted Payoff The Discounted Value Existence of the Discounted Value Continuity of the Value Function Comments and Extensions Exercises 62 62 66 68 73 75 75 6 6.1 6.2 6.3 6.4 Semi-Algebraic Sets and the Limit of the Discounted Value Semi-Algebraic Sets Semi-Algebraic Sets and Zero-Sum Stochastic Games Comments and Extensions Exercises 82 82 87 89 90 7 7.1 7.2 7.3 7.4 7.5 7.6 7.7 В-Graphs and the Continuity of the Limit 1ΐηΐχ_ ο νχ («; /, r) B-Graphs The Mean Discounted Time The Mean Discounted Time and Stochastic Games A Distance between Transition Rules Continuity of the Value Comments and Extensions Exercises 94 94 99 101 102 104 108 108 8 Kakutani’s Fixed-Point Theorem and Multiplayer Discounted Stochastic Games Kakutani’s Fixed-Point Theorem Discounted Equilibrium Existence of Stationary Discounted Equilibria Semi-Algebraic Sets and Discounted Stochastic Games Comments and Extensions Exercises 111 111 114 116 119 120 121 8.1 8.2 8.3 8.4 8.5 8.6 9 9.1 9.2 9.3 9.4 9.5 9.6 9.7 Uniform Equilibrium Definition of Uniform Equilibrium The “Big Match” Existence of the Uniform Value in Two-Player Zero-Sum Stochastic Games The Average Cost Optimality Equation Extensive-Form Correlated Equilibrium Comments and Extensions Exercises 128 129 134 139 148 155 161 163
Contents 10 10.1 10.2 10.3 10.4 10.5 11 11.1 11.2 11.3 11.4 11.5 11.6 11.7 11.8 The Vanishing Discount Factor Approach and Uniform Equilibrium in Absorbing Games Preliminaries Uniform Equilibrium in Absorbing Games with Positive Absorbing Probability Uniform Equilibrium in Two-Player Absorbing Games Comments and Extensions Exercises Ramsey’s Theorem and Two-Player Deterministic Stopping Games Ramsey’s Theorem Undiscounted Equilibrium Two-Player Recursive Absorbing Games with a Single Nonabsorbing Entry Two-Player Deterministic Stopping Games Periodic Deterministic Stopping Games Proof of Theorem 11.12 Comments and Extensions Exercises ix 173 173 177 178 189 190 195 195 197 198 201 202 204 207 209 Infinite Orbits and Quitting Games Approximating Infinite Orbits An Example of a Three-Player Quitting Game Multiplayer Quitting Games in Which Players Do Not Want Others to Join Them in Quitting 12.4 Comments and Extensions 12.5 Exercises 211 211 216 Linear Complementarity Problems and Quitting Games Linear Complementarity Problems Stationary Equilibria in Quitting Games Cyclic Equilibrium in Three-Player Positive Quitting Games Comments and Extensions Exercises 236 236 239 245 250 252 References Index 255 265 12 12.1 12.2 12.3 13 13.1 13.2 13.3 13.4 13.5 223 234 234
|
| any_adam_object | 1 |
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| classification_tum | MAT 926 |
| ctrlnum | (OCoLC)1314893637 (DE-599)KXP1789123054 |
| dewey-full | 519.3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.3 |
| dewey-search | 519.3 |
| dewey-sort | 3519.3 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV048206749 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T19:38:26Z |
| institution | BVB |
| isbn | 9781316516331 9781009014793 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033587628 |
| oclc_num | 1314893637 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-91G DE-BY-TUM |
| owner_facet | DE-355 DE-BY-UBR DE-91G DE-BY-TUM |
| physical | ix, 267 Seiten Illustrationen, Diagramme |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Cambridge University Press |
| record_format | marc |
| series | London mathematical society student texts |
| series2 | London mathematical society student texts |
| spellingShingle | Solan, Eilon 1968- A course in stochastic game theory London mathematical society student texts Algebra (DE-588)4001156-2 gnd Spieltheorie (DE-588)4056243-8 gnd Stochastik (DE-588)4121729-9 gnd |
| subject_GND | (DE-588)4001156-2 (DE-588)4056243-8 (DE-588)4121729-9 |
| title | A course in stochastic game theory |
| title_auth | A course in stochastic game theory |
| title_exact_search | A course in stochastic game theory |
| title_full | A course in stochastic game theory Eilon Solan, Tel-Aviv University |
| title_fullStr | A course in stochastic game theory Eilon Solan, Tel-Aviv University |
| title_full_unstemmed | A course in stochastic game theory Eilon Solan, Tel-Aviv University |
| title_short | A course in stochastic game theory |
| title_sort | a course in stochastic game theory |
| topic | Algebra (DE-588)4001156-2 gnd Spieltheorie (DE-588)4056243-8 gnd Stochastik (DE-588)4121729-9 gnd |
| topic_facet | Algebra Spieltheorie Stochastik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033587628&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000841726 |
| work_keys_str_mv | AT solaneilon acourseinstochasticgametheory |
Inhaltsverzeichnis
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Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 926 2023 A 1507
Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |