A Course in Stochastic Game Theory

di Eilon Solan (Autore)

Cambridge University Press, 2022

Stochastic games have an element of chance: the state of the next round is determined probabilistically depending upon players' actions and the current state. Successful players need to balance the need for short-term payoffs while ensuring future opportunities remain high. The various techniques needed to analyze these often highly non-trivial games are a showcase of attractive mathematics, including methods from probability, differential equations, algebra, and combinatorics. This book presents a course on the theory of stochastic games going from the basics through to topics of modern research, focusing on conceptual clarity over complete generality. Each of its chapters introduces a new mathematical tool – including contracting mappings, semi-algebraic sets, infinite orbits, and Ramsey's theorem, among others – before discussing the game-theoretic results they can be used to obtain. The author assumes no more than a basic undergraduate curriculum and illustrates the theory with numerous examples and exercises, with solutions available online.

• Autore: Eilon Solan
• Editore: Cambridge University Press
• Collana: London Mathematical Society Student Texts
• Anno: 2022
• Rilegatura: Hardback
• Pagine: 275 p.
• Dimensioni: 235 x 158 mm
• Peso: 570 gr.
• EAN: 9781316516331

Testo in English