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Game theory : models, numerical methods and applications

โœ Scribed by Bauso, Dario.


Publisher
Now Publishers
Year
2014
Tongue
English
Leaves
148
Category
Library

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โœฆ Synopsis


Game theory is the theory of "strategic thinking". Developed for military purposes and defense, in the past it has also been used as an alternative and complementary approach to deal with robustness in the presence of worst-case uncertainties or disturbances in many areas such as economics, engineering, computer science, just to name a few. However, game theory is recently gaining ground in systems and control  Read more...

โœฆ Table of Contents


  1. Introduction --
    1.1 Historical note, definitions and applications --
    1.2 Types of games and representations --
    1.3 Nash equilibrium and dominance --
    1.4 Cournot duopoly and iterated dominance --
    1.5 Examples 2. Zero-sum games --
    2.1 Two-person zero-sum games --
    2.2 On the existence of saddle-points --
    2.3 Application: H-optimal control --
    2.4 Examples 3. Computation of equilibria --
    3.1 Example of graphical resolution --
    3.2 Saddle-points via linear programming --
    3.3 Nash equilibria via linear complementarity program 4. Refinement on equilibria, Stackelberg equilibrium and Pareto optimality --
    4.1 Refinement on Nash Equilibrium solutions --
    4.2 Stackelberg equilibrium --
    4.3 Pareto optimality 5. Cooperative game theory --
    5.1 Coalitional games with transferable utilities (TU games) --
    5.2 Operational research games --
    5.3 Imputation set --
    5.4 Properties --
    5.5 Cooperative differential games 6. Core, Shapley value, nucleolus --
    6.1 Core --
    6.2 Shapley value --
    6.3 Convex games --
    6.4 Nucleolus 7. Evolutionary game theory --
    7.1 Historical note --
    7.2 Model and preliminary considerations --
    7.3 Formal definition of ESS 8. Replicator dynamics and learning --
    8.1 Replicator dynamics: set-up --
    8.2 Learning in games 9. Differential games --
    9.1 Optimal control problem --
    9.2 Differential game --
    9.3 Linear-quadratic differential games --
    9.4 Application: H1-optimal control 10. Stochastic games --
    10.1 Model --
    10.2 Applications --
    10.3 Two player stochastic zero-sum game --
    10.4 Example 1: Big Match --
    10.5 Example 2: Absorbing game --
    10.6 Results and open questions 11. Games with vector payoffs --
    11.1 An illustrative simple game --
    11.2 A geometric insight into approachability --
    11.3 More recent results --
    11.4 Attainability --
    11.5 Attainability and robust control --
    11.6 Model and results --
    11.7 Conclusions 12. Mean-field games --
    12.1 The classical model --
    12.2 Second-order mean-field game --
    12.3 Infinite horizon: average and discounted cost --
    12.4 Examples --
    12.5 Robustness --
    12.6 Conclusions --
    Acknowledgements --
    References.

โœฆ Subjects


Game theory


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