Differential Games: A Concise Introduction

Differential Games: A Concise Introduction
Author: Jiongmin Yong
Publisher: World Scientific
Total Pages: 337
Release: 2014-12-05
Genre: Mathematics
ISBN: 9814596248

This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic theory for two-person games. For dynamic situations, the author first recalls control theory which is treated as single-person differential games. Then a systematic theory of two-person differential games is concisely presented, including evasion and pursuit problems, zero-sum problems and LQ differential games.The book is intended to be self-contained, assuming that the readers have basic knowledge of calculus, linear algebra, and elementary ordinary differential equations. The readership of the book could be junior/senior undergraduate and graduate students with majors related to applied mathematics, who are interested in differential games. Researchers in some other related areas, such as engineering, social science, etc. will also find the book useful.

Viscosity Solutions and Applications

Viscosity Solutions and Applications
Author: Martino Bardi
Publisher: Springer
Total Pages: 268
Release: 2006-11-13
Genre: Mathematics
ISBN: 3540690433

The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.

Stochastic Differential Games. Theory and Applications

Stochastic Differential Games. Theory and Applications
Author: Kandethody M. Ramachandran
Publisher: Springer Science & Business Media
Total Pages: 253
Release: 2012-01-05
Genre: Mathematics
ISBN: 9491216473

The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Author: Martino Bardi
Publisher: Springer Science & Business Media
Total Pages: 588
Release: 2009-05-21
Genre: Science
ISBN: 0817647554

This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.

Stochastic and Differential Games

Stochastic and Differential Games
Author: Martino Bardi
Publisher: Springer Science & Business Media
Total Pages: 388
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461215927

The theory of two-person, zero-sum differential games started at the be ginning of the 1960s with the works of R. Isaacs in the United States and L.S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P.P. Varaiya, E. Roxin, R.J. Elliott and N.J. Kalton, N.N. Krasovskii, and A.I. Subbotin (see their book Po sitional Differential Games, Nauka, 1974, and Springer, 1988), and L.D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M.G. Crandall and P.-L.

Handbook of Game Theory with Economic Applications

Handbook of Game Theory with Economic Applications
Author: R.J. Aumann
Publisher: Elsevier
Total Pages: 824
Release: 1992
Genre: Business & Economics
ISBN: 9780444894274

This is the second of three volumes surveying the state of the art in Game Theory and its applications to many and varied fields, in particular to economics. The chapters in the present volume are contributed by outstanding authorities, and provide comprehensive coverage and precise statements of the main results in each area. The applications include empirical evidence. The following topics are covered: communication and correlated equilibria, coalitional games and coalition structures, utility and subjective probability, common knowledge, bargaining, zero-sum games, differential games, and applications of game theory to signalling, moral hazard, search, evolutionary biology, international relations, voting procedures, social choice, public economics, politics, and cost allocation. This handbook will be of interest to scholars in economics, political science, psychology, mathematics and biology. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes

Handbook of Stochastic Analysis and Applications

Handbook of Stochastic Analysis and Applications
Author: D. Kannan
Publisher: CRC Press
Total Pages: 800
Release: 2001-10-23
Genre: Mathematics
ISBN: 9780824706609

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Game Theory and Applications, Volume 11

Game Theory and Applications, Volume 11
Author: Leon Petrosjan
Publisher: Nova Publishers
Total Pages: 238
Release: 2007
Genre: Mathematics
ISBN: 9781594549939

This book brings together papers of well-known specialists in game theory and adjacent problems. It presents the basic results in dynamic games, stochastic games, applications of game theoretical methods in ecology and economics and methodological aspects of game theory.

Nonlinear Semigroups, Partial Differential Equations and Attractors

Nonlinear Semigroups, Partial Differential Equations and Attractors
Author: T.L. Gill
Publisher: Springer
Total Pages: 194
Release: 2006-11-15
Genre: Mathematics
ISBN: 3540477918

The original idea of the organizers of the Washington Symposium was to span a fairly narrow range of topics on some recent techniques developed for the investigation of nonlinear partial differential equations and discuss these in a forum of experts. It soon became clear, however, that the dynamical systems approach interfaced significantly with many important branches of applied mathematics. As a consequence, the scope of this resulting proceedings volume is an enlarged one with coverage of a wider range of research topics.

H∞-Optimal Control and Related Minimax Design Problems

H∞-Optimal Control and Related Minimax Design Problems
Author: Tamer Başar
Publisher: Springer Science & Business Media
Total Pages: 417
Release: 2009-05-21
Genre: Science
ISBN: 0817647570

This book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. The book can be used for a second or third year graduate level course in the subject, and researchers working in the area will find the book useful as a standard reference. Based mostly on recent work of the authors, the book is written on a good mathematical level. Many results in it are original, interesting, and inspirational. The topic is central to modern control and hence this definitive book is highly recommended to anyone who wishes to catch up with important theoretical developments in applied mathematics and control.