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A Course in Stochastic Game Theory

A Course in Stochastic Game Theory

by Eilon Solan
Hardback
Publication Date: 26/05/2022

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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.ises, with solutions available online.
ISBN:
9781316516331
9781316516331
Category:
Mathematics
Format:
Hardback
Publication Date:
26-05-2022
Language:
English
Publisher:
Cambridge University Press
Country of origin:
United Kingdom
Dimensions (mm):
235x158x20mm

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