A course in Stochastic game theory / Eilon Solan.

Format:

Book

Author/Creator:

Solan, Eilon, author.

Series:

London Mathematical Society student texts ; 103.

London Mathematical Society student texts ; 103

Language:

English

Subjects (All):

Game theory.

Physical Description:

1 online resource (ix, 267 pages) : digital, PDF file(s).

Place of Publication:

Cambridge : Cambridge University Press, 2022.

Summary:

Stochastic games are 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.

Notes:

Title from publisher's bibliographic system (viewed on 07 Apr 2022).

Other Format:

Print version:

ISBN:

9781009029704 (ebook)

Access Restriction:

Restricted for use by site license.