Stochastic Teams, Games, and Control under Information Constraints / by Serdar Yüksel, Tamer Başar.

Format:

Book

Author/Creator:

Yüksel, Serdar.

Contributor:

Başar, Tamer.

Series:

Systems & Control: Foundations & Applications, 2324-9757

Language:

English

Subjects (All):

System theory.

Control theory.

Game theory.

Coding theory.

Information theory.

Automatic control.

Systems Theory, Control.

Game Theory.

Coding and Information Theory.

Control and Systems Theory.

Local Subjects:

Systems Theory, Control.

Game Theory.

Coding and Information Theory.

Control and Systems Theory.

Physical Description:

1 online resource (935 pages)

Edition:

1st ed. 2024.

Place of Publication:

Cham : Springer Nature Switzerland : Imprint: Birkhäuser, 2024.

Summary:

This monograph presents a mathematically rigorous and accessible treatment of the interaction between information, decision, control, and probability in single-agent and multi-agent systems. The book provides a comprehensive and unified theory of information structures for stochastic control, stochastic teams, stochastic games, and networked control systems. Part I of the text is concerned with a general mathematical theory of information structures for stochastic teams, leading to systematic characterizations and classifications, geometric and topological properties, implications on existence, approximations and relaxations, their comparison, and regularity of optimal solutions in information. Information structures in stochastic games are then considered in Part II, and the dependence of equilibrium solutions and behavior on information is demonstrated. Part III studies information design through information theory in networked control systems – both linear and nonlinear – and discusses optimality and stability criteria. Finally, Part IV introduces information and signaling games under several solution concepts, with applications to prior mismatch, cost mismatch and privacy, reputation games and jamming. This text will be a valuable resource for researchers and graduate students interested in control theory, information theory, statistics, game theory, and applied mathematics. Readers should be familiar with the basics of linear systems theory, stochastic processes, and Markov chains.

Contents:

Introduction

Part I: Stochastic Teams and a Mathematical Theory of Information Structures

An Introduction to Stochastic Team Theory and Solutions to Static Teams

Information Structures in Decentralized Stochastic Control

Existence, Structure, and Approximations to Optimality: Strategic Measures in Decentralized Stochastic Control

Control Policy Topologies and Dynamic Programming Methods in Decentralized Stochastic Control

Many-Agent Convex and Non-Convex Exchangeable (Mean-Field) Teams and Optimality of Symmetric Policies

Comparison of Information Structures and Their Blackwell Ordering

Continuity, Existence, and Topological Properties of Optimal Cost on the Space of Information Structures

Part II: Stochastic Game Theory and Information Structures

An Introduction to Stochastic Game Theory

Information Structures in Stochastic Dynamic Games, Equilibrium Concepts, and Informational Properties

Information Structure Dependent Properties: Existence, Comparison, Continuity of Equilibria and Team-against-Team Games

Part III: Information Design via Information Theory in Networked Systems and Control

Coding for Control and Connections with Information Theory

Stochastic Stabilization of Linear Systems under Information Constraints

Stochastic Stabilization of Non-Linear Systems: Information Theoretic versus Stochastic Geometric Analysis

Optimal Real-Time Coding and Control under Information Constraints: Structural and Existence Results

Optimal LQG Coding and Control: Separation Results, Information Theoretic Methods, and Optimality of Linear Policies

Optimal Coding under Small Estimation Error and Observability Criteria

Part IV: Information and Signaling Games

Signaling Games: Equilibria under Misaligned Criteria or Mismatched Priors between an Encoder and a Decoder

Two Classes of Signaling Games: Reputation and Information Privacy Games

Zero-Sum Information Games: Jamming and Witsenhausen's Counterexample as a Game

Appendix A:Topological Notions and Optimizations

Appendix B: Probability Theory and Stochastic Processes

Appendix C: On Spaces of Probability Measures

Appendix D: Markov Chains, Martingales, and Ergodic Processes

Appendix E: Markov Decision Theory and Optimality of Markov Policies

Appendix F: Stochastic Stability of Markov Chains and Random-Time State-Dependent Stochastic Drift

Appendix G: Topological and Metric Entropy in Dynamical Systems.

Notes:

Description based on publisher supplied metadata and other sources.

Other Format:

Print version: Yüksel, Serdar Stochastic Teams, Games, and Control under Information Constraints

ISBN:

9783031540714

OCLC:

1441719785