differential games a concise introduction

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Differential Games

Author : Jiongmin Yong
ISBN : 9789814596244
Genre : Mathematics
File Size : 57. 14 MB
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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. Contents:IntroductionControl Theory — Single-Player Differential GamesTwo-Person Zero Sum Differential Games — A General ConsiderationDifferential Games with Unbounded ControlsDifferential Games of Pursuit and EvasionLinear-Quadratic Differential GamesDifferential Games with Switching Strategies Readership: Researchers in optimization and control theory and also game theory and economics. The book will be a supplementary volume to relevant textbooks and/or a good research reference book in certain areas. Keywords:Two-Person Differential Games;Zero-Sum;Evasion;Pursuit;Elliot-Kalton Strategy;Hamilton-Jacobi Equation;Viscosity Solution;Optimal Control;Viability;Controllability;Linear-Quadratic Problem;Switching and Impulse Control

Differential Games

Author : Jiongmin Yong
ISBN : 9814596221
Genre : Business & Economics
File Size : 64. 28 MB
Format : PDF, ePub
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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.

Controlled Markov Processes And Viscosity Solutions

Author : Wendell H. Fleming
ISBN : 9780387310718
Genre : Mathematics
File Size : 39. 33 MB
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This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Controlled Markov Processes

Author : E. B. Dunkin
ISBN : OCLC:770919848
Genre :
File Size : 25. 68 MB
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Differentialgeometrie

Author : Wolfgang Kühnel
ISBN : 9783658006150
Genre : Mathematics
File Size : 68. 47 MB
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Dieses Buch ist eine Einführung in die Differentialgeometrie und ein passender Begleiter zum Differentialgeometrie-Modul (ein- und zweisemestrig). Zunächst geht es um die klassischen Aspekte wie die Geometrie von Kurven und Flächen, bevor dann höherdimensionale Flächen sowie abstrakte Mannigfaltigkeiten betrachtet werden. Die Nahtstelle ist dabei das zentrale Kapitel "Die innere Geometrie von Flächen". Dieses führt den Leser bis hin zu dem berühmten Satz von Gauß-Bonnet, der ein entscheidendes Bindeglied zwischen lokaler und globaler Geometrie darstellt. Die zweite Hälfte des Buches ist der Riemannschen Geometrie gewidmet. Den Abschluss bildet ein Kapitel über "Einstein-Räume", die eine große Bedeutung sowohl in der "Reinen Mathematik" als auch in der Allgemeinen Relativitätstheorie von A. Einstein haben. Es wird großer Wert auf Anschaulichkeit gelegt, was durch zahlreiche Abbildungen unterstützt wird. Bei der Neuauflage wurden einige zusätzliche Lösungen zu den Übungsaufgaben ergänzt.

Differentialgleichungen F R Dummies

Author : Steven Holzner
ISBN : 9783527658046
Genre : Mathematics
File Size : 54. 15 MB
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Als die Gute Fee H?nschen fragte: "was w?nschst Du dir?", antwortete er: "Keine Differentialgleichungen mehr in der Schule": Hans im Gl?ck! Jetzt k?nnen Sie auch auf eine Gute Fee warten, oder sich dieses Buch kaufen. Sie finden hier Hilfe sollten Sie mit linearen und nichtlinearen gew?hnlichen Differentialgleichungen ihre liebe M?he haben, seien sie nun erster, zweiter oder h?herer Ordnung. Sie lernen auch, was Sie zu Laplace Transformation, Potenzreihen und vielen anderen vertrackten Problemen wissen sollten. Sehen Sie der Realit?t ins Auge, mit diesem Buch.

Partielle Differentialgleichungen

Author : Walter A. Strauss
ISBN : 9783663124863
Genre : Mathematics
File Size : 48. 11 MB
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Dieses Buch ist eine umfassende Einführung in die klassischen Lösungsmethoden partieller Differentialgleichungen. Es wendet sich an Leser mit Kenntnissen aus einem viersemestrigen Grundstudium der Mathematik (und Physik) und legt seinen Schwerpunkt auf die explizite Darstellung der Lösungen. Es ist deshalb besonders auch für Anwender (Physiker, Ingenieure) sowie für Nichtspezialisten, die die Methoden der mathematischen Physik kennenlernen wollen, interessant. Durch die große Anzahl von Beispielen und Übungsaufgaben eignet es sich gut zum Gebrauch neben Vorlesungen sowie zum Selbststudium.

Introduction To Differential Games And Control Theory

Author : V. N. Lagunov
ISBN : UOM:39015015627063
Genre : Differential games
File Size : 77. 22 MB
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Understanding Game Theory

Author : Vassili N Kolokoltsov
ISBN : 9789813107748
Genre :
File Size : 90. 58 MB
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Steadily growing applications of game theory in modern science (including psychology, biology and economics) require sources to provide rapid access in both classical tools and recent developments to readers with diverse backgrounds. This book on game theory, its applications and mathematical methods, is written with this objective in mind. The book gives a concise but wide-ranging introduction to games including older (pre-game theory) party games and more recent topics like elections and evolutionary games and is generously spiced with excursions into philosophy, history, literature and politics. A distinguished feature is the clear separation of the text into two parts: elementary and advanced, which makes the book ideal for study at various levels. Part I displays basic ideas using no more than four arithmetic operations and requiring from the reader only some inclination to logical thinking. It can be used in a university degree course without any (or minimal) prerequisite in mathematics (say, in economics, business, systems biology), as well as for self-study by school teachers, social and natural scientists, businessmen or laymen. Part II is a rapid introduction to the mathematical methods of game theory, suitable for a mathematics degree course of various levels. It includes an advanced material not yet reflected in standard textbooks, providing links with the exciting modern developments in financial mathematics (rainbow option pricing), tropical mathematics, statistical physics (interacting particles) and discusses structural stability, multi-criteria differential games and turnpikes. To stimulate the mathematical and scientific imagination, graphics by a world-renowned mathematician and mathematics imaging artist, A T Fomenko, are used. The carefully selected works of this artist fit remarkably into the many ideas expressed in the book.

Hybrid Systems Computation And Control

Author : Rajeev Alur
ISBN : 9783540212591
Genre : Computers
File Size : 45. 63 MB
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This book constitutes the refereed proceedings of the 7th International Workshop on Hybrid Systems: Computation and Control, HSCC 2004, held in Philadelphia, PA, USA, in March 2004. The 43 revised full papers presented together with an invited article were carefully reviewed and selected from 117 submissions. The papers address all current issues in hybrid systems such as tools for analysis and verification, control and optimization, modeling and engineering applications, and emerging topics in programming language support and implementation; a special focus is on the interplay between biomolecular networks, systems biology, formal methods, and control of hybrid systems.

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