differential games a concise introduction

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Differential Games

Author : Jiongmin Yong
ISBN : 9789814596244
Genre : Mathematics
File Size : 29. 1 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 : 87. 99 MB
Format : PDF, Docs
Download : 535
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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.

Differential Games

Author : Rufus Isaacs
ISBN : 9780486135984
Genre : Mathematics
File Size : 73. 11 MB
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Definitive work draws on game theory, calculus of variations, and control theory to solve an array of problems: military, pursuit and evasion, athletic contests, many more. Detailed examples, formal calculations. 1965 edition.

Understanding Game Theory

Author : Vassili N Kolokoltsov
ISBN : 9789813107748
Genre :
File Size : 22. 87 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.

Differential Games In Economics And Management Science

Author : Engelbert Dockner
ISBN : 0521637325
Genre : Business & Economics
File Size : 75. 81 MB
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Graduate textbook presenting the theory and applications of differential games, assuming no prior knowledge of game theory.

Differential Games

Author : Avner Friedman
ISBN : 9780486153278
Genre : Mathematics
File Size : 20. 71 MB
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Graduate-level text surveys games of fixed duration, games of pursuit and evasion, the computation of saddle points, games of survival, games with restricted phase coordinates, and N-person games. 1971 edition.

Optimal Control With Engineering Applications

Author : Hans Peter Geering
ISBN : 9783540694380
Genre : Technology & Engineering
File Size : 56. 43 MB
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This book introduces a variety of problem statements in classical optimal control, in optimal estimation and filtering, and in optimal control problems with non-scalar-valued performance criteria. Many example problems are solved completely in the body of the text. All chapter-end exercises are sketched in the appendix. The theoretical part of the book is based on the calculus of variations, so the exposition is very transparent and requires little mathematical rigor.

Controlled Markov Processes And Viscosity Solutions

Author : Wendell H. Fleming
ISBN : 9780387310718
Genre : Mathematics
File Size : 77. 53 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.

A Concise Introduction To Calculus

Author : Wu Yi Hsiang
ISBN : 9810219016
Genre : Mathematics
File Size : 23. 34 MB
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The student of calculus is entitled to ask what calculus is and what it can be used for. This short book provides an answer.The author starts by demonstrating that calculus provides a mathematical tool for the quantitative analysis of a wide range of dynamical phenomena and systems with variable quantities.He then looks at the origins and intuitive sources of calculus, its fundamental methodology, and its general framework and basic structure, before examining a few typical applications.The author's style is direct and pedagogical. The new student should find that the book provides a clear and strong grounding in this important technique.

The Mathematics Of Games Of Strategy

Author : Melvin Dresher
ISBN : 9780486150062
Genre : Mathematics
File Size : 48. 57 MB
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This text offers an exceptionally clear presentation of the mathematical theory of games of strategy and its applications to many fields including economics, military, business, and operations research.

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