Stochastic Game Strategies and their Applications

1st Edition

Bor-Sen Chen

CRC Press
August 14, 2019 Forthcoming
Reference - 456 Pages - 126 B/W Illustrations
ISBN 9781138360761 - CAT# K396267

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Summary

Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are stimulated by a vast number of applications. This book addresses the gap to discuss general stochastic n-person noncooperative and cooperative game theory with wide applications to control systems, signal processing systems, communication systems, managements, financial systems, and biological systems. H∞ game strategy, n-person cooperative and noncooperative game strategy are discussed for linear and nonlinear stochastic systems along with some computational algorithms developed to efficiently solve these game strategies.

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