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Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Serdar Yüksel is Professor in the Department of Mathematics and Statistics at Queen's University.
Tamer Başar is the Swanlund Endowed Chair Emeritus and Center for Advanced Study Professor Emeritus in the Department of Electrical and Computer Engineering at the University of Illinois Urbana-Champaign
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Stochastic Teams, Games, and Control under Information Constraints
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Stochastic Teams, Games, and Control under Information Constraints (Systems & Control: Foundations & Applications)
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Stochastic Teams, Games, and Control under Information Constraints
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 informa. N° de réf. du vendeur 1351394461
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Stochastic Teams, Games, and Control under Information Constraints
Edité par
Springer, Berlin, Springer Nature Switzerland, Birkhäuser, 2024
ISBN 10 : 3031540700
ISBN 13 : 9783031540707
Neuf
Couverture rigide
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 927 pp. Englisch. N° de réf. du vendeur 9783031540707
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