This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time.
Mathematical Game Theory and Applications Mathematical Game Theory and Applications An authoritative and quantitative approach to modern game theory with applications from economics, political science, military science and finance.
The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise!
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications.
Maximizing reader insights into the roles of intelligent agents in networks, air traffic and emergency departments, this volume focuses on congestion in systems where safety and security are at stake, devoting special attention to applying game theoretic analysis of congestion to: protocols in wired and wireless networks; power generation, air transportation and emergency department overcrowding.
This book is the fourth in a multidisciplinary series which brings together leading researchers in the STEAM-H disciplines (Science, Technology, Engineering, Agriculture, Mathematics and Health) to present their perspective on advances in their own specific fields, and to generate a genuinely interdisciplinary collaboration that transcends parochial subject-matter boundaries.
This book includes the best studies on the results of the International Scientific and Practical Conference "e;New behaviors of market players in the digital economy,"e; which was held by the Institute of Scientific Communications on July 8, 2021, online, in YouTube format.
This book focuses on the design of efficient & dynamic methods to allocate divisible resources under various auction mechanisms, discussing their applications in power & microgrid systems and the V2G & EV charging coordination problems in smart grids.
This unique book offers a unified approach to the modeling of rational decision-making under conditions of uncertainty and strategic and competitive interactions among agents.
When elementary courses in discrete and combinatorial mathematics first became popular, they usually covered a broad spectrumofpure and applied topics.
Gathering the proceedings of the 12th CHAOS2019 International Conference, this book highlights recent developments in nonlinear, dynamical and complex systems.
Heinrich von Stackelberg's book, "e;Grundlagen einer reinen Kostentheorie"e;, published in 1932 was at the forefront of a growing conceptual revolution in the theory of the firm, a theory which appears more relevant than ever in today's economic climate.
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations.
This book constitutes the refereed proceedings of the 22nd International Conference on Group Decision and Negotiation, GDN 2022, which was held virtually during June 12-16, 2022.
A comprehensive overview of networks and economic design, presenting models and results drawn from economics, operations research, and computer science; with examples and exercises.
Casino games and traditional card games have rich and idiosyncratic histories, complex subcultures and player practices, and facilitate the flow of billions of dollars each year through casinos and card rooms, and between professional players and amateurs.
This book constitutes the refereed proceedings of the 19th International Conference on Group Decision and Negotiation, GDN 2019, held in Loughborough, UK, in June 2019.
Written engagingly and with agreeable humour, this book balances a light touch with a rigorous yet economical account of the theory of games and bargaining models.
This book offers a self-contained introduction to the theory of guiding functions methods, which can be used to study the existence of periodic solutions and their bifurcations in ordinary differential equations, differential inclusions and in control theory.
This LNCS book is part of the FOLLI book series and constitutes the proceedings of the 9th International Workshop on Logic, Rationality, and Interaction, LORI 2023, held in Jinan, China, in October 2023.
Differential Game Theory with Applications to Missiles and Autonomous Systems explains the use of differential game theory in autonomous guidance and control systems.
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.