This volume in the Encyclopedia of Complexity and Systems Science, Second Edition, combines the main features of Game Theory, covering most of the fundamental theoretical aspects under the cooperative and non-cooperative approaches, with the procedures of Agent-Based Modeling for studying complex systems composed of a large number of interacting entities with many degrees of freedom.
Essential Statistics, Regression, and Econometrics provides students with a readable, deep understanding of the key statistical topics they need to understand in an econometrics course.
The second edition of this authoritative textbook continues the tradition of providing clear and concise descriptions of the new and classic concepts in financial theory.
Portfolio Diversification provides an update on the practice of combining several risky investments in a portfolio with the goal of reducing the portfolio's overall risk.
The ability to understand and predict behavior in strategic situations, in which an individual's success in making choices depends on the choices of others, has been the domain of game theory since the 1950s.
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.
Gathering the proceedings of the 12th CHAOS2019 International Conference, this book highlights recent developments in nonlinear, dynamical and complex systems.
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology.
Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration.
This book is focused on the discussion of the traffic assignment problem, the mathematical and practical meaning of variables, functions and basic principles.
The Handbook of Cliometrics is a milestone in the field of historical economics and econometric history through its emphasis on the concrete contribution of cliometrics to our knowledge in economics and history.
This book gives a concise presentation of the mathematical foundations of Game Theory, with an emphasis on strategic analysis linked to information and dynamics.
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games.
This book addresses two disciplines that have traditionally occupied completely different realms: quantum information and computation, and game theory.
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications.
This book introduces readers to basic game theory as a tool to deal with strategic decision problems, helping them to understand the complexity of such problems - to extract a solution, if possible - and to manage the complexity by revising the game if appropriate.
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
In a series of conversational essays, this textbook discusses the manner in which economic thought addresses a broad array of everyday issues beyond classical textbook treatments.
This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.
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 takes the reader on a journey, navigating the enigmatic aspects of cooperation; a journey that starts inside the body and continues via our thoughts to the human super-organism.
This book constitutes the refereed proceedings of the 17th International Conference on Group Decision and Negotiation, GDN 2017, held in Stuttgart, Germany, in August 2017.