Stochastic Teams, Games, and Control under Information Constraints

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, stocha...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Yüksel, Serdar (Зохиогч), Başar, Tamer (Зохиогч)
Байгууллагын зохиогч: SpringerLink (Online service)
Формат: Цахим Цахим ном
Хэл сонгох:англи
Хэвлэсэн: Cham : Springer Nature Switzerland : Imprint: Birkhäuser, 2024.
Хэвлэл:1st ed. 2024.
Цуврал:Systems & Control: Foundations & Applications,
Нөхцлүүд:
Онлайн хандалт:https://doi.org/10.1007/978-3-031-54071-4
Шошгууд: Шошго нэмэх
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
Агуулга:
  • Introduction
  • Part I: Stochastic Teams and a Mathematical Theory of Information Structures
  • An Introduction to Stochastic Team Theory and Solutions to Static Teams
  • Information Structures in Decentralized Stochastic Control
  • Existence, Structure, and Approximations to Optimality: Strategic Measures in Decentralized Stochastic Control
  • Control Policy Topologies and Dynamic Programming Methods in Decentralized Stochastic Control
  • Many-Agent Convex and Non-Convex Exchangeable (Mean-Field) Teams and Optimality of Symmetric Policies
  • Comparison of Information Structures and Their Blackwell Ordering
  • Continuity, Existence, and Topological Properties of Optimal Cost on the Space of Information Structures
  • Part II: Stochastic Game Theory and Information Structures
  • An Introduction to Stochastic Game Theory
  • Information Structures in Stochastic Dynamic Games, Equilibrium Concepts, and Informational Properties
  • Information Structure Dependent Properties: Existence, Comparison, Continuity of Equilibria and Team-against-Team Games
  • Part III: Information Design via Information Theory in Networked Systems and Control
  • Coding for Control and Connections with Information Theory
  • Stochastic Stabilization of Linear Systems under Information Constraints
  • Stochastic Stabilization of Non-Linear Systems: Information Theoretic versus Stochastic Geometric Analysis
  • Optimal Real-Time Coding and Control under Information Constraints: Structural and Existence Results
  • Optimal LQG Coding and Control: Separation Results, Information Theoretic Methods, and Optimality of Linear Policies
  • Optimal Coding under Small Estimation Error and Observability Criteria
  • Part IV: Information and Signaling Games
  • Signaling Games: Equilibria under Misaligned Criteria or Mismatched Priors between an Encoder and a Decoder
  • Two Classes of Signaling Games: Reputation and Information Privacy Games
  • Zero-Sum Information Games: Jamming and Witsenhausen's Counterexample as a Game
  • Appendix A:Topological Notions and Optimizations
  • Appendix B: Probability Theory and Stochastic Processes
  • Appendix C: On Spaces of Probability Measures
  • Appendix D: Markov Chains, Martingales, and Ergodic Processes
  • Appendix E: Markov Decision Theory and Optimality of Markov Policies
  • Appendix F: Stochastic Stability of Markov Chains and Random-Time State-Dependent Stochastic Drift
  • Appendix G: Topological and Metric Entropy in Dynamical Systems.