Stochastic Teams, Games, and Control under Information Constraints
portes grátis
Stochastic Teams, Games, and Control under Information Constraints
Basar, Tamer; Yueksel, Serdar
Birkhauser Verlag AG
06/2024
927
Dura
9783031540707
15 a 20 dias
Descrição não disponível.
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.
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stochastic control theory;decentralized stochastic control;stochastic game theory;control under information constraints;information structures;information and signaling games
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.
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