Stochastic Teams, Games and Control Under Information Constraints - Brossura

Yksel, Serdar; Basar, Tamer

Brossura

ISBN 10: 3031540735 ISBN 13: 9783031540738

Casa editrice: Birkhauser, 2025

Riassunto

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.

Su questo libro

Informazioni sull?autore

Serdar Yüksel is Professor in the Department of Mathematics and Statistics at Queen's University.

Tamer Basar 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

Dalla quarta di copertina

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.

Dettagli dell'edizione

• Editore: Birkhauser
• Data di pubblicazione: 2025
• Lingua: Inglese
• ISBN 10: 3031540735
• ISBN 13: 9783031540738
• Rilegatura: Copertina flessibile
• Numero di pagine: 960
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile