Stochastic Game Strategies and their Applications

This book introduces recent stochastic cooperative and noncooperative game strategy design methods for engineering systems, social networks and biological networks. It further discusses general theory, stochastic games in control system designs, signal processing and communication, management and financial systems, and biological systems.

Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are stimulated by a vast number of applications. This book addresses the gap to discuss general stochastic n-person noncooperative and cooperative game theory with wide applications to control systems, signal processing systems, communication systems, managements, financial systems, and biological systems. H∞ game strategy, n-person cooperative and noncooperative game strategy are discussed for linear and nonlinear stochastic systems along with some computational algorithms developed to efficiently solve these game strategies.

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