ABSTRACT
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.
TABLE OF CONTENTS
part I|2 pages
General Theory of Stochastic Games
part II|2 pages
Stochastic Game Strategies in Control System Designs
part III|2 pages
Stochastic Game Strategies in Signal Processing and Communication
part IV|2 pages
Stochastic Game Strategies in Management and Financial Systems
part V|2 pages
Stochastic Game Strategies in Biological Systems