Información del autor
Autor Leon A. Petrosyan |
Documentos disponibles escritos por este autor (3)
Refinar búsquedaAdvances in Dynamic Games / SpringerLink (Online service) ; Alain Haurie ; Shigeo Muto ; Leon A. Petrosyan ; Raghavan, T. E. S (2006)
Título : Advances in Dynamic Games : Applications to Economics, Management Science, Engineering, and Environmental Management Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Alain Haurie ; Shigeo Muto ; Leon A. Petrosyan ; Raghavan, T. E. S Editorial: Boston, MA : Birkhäuser Boston Fecha de publicación: 2006 Colección: Annals of the International Society of Dynamic Games num. 8 Número de páginas: XX, 420 p Il.: online resource ISBN/ISSN/DL: 978-0-8176-4501-4 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Game theory Economics, Mathematical Computer Probabilities economics economy Theory, Social and Behav. Sciences Applications of Computational Numerical Analysis Quantitative Finance Organization, Logistics, Marketing Probability Theory Stochastic Processes Clasificación: 51 Matemáticas Resumen: The paradigms of dynamic games play an important role in the development of multi-agent models in engineering, economics, and management science. The applicability of their concepts stems from the ability to encompass situations with uncertainty, incomplete information, fluctuating coalition structure, and coupled constraints imposed on the strategies of all the players. This book—an outgrowth of the 10th International Symposium on Dynamic Games—presents current developments of the theory of dynamic games and its applications to various domains, in particular energy-environment economics and management sciences. The volume uses dynamic game models of various sorts to approach and solve several problems pertaining to pursuit-evasion, marketing, finance, climate and environmental economics, resource exploitation, as well as auditing and tax evasions. In addition, it includes some chapters on cooperative games, which are increasingly drawing dynamic approaches to their classical solutions. The book is thematically organized into six parts: * zero-sum game theory * pursuit-evasion games * games of coalitions * new interpretations of the interdependence between different members of a social group * original applications to energy-environment economics * management science applications This work will serve as a state-of-the art account of recent advances in dynamic game theory and its applications for researchers, practitioners, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences Nota de contenido: Zero-Sum Game Theory -- Stochastic Games with Imperfect Monitoring -- Level Sweeping of the Value Function in Linear Differential Games -- Optimal Feedback in a Dynamic Game of Generalized Shortest Path -- Pursuit-Evasion Games -- New Approach to Improve the Accuracy in Delayed Information Pursuit-Evasion Games -- Game Problems for Systems with Fractional Derivatives of Arbitrary Order -- On Two Problems of Group Pursuit -- Games of Coalitions -- Cooperative Stochastic Games -- The Uniqueness of a Reduced Game in a Characterization of the Core in Terms of Consistency -- The Formation of Adaptive Coalitions -- On Assignment Games -- New Concepts of Equilibrium -- The Folk Theorems in the Framework of Evolution and Cooperation -- Stackelberg Problems: Subgame Perfect Equilibria via Tikhonov Regularization -- Extended Self, Game, and Conflict Resolution -- Applications to Energy/Environment Economics -- Game of Timing in Gas Pipeline Projects Competition: Simulation Software and Generalized Equilibrium Solutions -- The Effects of Incomplete Information in Stochastic Common-Stock Harvesting Games -- A Two-Level Differential Game of International Emissions Trading -- A Stochastic Multigeneration Game for Global Climate Change Impact Assessment -- Management Science Applications -- An Impulsive Differential Game Arising in Finance with Interesting Singularities -- Incentives for Retailer Promotion in a Marketing Channel -- Farsighted Behavior Leads to Efficiency in Duopoly Markets -- A Stochastic Game Model of Tax Evasion En línea: http://dx.doi.org/10.1007/0-8176-4501-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34875 Advances in Dynamic Games : Applications to Economics, Management Science, Engineering, and Environmental Management [documento electrónico] / SpringerLink (Online service) ; Alain Haurie ; Shigeo Muto ; Leon A. Petrosyan ; Raghavan, T. E. S . - Boston, MA : Birkhäuser Boston, 2006 . - XX, 420 p : online resource. - (Annals of the International Society of Dynamic Games; 8) .
ISBN : 978-0-8176-4501-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Game theory Economics, Mathematical Computer Probabilities economics economy Theory, Social and Behav. Sciences Applications of Computational Numerical Analysis Quantitative Finance Organization, Logistics, Marketing Probability Theory Stochastic Processes Clasificación: 51 Matemáticas Resumen: The paradigms of dynamic games play an important role in the development of multi-agent models in engineering, economics, and management science. The applicability of their concepts stems from the ability to encompass situations with uncertainty, incomplete information, fluctuating coalition structure, and coupled constraints imposed on the strategies of all the players. This book—an outgrowth of the 10th International Symposium on Dynamic Games—presents current developments of the theory of dynamic games and its applications to various domains, in particular energy-environment economics and management sciences. The volume uses dynamic game models of various sorts to approach and solve several problems pertaining to pursuit-evasion, marketing, finance, climate and environmental economics, resource exploitation, as well as auditing and tax evasions. In addition, it includes some chapters on cooperative games, which are increasingly drawing dynamic approaches to their classical solutions. The book is thematically organized into six parts: * zero-sum game theory * pursuit-evasion games * games of coalitions * new interpretations of the interdependence between different members of a social group * original applications to energy-environment economics * management science applications This work will serve as a state-of-the art account of recent advances in dynamic game theory and its applications for researchers, practitioners, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences Nota de contenido: Zero-Sum Game Theory -- Stochastic Games with Imperfect Monitoring -- Level Sweeping of the Value Function in Linear Differential Games -- Optimal Feedback in a Dynamic Game of Generalized Shortest Path -- Pursuit-Evasion Games -- New Approach to Improve the Accuracy in Delayed Information Pursuit-Evasion Games -- Game Problems for Systems with Fractional Derivatives of Arbitrary Order -- On Two Problems of Group Pursuit -- Games of Coalitions -- Cooperative Stochastic Games -- The Uniqueness of a Reduced Game in a Characterization of the Core in Terms of Consistency -- The Formation of Adaptive Coalitions -- On Assignment Games -- New Concepts of Equilibrium -- The Folk Theorems in the Framework of Evolution and Cooperation -- Stackelberg Problems: Subgame Perfect Equilibria via Tikhonov Regularization -- Extended Self, Game, and Conflict Resolution -- Applications to Energy/Environment Economics -- Game of Timing in Gas Pipeline Projects Competition: Simulation Software and Generalized Equilibrium Solutions -- The Effects of Incomplete Information in Stochastic Common-Stock Harvesting Games -- A Two-Level Differential Game of International Emissions Trading -- A Stochastic Multigeneration Game for Global Climate Change Impact Assessment -- Management Science Applications -- An Impulsive Differential Game Arising in Finance with Interesting Singularities -- Incentives for Retailer Promotion in a Marketing Channel -- Farsighted Behavior Leads to Efficiency in Duopoly Markets -- A Stochastic Game Model of Tax Evasion En línea: http://dx.doi.org/10.1007/0-8176-4501-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34875 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Cooperative Stochastic Differential Games Tipo de documento: documento electrónico Autores: David W.K. Yeung ; SpringerLink (Online service) ; Leon A. Petrosyan Editorial: New York, NY : Springer New York Fecha de publicación: 2006 Colección: Springer Series in Operations Research and Financial Engineering, ISSN 1431-8598 Número de páginas: XIII, 242 p Il.: online resource ISBN/ISSN/DL: 978-0-387-27622-9 Idioma : Inglés (eng) Palabras clave: Mathematics Operations research Decision making Applied mathematics Engineering Game theory Management science Economic Research, Science Applications of Theory, Economics, Social and Behav. Sciences Theory/Quantitative Economics/Mathematical Methods Operation Research/Decision Theory Clasificación: 51 Matemáticas Resumen: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side Nota de contenido: Deterministic and Stochastic Differential Games -- Cooperative Differential Games in Characteristic Function Form -- Two-person Cooperative Differential Games with Discounting -- Two-person Cooperative Stochastic Differential Games -- Multiplayer Cooperative Stochastic Differential Games -- Cooperative Stochastic Differential Games with Nontransferable Payoffs En línea: http://dx.doi.org/10.1007/0-387-27622-X Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34741 Cooperative Stochastic Differential Games [documento electrónico] / David W.K. Yeung ; SpringerLink (Online service) ; Leon A. Petrosyan . - New York, NY : Springer New York, 2006 . - XIII, 242 p : online resource. - (Springer Series in Operations Research and Financial Engineering, ISSN 1431-8598) .
ISBN : 978-0-387-27622-9
Idioma : Inglés (eng)
Palabras clave: Mathematics Operations research Decision making Applied mathematics Engineering Game theory Management science Economic Research, Science Applications of Theory, Economics, Social and Behav. Sciences Theory/Quantitative Economics/Mathematical Methods Operation Research/Decision Theory Clasificación: 51 Matemáticas Resumen: Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering, science, and business by focusing on the methods that are best suited to practical problems. For this new edition the book has been thoroughly updated throughout. There are new chapters on nonlinear interior methods and derivative-free methods for optimization, both of which are used widely in practice and the focus of much current research. Because of the emphasis on practical methods, as well as the extensive illustrations and exercises, the book is accessible to a wide audience. It can be used as a graduate text in engineering, operations research, mathematics, computer science, and business. It also serves as a handbook for researchers and practitioners in the field. The authors have strived to produce a text that is pleasant to read, informative, and rigorous - one that reveals both the beautiful nature of the discipline and its practical side Nota de contenido: Deterministic and Stochastic Differential Games -- Cooperative Differential Games in Characteristic Function Form -- Two-person Cooperative Differential Games with Discounting -- Two-person Cooperative Stochastic Differential Games -- Multiplayer Cooperative Stochastic Differential Games -- Cooperative Stochastic Differential Games with Nontransferable Payoffs En línea: http://dx.doi.org/10.1007/0-387-27622-X Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34741 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Subgame Consistent Economic Optimization : An Advanced Cooperative Dynamic Game Analysis Tipo de documento: documento electrónico Autores: David W.K. Yeung ; SpringerLink (Online service) ; Leon A. Petrosyan Editorial: Boston : Birkhäuser Boston Fecha de publicación: 2012 Colección: Static & Dynamic Game Theory: Foundations & Applications Número de páginas: XVI, 395 p. 2 illus Il.: online resource ISBN/ISSN/DL: 978-0-8176-8262-0 Idioma : Inglés (eng) Palabras clave: Mathematics Applied mathematics Engineering Game theory Mathematical optimization Theory, Economics, Social and Behav. Sciences Theory Optimization Applications of Clasificación: 51 Matemáticas Resumen: The prevalence of imperfect structures, externalities, and imperfect information in existing market systems prevents the market from serving as an efficient mechanism for resource allocation. In the presence of such failures, optimization of economic activities provides an effective remedial measure. Cooperative optimization suggests the possibility of socially optimal and individually rational solutions to decision problems involving strategic action over time; however, to guarantee that cooperation will last throughout the agreement period, the stringent condition of subgame consistency is required. This textbook presents a treatise on subgame consistent economic optimization, developing game-theoretic optimization techniques to establish the foundation for an effective policy menu to tackle sub-optimal circumstances that the conventional market mechanism fails to resolve. Topics covered include: * dynamic optimization; * group optimality and individual rationality; * time (optimal-trajectory-subgame) consistent economic optimization; * dynamic economic optimization under uncertainty and subgame consistency; * dynamically stable joint ventures; * collaborative environmental management; * discrete-time subgame consistent economic optimization. This is the first book to thoroughly address the topic of subgame consistent economic optimization. It will be of particular interest as a research reference for game theorists, economists, mathematicians, policy makers, and corporate planners. With ample problems and exercises, it is also a useful text for graduate students in game theory Nota de contenido: Preface -- Introduction.- 1 Dynamic Strategic Interactions in Economic System.- 2 Dynamic Economic Optimization: Group Optimality and Individual Rationality -- 3 Time Consistency and Optimal-Trajectory-Subgame Consistent Economic Optimization -- 4 Dynamically Stable Cost-saving Joint Venture -- 5 Collaborative Environmental Management -- 6 Dynamically Stable Dormant Firm Cartel -- 7 Subgame Consistent Economic Optimization Under Uncertainty -- 8 Cost-saving Joint Venture Under Uncertainty -- 9 Collaborative Environmental Management Under Uncertainty -- 10 Subgame Consistent Dormant Firm Cartel -- 11 Dynamic Consistency in Discrete-time Cooperative Games -- 12 Discrete-time Cooperative Games Under Uncertainty -- Technical Appendices -- References -- Index En línea: http://dx.doi.org/10.1007/978-0-8176-8262-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32677 Subgame Consistent Economic Optimization : An Advanced Cooperative Dynamic Game Analysis [documento electrónico] / David W.K. Yeung ; SpringerLink (Online service) ; Leon A. Petrosyan . - Boston : Birkhäuser Boston, 2012 . - XVI, 395 p. 2 illus : online resource. - (Static & Dynamic Game Theory: Foundations & Applications) .
ISBN : 978-0-8176-8262-0
Idioma : Inglés (eng)
Palabras clave: Mathematics Applied mathematics Engineering Game theory Mathematical optimization Theory, Economics, Social and Behav. Sciences Theory Optimization Applications of Clasificación: 51 Matemáticas Resumen: The prevalence of imperfect structures, externalities, and imperfect information in existing market systems prevents the market from serving as an efficient mechanism for resource allocation. In the presence of such failures, optimization of economic activities provides an effective remedial measure. Cooperative optimization suggests the possibility of socially optimal and individually rational solutions to decision problems involving strategic action over time; however, to guarantee that cooperation will last throughout the agreement period, the stringent condition of subgame consistency is required. This textbook presents a treatise on subgame consistent economic optimization, developing game-theoretic optimization techniques to establish the foundation for an effective policy menu to tackle sub-optimal circumstances that the conventional market mechanism fails to resolve. Topics covered include: * dynamic optimization; * group optimality and individual rationality; * time (optimal-trajectory-subgame) consistent economic optimization; * dynamic economic optimization under uncertainty and subgame consistency; * dynamically stable joint ventures; * collaborative environmental management; * discrete-time subgame consistent economic optimization. This is the first book to thoroughly address the topic of subgame consistent economic optimization. It will be of particular interest as a research reference for game theorists, economists, mathematicians, policy makers, and corporate planners. With ample problems and exercises, it is also a useful text for graduate students in game theory Nota de contenido: Preface -- Introduction.- 1 Dynamic Strategic Interactions in Economic System.- 2 Dynamic Economic Optimization: Group Optimality and Individual Rationality -- 3 Time Consistency and Optimal-Trajectory-Subgame Consistent Economic Optimization -- 4 Dynamically Stable Cost-saving Joint Venture -- 5 Collaborative Environmental Management -- 6 Dynamically Stable Dormant Firm Cartel -- 7 Subgame Consistent Economic Optimization Under Uncertainty -- 8 Cost-saving Joint Venture Under Uncertainty -- 9 Collaborative Environmental Management Under Uncertainty -- 10 Subgame Consistent Dormant Firm Cartel -- 11 Dynamic Consistency in Discrete-time Cooperative Games -- 12 Discrete-time Cooperative Games Under Uncertainty -- Technical Appendices -- References -- Index En línea: http://dx.doi.org/10.1007/978-0-8176-8262-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32677 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
