Kategoria BISAC: Mathematics >> Game Theory

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.

Wer Querverbindungen in der Mathematik mag, den interessiert mit Sicherheit auch das lineare Komplementaritatsproblem. Denn viele mathematische Problemstellungen, die auf den ersten Blick nichts miteinander zu tun haben, lassen sich in ein lineares Komplementaritatsproblem uberfuhren. Das Buch stellt erstmals auf Deutsch viele dieser Problemstellungen vor. Zur Losung werden sowohl direkte als auch iterative Verfahren betrachtet. Die Losungen zu den in den Kapiteln gestellten Aufgaben sind ausgearbeitet, detaillierte Abbildungen runden das Buch ab.

A path player game is a new innovative type of game which considers network flow problems from the viewpoint of network owners. This strategy enables modeling real-world problems and has many practical applications.

Key features:

* Presents a rigorous exposition of the theoretical foundations of the concept of a path player game;

* Suggests 18 practical open problems for future research in such areas as traffic planning, computation of equilibria, and optimization;

* Examines potentials for games on polyhedra as well as integer versions of generalized Nash...

Game Theoretic Risk Analysis of Security Threats introduces reliability and risk analysis in the face of threats by intelligent agents. More specifically, game-theoretic models are developed for identifying optimal and/or equilibrium defense and attack strategies in systems of varying degrees of complexity. The book covers applications to networks, including problems in both telecommunications and transportation. However, the book's primary focus is to integrate game theory and reliability methodologies into a set of techniques to predict, detect, diminish, and stop intentional...

Homeland security, transportation, and city planning depend upon well-designed evacuation routes. You can t wait until the day of to realize your plan won t work. Designing successful evacuation plans requires an in-depth understanding of models and control designs for the problems of traffic flow, construction and road closures, and the intangible human factors. Pedestrian Dynamics: Mathematical Theory and Evacuation Control clearly delineates the derivation of mathematical models for pedestrian dynamics and how to use them to design feedback controls for evacuations.