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A Course in Stochastic Game Theory

Eilon Solan (Tel-Aviv University)

$150.95

Hardback

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English
Cambridge University Press
26 May 2022
Stochastic games have an element of chance: the state of the next round is determined probabilistically depending upon players' actions and the current state. Successful players need to balance the need for short-term payoffs while ensuring future opportunities remain high. The various techniques needed to analyze these often highly non-trivial games are a showcase of attractive mathematics, including methods from probability, differential equations, algebra, and combinatorics. This book presents a course on the theory of stochastic games going from the basics through to topics of modern research, focusing on conceptual clarity over complete generality. Each of its chapters introduces a new mathematical tool – including contracting mappings, semi-algebraic sets, infinite orbits, and Ramsey's theorem, among others – before discussing the game-theoretic results they can be used to obtain. The author assumes no more than a basic undergraduate curriculum and illustrates the theory with numerous examples and exercises, with solutions available online.

By:  
Imprint:   Cambridge University Press
Country of Publication:   United Kingdom
Edition:   New edition
Dimensions:   Height: 235mm,  Width: 158mm,  Spine: 20mm
Weight:   570g
ISBN:   9781316516331
ISBN 10:   1316516334
Series:   London Mathematical Society Student Texts
Pages:   275
Publication Date:  
Audience:   College/higher education ,  Primary
Format:   Hardback
Publisher's Status:   Active

Eilon Solan is the Nathan and Lily Silver Chair in Stochastic Models in the School of Mathematical Sciences at Tel Aviv University. He has more than 20 years' experience of teaching and research in stochastic games and he co-authored the undergraduate textbook Game Theory (Cambridge, second edition 2020). Professor Solan is also Founder and Director of the Good to Know project, which aims to make important ideas in science accessible to children and adolescents.

Reviews for A Course in Stochastic Game Theory

'The book presents a course on the theory of stochastic games. It is self-contained and accessible at an undergraduate level. Instead of seeking the most general results and the broadest spectrum of knowledge in the field, the author prefers firstly to focus with great care on the most central aspects of the theory and then analyses more specifically some particular classes of stochastic games.' Catherine Rainer, zbMATH


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