Stochastic Game Strategies and their Applications

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. H8 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. General Theory of Stochastic Games. 1. Introduction. 2. Introduction to Stochastic Games in Linear Stochastic Systems. 3. Introduction to Stochastic Games in Nonlinear Stochastic Systems. Part II. Stochastic Game Strategies in Control System Designs. 4. Robust Adaptive Tracking Control Design of Robot Systems under Parameter Perturbation and External Disturbance: A Minimax H∞ Dynamic Game Approach. 5. A Robust Adaptive H∞ Tracking Control Design Based on Minimax H∞ Game for Wheeled Vehicles with Trailer. 6. Stochastic Nash Game Approach to Stochastic H2/H∞ Robust Control Design for Linear Systems with State-Dependent Wiener Noise and External Disturbance. 7. Fuzzy multi-player Stochastic Noncooperative and Cooperative H2 Game Strategies for Nonlinear Stochastic Observer-based Control Systems. 8. Stochastic Non-cooperative and Cooperative Multi-player H∞ Game Strategy Design for Nonlinear Stochastic Jump Diffusion Control Systems with External Disturbance. Part III.Stochastic Game Strategies in Signaling Processing and Communication. 9. Robust Design of Deconvolution Filters in Signal Transmission Systems under Stochastic Parametric and Noise Uncertainties: Stochastic Game Approach. 10. Robust Equalizer Designs via Minimax Stochastic quadratic H2 Game Approach for MIMO Wireless Communications With Time-Varying Uncertain Channel. 11. Min-max l2 Game Approach to Robust Relative Location Estimation Problem in Wireless Sensor Networks. Part IV. Stochastic Game Strategies in Management and Financial Systems. Chapter 12. Stochastic H∞ Game Approach to Robust Resource Management Control for CO2 Emission and Reduction of Greenhouse Effect. Chapter 13. Noncooperative and Cooperative Energy Management Strategy of Smart Power Network. Chapter 14. Robust Model Reference Investment Strategy of Nonlinear Stochastic Financial Systems: Stochastic H∞ Game Approach. Chapter 15. Multi-person Noncooperative H∞ Stochastic Game Strategy of Stochastic Financial Systems with Random Fluctuations: Multiobjective Optimization Approach. Part V. Stochastic Game Strategies in Biological Systems. 16. Robust Reference Therapeutic Control of Immune Systems under Environmental Disturbances via Dynamic H∞ Game Strategy. 17. Robust Synthetic Genetic Circuit Design: Stochastic H∞ Game Approach. 18. On the Natural Selection Strategy in Stochastic H∞ Evolutionary Game of a Population of Biological Networks. 19. On the Nonlinear Stochastic H∞ Game Strategy of Evolutionary Biological Network in Carcinogenic Process. 20. Noncooperative and Cooperative Stochastic H∞ Evolutionary Game Strategies of a Population of Evolutionary Biological Networks. Reference.