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020 _a9783031540714
_9978-3-031-54071-4
024 7 _a10.1007/978-3-031-54071-4
_2doi
050 4 _aQ295
050 4 _aQA402.3-402.37
072 7 _aGPFC
_2bicssc
072 7 _aSCI064000
_2bisacsh
072 7 _aGPFC
_2thema
100 1 _aYüksel, Serdar.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_979785
245 1 0 _aStochastic Teams, Games, and Control under Information Constraints
_h[electronic resource] /
_cby Serdar Yüksel, Tamer Başar.
250 _a1st ed. 2024.
264 1 _aCham :
_bSpringer Nature Switzerland :
_bImprint: Birkhäuser,
_c2024.
300 _aXXX, 927 p. 6 illus., 5 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSystems & Control: Foundations & Applications,
_x2324-9757
505 0 _aIntroduction -- Part I: Stochastic Teams and a Mathematical Theory of Information Structures -- An Introduction to Stochastic Team Theory and Solutions to Static Teams -- Information Structures in Decentralized Stochastic Control -- Existence, Structure, and Approximations to Optimality: Strategic Measures in Decentralized Stochastic Control -- Control Policy Topologies and Dynamic Programming Methods in Decentralized Stochastic Control -- Many-Agent Convex and Non-Convex Exchangeable (Mean-Field) Teams and Optimality of Symmetric Policies -- Comparison of Information Structures and Their Blackwell Ordering -- Continuity, Existence, and Topological Properties of Optimal Cost on the Space of Information Structures -- Part II: Stochastic Game Theory and Information Structures -- An Introduction to Stochastic Game Theory -- Information Structures in Stochastic Dynamic Games, Equilibrium Concepts, and Informational Properties -- Information Structure Dependent Properties: Existence, Comparison, Continuity of Equilibria and Team-against-Team Games -- Part III: Information Design via Information Theory in Networked Systems and Control -- Coding for Control and Connections with Information Theory -- Stochastic Stabilization of Linear Systems under Information Constraints -- Stochastic Stabilization of Non-Linear Systems: Information Theoretic versus Stochastic Geometric Analysis -- Optimal Real-Time Coding and Control under Information Constraints: Structural and Existence Results -- Optimal LQG Coding and Control: Separation Results, Information Theoretic Methods, and Optimality of Linear Policies -- Optimal Coding under Small Estimation Error and Observability Criteria -- Part IV: Information and Signaling Games -- Signaling Games: Equilibria under Misaligned Criteria or Mismatched Priors between an Encoder and a Decoder -- Two Classes of Signaling Games: Reputation and Information Privacy Games -- Zero-Sum Information Games: Jamming and Witsenhausen's Counterexample as a Game -- Appendix A:Topological Notions and Optimizations -- Appendix B: Probability Theory and Stochastic Processes -- Appendix C: On Spaces of Probability Measures -- Appendix D: Markov Chains, Martingales, and Ergodic Processes -- Appendix E: Markov Decision Theory and Optimality of Markov Policies -- Appendix F: Stochastic Stability of Markov Chains and Random-Time State-Dependent Stochastic Drift -- Appendix G: Topological and Metric Entropy in Dynamical Systems.
520 _aThis monograph presents a mathematically rigorous and accessible treatment of the interaction between information, decision, control, and probability in single-agent and multi-agent systems. The book provides a comprehensive and unified theory of information structures for stochastic control, stochastic teams, stochastic games, and networked control systems. Part I of the text is concerned with a general mathematical theory of information structures for stochastic teams, leading to systematic characterizations and classifications, geometric and topological properties, implications on existence, approximations and relaxations, their comparison, and regularity of optimal solutions in information. Information structures in stochastic games are then considered in Part II, and the dependence of equilibrium solutions and behavior on information is demonstrated. Part III studies information design through information theory in networked control systems – both linear and nonlinear – and discusses optimality and stability criteria. Finally, Part IV introduces information and signaling games under several solution concepts, with applications to prior mismatch, cost mismatch and privacy, reputation games and jamming. This text will be a valuable resource for researchers and graduate students interested in control theory, information theory, statistics, game theory, and applied mathematics. Readers should be familiar with the basics of linear systems theory, stochastic processes, and Markov chains.
650 0 _aSystem theory.
_966519
650 0 _aControl theory.
_968675
650 0 _aGame theory.
650 0 _aCoding theory.
_965513
650 0 _aInformation theory.
_957783
650 0 _aControl engineering.
650 1 4 _aSystems Theory, Control.
_968676
650 2 4 _aGame Theory.
650 2 4 _aCoding and Information Theory.
_965515
650 2 4 _aControl and Systems Theory.
_965868
700 1 _aBaşar, Tamer.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_979786
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783031540707
776 0 8 _iPrinted edition:
_z9783031540721
776 0 8 _iPrinted edition:
_z9783031540738
830 0 _aSystems & Control: Foundations & Applications,
_x2324-9757
_979787
856 4 0 _uhttps://doi.org/10.1007/978-3-031-54071-4
912 _aZDB-2-SMA
912 _aZDB-2-SXMS
999 _c61227
_d61227