Category: Game Theory

  • Multi-Agent Machine Learning: A Reinforcement Approach by H. M. Schwartz

    By H. M. Schwartz

    The e-book starts with a bankruptcy on conventional tools of supervised studying, masking recursive least squares studying, suggest sq. mistakes tools, and stochastic approximation. bankruptcy 2 covers unmarried agent reinforcement studying. issues contain studying worth features, Markov video games, and TD studying with eligibility strains. bankruptcy three discusses participant video games together with participant matrix video games with either natural and combined suggestions. quite a few algorithms and examples are provided. bankruptcy four covers studying in multi-player video games, stochastic video games, and Markov video games, concentrating on studying multi-player grid games—two participant grid video games, Q-learning, and Nash Q-learning. bankruptcy five discusses differential video games, together with multi participant differential video games, actor critique constitution, adaptive fuzzy keep watch over and fuzzy interference platforms, the evader pursuit video game, and the protecting a territory video games. bankruptcy 6 discusses new principles on studying inside robot swarms and the cutting edge suggestion of the evolution of character traits.

    • Framework for figuring out quite a few equipment and methods in multi-agent desktop learning.

    • Discusses tools of reinforcement studying comparable to a couple of types of multi-agent Q-learning

    • Applicable to analyze professors and graduate scholars learning electric and laptop engineering, computing device technological know-how, and mechanical and aerospace engineering

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  • Mathematics for Econometrics by Phoebus J. Dhrymes

    By Phoebus J. Dhrymes

    This ebook offers with a couple of mathematical issues which are of significant significance within the learn of classical econometrics. there's a long bankruptcy on matrix algebra, which takes the reader from the main undemanding features to the partitioned inverses, attribute roots and vectors, symmetric, and orthogonal and confident (semi) yes matrices. The publication additionally covers pseudo-inverses, options to structures of linear equations, suggestions of vector distinction equations with consistent coefficients and random forcing features, matrix differentiation, and permutation matrices. Its novel good points contain an creation to asymptotic expansions, and examples of functions to the general-linear version (regression) and the final linear structural econometric version (simultaneous equations).

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  • Stochastic Partial Differential Equations: An Introduction by Wei Liu,Michael Röckner

    By Wei Liu,Michael Röckner

    This booklet presents an advent to the speculation of stochastic partial differential equations (SPDEs) of evolutionary sort. SPDEs are one of many major study instructions in chance thought with a number of extensive ranging purposes. many sorts of dynamics with stochastic impression in nature or man-made complicated structures will be modelled via such equations. the idea of SPDEs relies either at the concept of deterministic partial differential equations, in addition to on smooth stochastic research.

    Whilst this quantity in most cases follows the ‘variational approach’, it additionally features a brief account at the ‘semigroup (or light resolution) approach’. specifically, the amount encompasses a entire presentation of the most lifestyles and area of expertise ends up in the case of in the community monotone coefficients. numerous different types of generalized coercivity stipulations are proven to assure non-explosion, but additionally a scientific method of deal with SPDEs with explosion in finite time is built. it's, up to now, the one ebook the place the latter and the ‘locally monotone case’ is gifted in a close and entire method for SPDEs. The extension to this extra common framework for SPDEs, for instance, compared to the well known case of worldwide monotone coefficients, considerably widens the applicability of the consequences. moreover, it results in a unified method and to simplified proofs in lots of classical examples. those comprise numerous SPDEs now not lined by means of the ‘globally monotone case’, akin to, for exa

    mple, stochastic Burgers or stochastic 2nd and 3D Navier-Stokes equations, stochastic Cahn-Hilliard equations and stochastic floor progress versions.

    To continue the booklet self-contained and conditions low, helpful effects approximately SDEs in finite dimensions also are incorporated with whole proofs in addition to a bankruptcy on stochastic integration on Hilbert areas. additional basics (for instance, an in depth account at the Yamada-Watanabe theorem in limitless dimensions) utilized in the publication have additional proofs within the appendix. The e-book can be utilized as a textbook for a one-year graduate course.

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  • Mathematik für Wirtschaftswissenschaftler by Thorsten Pampel

    By Thorsten Pampel

    Ob Betriebs- oder Volkswirtschaftslehre, in den Wirtschaftswissenschaften wird mehr Mathematik verwendet, als viele Studierende erwarten. Schon in den ersten Semestern werden mathematische Methoden genutzt, z. B. um Marktgleichgewichte zu bestimmen. Das Lehrbuch behandelt mathematisches Basiswissen und einige Erweiterungen wie etwa Eigenwerte und Eigenvektoren. Dabei erläutert jedes Kapitel ökonomische Fragestellungen, zu deren Lösung der jeweilige Stoff des Abschnitts Anwendung findet. Mit farbigen Abbildungen und kompakter Formelsammlung.

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  • Finanzderivate mit MATLAB: Mathematische Modellierung und by Michael Günther,Ansgar Jüngel

    By Michael Günther,Ansgar Jüngel

    In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre mathematische Behandlung erfahren möchten. Es werden moderne numerische Methoden vorgestellt, mit denen die entsprechenden Bewertungsgleichungen in der Programmierumgebung MATLAB gelöst werden können. In der Neuauflage wurde insbesondere das Kapitel eight um Fallstudien erweitert, die auf gewisse Aspekte der Finanzkrise Bezug nehmen.


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  • Neutral and Indifference Portfolio Pricing, Hedging and by Srdjan Stojanovic

    By Srdjan Stojanovic

    This e-book is written for quantitative finance execs, scholars, educators, and mathematically prone person traders. it's approximately a few of the newest advancements in pricing, hedging, and making an investment in incomplete markets. in regards to pricing, frameworks are totally elaborated: impartial and indifference pricing. in regards to hedging, the main conservative and comfortable hedging formulation are derived. with reference to making an investment, the impartial pricing technique is additionally regarded as a device for connecting industry asset costs with optimum positions in such assets.

    Srdjan D. Stojanovic is Professor within the division of Mathematical Sciences at collage of Cincinnati (USA) and Professor within the heart for monetary Engineering at Suzhou college (China).

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  • Statistik für Wirtschaftswissenschaftler: Eine by Irene Rößler,Albrecht Ungerer

    By Irene Rößler,Albrecht Ungerer

    Im Buch werden die grundlegenden Begriffe und Verfahren der deskriptiven und induktiven Statistik dargestellt und durch viele ausführliche Beispiele erläutert. Statistik soll als Managementtechnik die Fähigkeiten fördern, den möglichen Einfluss des Datenentstehungs- und Auswertungsprozesses auf das Ergebnis zu erkennen sowie vorgegebene Datensätze hinsichtlich gewünschter Informationen selbstständig auszuwerten und die Ergebnisse im Sachzusammenhang zu interpretieren. Dabei helfen nach der Darstellung der grundlegenden
    Konzepte ausgewählte Anwendungsbeispiele aus der Wirtschaftsstatistik.
    Das Lehrbuch ist so konzipiert, dass eine Quer- und Längsschnittsintegration in die meisten Bachelor-Curricula für Wirtschaftswissenschaftler an deutschsprachigen Hochschulen gewährleistet ist. Zusätzliche Lern- und Präsentationshilfen im web erleichtern das Selbststudium und den Einsatz des Buches als Ergänzungslektüre zu einer entsprechenden Lehrveranstaltung. Neu in der 2. Auflage sind Managementsummaries mit Bezug zur kommentierten Formelsammlung im web sowie zu jedem Kapitel Aufgaben mit
    ausführlichen Lösungen.
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  • Finanzmathematik: Vom klassischen Sparbuch zum modernen by Kirsten Wüst

    By Kirsten Wüst

    Eine anwendungsorientierte Einführung in die Finanzmathematik: Das Lehrbuch verbindet die klassischen Themen der Finanzmathematik mit einem produktbezogenen Ansatz. Einfach und verständlich werden die Charakteristika der Finanzprodukte aufgezeigt und die mathematischen Grundlagen für die Einführung in die Zinsrechnung erklärt. Die Anwendungsmöglichkeiten der Investitions-, Renten- und Tilgungsrechnung werden sehr anschaulich und durch zahlreiche Übungsaufgaben vermittelt. Die Themen werden durch einen Ausblick auf moderne Zinsderivate abgerundet.
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  • Irrational Exuberance Reconsidered: The Cross Section of by Mathias Külpmann

    By Mathias Külpmann

    Mathias Külpmann offers a framework to guage no matter if the inventory marketplace is according to underlying basics. the hot and revised variation deals an up to the moment creation to the talk among rational asset pricing and behavioural finance. Empirical proof of inventory industry overreaction are investigated in the paradigms of rational asset pricing and behavioural finance. even though this monograph won't promise the reader to develop into a millionaire, it deals a street to procure a deeper figuring out of the forces which force inventory returns. it may be of curiosity to somebody attracted to what drives functionality within the inventory market.

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  • Global Game Industries and Cultural Policy (Palgrave Global by Anthony Fung

    By Anthony Fung

    This is the 1st e-book that sheds mild on worldwide video game industries and cultural coverage. The scope covers the rising and converging idea and types on cultural industries and its improvement, and their connection to nationwide cultural coverage and globalization. the first concentration of the ebook is on Asian cultural coverage and industries whereas there are implicit comparisons during the e-book to match Asia to different international markets. This publication is aimed toward complicated undergraduates, graduate scholars and school participants in courses addressing cultural coverage and electronic video games. it's going to even be of curiosity to these in the cultural coverage neighborhood and to electronic video games professionals. 

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