Many Agent Games in Socio-Economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
暫譯: 社會經濟系統中的多代理遊戲:腐敗、檢查、聯盟建設、網絡增長、安全性
Kolokoltsov, Vassili N., Malafeyev, Oleg A.
相關主題
商品描述
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and nonlinear Markov games. Exhibiting various real world problems involving major and minor agents, this book presents a systematic continuous-space approximation approach for mean-field interacting agents models and mean-field games models. After describing Markov-chain methodology and a modeling of mean-field interacting systems, the text presents various structural conditions on the chain to yield respective socio-economic models, focusing on migration models via binary interactions. The specific applications are wide-ranging - including inspection and corruption, cyber-security, counterterrorism, coalition building and network growth, minority games, and investment policies and optimal allocation - making this book relevant to a wide audience of applied mathematicians interested in operations research, computer science, national security, economics, and finance.
商品描述(中文翻譯)
隨著對涉及大量小型參與者的系統的關注增加,產生了均場博弈(mean field games)、均場類型控制(mean field type control)和非線性馬可夫博弈(nonlinear Markov games)的理論。本書展示了涉及主要和次要代理的各種現實世界問題,並提出了一種系統性的連續空間近似方法,適用於均場互動代理模型(mean-field interacting agents models)和均場博弈模型(mean-field games models)。在描述馬可夫鏈方法論和均場互動系統建模後,文本提出了鏈的各種結構條件,以產生相應的社會經濟模型,重點關注通過二元互動的移民模型。具體應用範圍廣泛,包括檢查和貪污、網絡安全、反恐、聯盟建設和網絡增長、少數人博弈以及投資政策和最佳配置,使本書對於對運籌學、計算機科學、國家安全、經濟學和金融感興趣的應用數學家具有廣泛的相關性。
作者簡介
Vassili N. Kolokoltsov is a Professor with the Department of Statistics, University of Warwick. During his career he held various research and teaching positions in Russia, Germany, France, Mexico and UK. He received the St. Petersburg University award for "Research Work in 2011" for the book Understanding Game Theory, written jointly with O. A. Malafeyev.
Oleg A. Malafeyev is the Head of the Department of Mathematical Modeling at St. Petersburg University (Faculty of Applied Mathematics and Control Processes). He is author of more than 200 research works, and several lecture notes, textbooks, and monographs regarding games and mathematical modeling. He received the St. Petersburg University award for "Research Work in 2011" for his book Understanding Game Theory, written jointly with V. N. Kolokoltsov.作者簡介(中文翻譯)
Vassili N. Kolokoltsov 是華威大學統計系的教授。在他的職業生涯中,他曾在俄羅斯、德國、法國、墨西哥和英國擔任各種研究和教學職位。他因與 O. A. Malafeyev 共同撰寫的書籍《Understanding Game Theory》而獲得聖彼得堡大學2011年「研究工作獎」。
Oleg A. Malafeyev 是聖彼得堡大學數學建模系的主任(應用數學與控制過程學院)。他是200多篇研究作品的作者,並撰寫了幾本講義、教科書和關於遊戲及數學建模的專著。他因與 V. N. Kolokoltsov 共同撰寫的書籍《Understanding Game Theory》而獲得聖彼得堡大學2011年「研究工作獎」。