Overview
- Offers a unified theory of information structures for stochastic control
- Explores and unifies the progress made in the field of stochastic decision making over several decades
- Provides a mathematically rigorous treatment of the interaction between information
Part of the book series: Systems & Control: Foundations & Applications (SCFA)
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Keywords
- stochastic control theory
- decentralized stochastic control
- stochastic game theory
- control under information constraints
- information structures
- information and signaling games
About this book
This 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.
Authors and Affiliations
About the authors
Serdar Yüksel is Professor in the Department of Mathematics and Statistics at Queen's University.
Tamer Başar is the Swanlund Endowed Chair Emeritus and Center for Advanced Study Professor Emeritus in the Department of Electrical and Computer Engineering at the University of Illinois Urbana-Champaign
Bibliographic Information
Book Title: Stochastic Teams, Games, and Control under Information Constraints
Authors: Serdar Yüksel, Tamer Başar
Series Title: Systems & Control: Foundations & Applications
Publisher: Birkhäuser Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2024
Hardcover ISBN: 978-3-031-54070-7Due: 04 July 2024
Softcover ISBN: 978-3-031-54073-8Due: 04 July 2024
eBook ISBN: 978-3-031-54071-4Due: 04 July 2024
Series ISSN: 2324-9749
Series E-ISSN: 2324-9757
Edition Number: 1
Number of Pages: XXVIII, 985
Number of Illustrations: 1 b/w illustrations