Authors:
- Describes a systematic continuous-space approximation approach to the theory of mean field games
- Provides real world problems for analysis of major and minor agents in varying models
- Provides applications throughout text for wide-ranging functions and industries
Part of the book series: Springer Series in Operations Research and Financial Engineering (ORFE)
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Table of contents (8 chapters)
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Front Matter
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Multi-agent Interaction and Nonlinear Markov Games
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Front Matter
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Pools of Rational Optimizers
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Front Matter
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Back Matter
About this book
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.
Reviews
“This book is really worthy to be recommended to all who would want to extend their knowledge in game theory, decision sciences, economics and management sciences.” (Tadeusz Radzik, zbMATH 1431.91004, 2020)
Authors and Affiliations
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Department of Statistics, University of Warwick, Coventry, UK
Vassili N. Kolokoltsov
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Faculty of Applied Mathematics and Control Processes, Saint Petersburg State University, Saint Petersburg, Russia
Oleg A. Malafeyev
About the authors
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.Bibliographic Information
Book Title: Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
Authors: Vassili N. Kolokoltsov, Oleg A. Malafeyev
Series Title: Springer Series in Operations Research and Financial Engineering
DOI: https://doi.org/10.1007/978-3-030-12371-0
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2019
Hardcover ISBN: 978-3-030-12370-3Published: 10 April 2019
Softcover ISBN: 978-3-030-12373-4Published: 14 August 2020
eBook ISBN: 978-3-030-12371-0Published: 30 March 2019
Series ISSN: 1431-8598
Series E-ISSN: 2197-1773
Edition Number: 1
Number of Pages: XIX, 196
Number of Illustrations: 1 b/w illustrations
Topics: Game Theory, Economics, Social and Behav. Sciences, Probability Theory and Stochastic Processes, Calculus of Variations and Optimal Control; Optimization