Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security / / by Vassili N. Kolokoltsov, Oleg A. Malafeyev |
Autore | Kolokoltsov Vassili N |
Edizione | [1st ed. 2019.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
Descrizione fisica | 1 online resource (206 pages) |
Disciplina | 300.15193 |
Collana | Springer Series in Operations Research and Financial Engineering |
Soggetto topico |
Game theory
Probabilities Calculus of variations Game Theory, Economics, Social and Behav. Sciences Probability Theory and Stochastic Processes Calculus of Variations and Optimal Control; Optimization |
ISBN | 3-030-12371-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. Introduction: Main Models and LLN Methology -- Part I: Multi-agent Interaction and Nonlinear Markov Games -- 2. Best Response Principals -- 3. Dynamic Control of Major Players -- 4. Models of Growth Under Pressure -- Par II: Pools of Rational Optimizers -- 5. MFGs for Finite-state Models -- 6. Three State Model of Corruption and Inspection -- 7. Four State Model of Cyber-security -- 8. Turnpick Theory for MFGs on Two-dimensional Networks. |
Record Nr. | UNINA-9910338256103321 |
Kolokoltsov Vassili N | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Semiclassical Analysis for Diffusions and Stochastic Processes [[electronic resource] /] / by Vassili N. Kolokoltsov |
Autore | Kolokoltsov Vassili N |
Edizione | [1st ed. 2000.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
Descrizione fisica | 1 online resource (VIII, 356 p.) |
Disciplina | 519.23 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Mathematical analysis
Analysis (Mathematics) Probabilities Analysis Probability Theory and Stochastic Processes |
ISBN | 3-540-46587-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Gaussian diffusions -- Boundary value problem for Hamiltonian systems -- Semiclassical approximation for regular diffusion -- Invariant degenerate diffusion on cotangent bundles -- Transition probability densities for stable jump-diffusions -- Semiclassical asymptotics for the localised Feller-Courrège processes -- Complex stochastic diffusion or stochastic Schrödinger equation -- Some topics in semiclassical spectral analysis -- Path integration for the Schrödinger, heat and complex diffusion equations. |
Record Nr. | UNISA-996466662203316 |
Kolokoltsov Vassili N | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Semiclassical Analysis for Diffusions and Stochastic Processes / / by Vassili N. Kolokoltsov |
Autore | Kolokoltsov Vassili N |
Edizione | [1st ed. 2000.] |
Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 |
Descrizione fisica | 1 online resource (VIII, 356 p.) |
Disciplina | 519.23 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Mathematical analysis
Analysis (Mathematics) Probabilities Analysis Probability Theory and Stochastic Processes |
ISBN | 3-540-46587-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Gaussian diffusions -- Boundary value problem for Hamiltonian systems -- Semiclassical approximation for regular diffusion -- Invariant degenerate diffusion on cotangent bundles -- Transition probability densities for stable jump-diffusions -- Semiclassical asymptotics for the localised Feller-Courrège processes -- Complex stochastic diffusion or stochastic Schrödinger equation -- Some topics in semiclassical spectral analysis -- Path integration for the Schrödinger, heat and complex diffusion equations. |
Record Nr. | UNINA-9910146313503321 |
Kolokoltsov Vassili N | ||
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2000 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|