top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Advances in Game Theory. (AM-52), Volume 52 / / Melvin Dresher, Albert William Tucker, Lloyd S. Shapley
Advances in Game Theory. (AM-52), Volume 52 / / Melvin Dresher, Albert William Tucker, Lloyd S. Shapley
Pubbl/distr/stampa Princeton, NJ : , : Princeton University Press, , [2016]
Descrizione fisica 1 online resource (693 pages) : illustrations
Disciplina 512.8
Collana Annals of Mathematics Studies
Soggetto topico Game theory
Soggetto non controllato Almost surely
Automorphism
Axiom
Basis (linear algebra)
Bayesian probability
Big O notation
Bounded set (topological vector space)
Calculation
Cartesian product
Characteristic function (probability theory)
Complete theory
Conditional probability distribution
Continuous function (set theory)
Continuum hypothesis
Cooperative game
Coset
Counterexample
Cumulative distribution function
Decision rule
Decision-making
Determinacy
Diagram (category theory)
Differential game
Distribution function
Dyadic rational
Equation solving
Equation
Equilibrium point
Estimation
Existence theorem
Family of sets
Foundations of mathematics
Function (mathematics)
Fundamental theorem
Game show
Hamilton–Jacobi equation
Harmonic function
Independence (probability theory)
Inequality (mathematics)
Infimum and supremum
Initial value problem
Invertible matrix
Jacobian matrix and determinant
Joint probability distribution
Linear inequality
Linear map
Linear programming
Lipschitz continuity
Markov chain
Markov process
Markov property
Mathematical analysis
Mathematical economics
Mathematical induction
Mathematical optimization
Matrix (mathematics)
Minimax theorem
Minor (linear algebra)
Mutual exclusivity
N-vector
Open set
Outcome (probability)
Parity (mathematics)
Partially ordered set
Payment
Permutation
Preference (economics)
Prime number
Primitive root modulo n.
Probability distribution function
Probability distribution
Probability measure
Probability
Quantifier (logic)
Quantity
Random variable
Randomization
Ranking (information retrieval)
Representation theory
Sample space
Scientific notation
Search game
Set (mathematics)
Shapley value
Simultaneous equations
Skew-symmetric matrix
Solution concept
Special case
Strategy (game theory)
Subset
Summation
Superadditivity
Sylow theorems
Theorem
Theory of Games and Economic Behavior
Theory
Topology
Utility
Variable (mathematics)
Weighted arithmetic mean
ISBN 1-4008-8201-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Preface / Dresher, M. / Shapley, L. S. / Tucker, A. W. -- Contents -- 1. Some Topics in Two-Person Games / Shapley, L. S. -- 2. Games With a Random Move / Restrepo, Rodrigo A. -- 3. A Search Game / Johnson, Selmer M. -- 4. The Rendezvous Value of a Metric Space / Gross, O. -- 5. Generalized Gross Substitutability and Extremization / Nikaidò, Hukukane -- 6. Adaptive Competitive Decision / Rosenfeld, Jack L. -- 7. Infinite Games of Perfect Information / Davis, Morton -- 8. Continuous Games of Perfect Information / Mycielski, Jan -- 9. A Theory of Pursuit and Evasion / Ryll-Nardzewski, C. -- 10. A Variational Approach to Differential Games / Berkovitz, Leonard D. -- 11. A Differential Game Without Pure Strategy Solutions on an Open Set / Berkovitz, Leonard D. -- 12. The Convergence Problem for Differential Games, II / Fleming, Wendell H. -- 13. Markov Games / Zachrisson, Lars Erik -- 14. Homogeneous Games, III / Isbell, J. R. -- 15. Solutions of Compound Simple Games / Shapley, L. S. -- 16. The Tensor Composition of Nonnegative Games / Owen, Guillermo -- 17. On the Cardinality of Solutions of Four-Person Constant- Sum Games / Galmarino, Alberto Raul -- 18. The Doubly Discriminatory Solutions of the Four-Person Constant-Sum Game / Hebert, Michael H. -- 19. Three-Person Cooperative Games Without Side Payments / Stearns, R. E. -- 20. Some Thoughts on the Theory of Cooperative Games / Jentzsch, Gerd -- 21. The Bargaining Set for Cooperative Games / Aumann, Robert J. / Maschler, Michael -- 22. Stable Payoff Configurations for Quota Games / Maschler, Michael -- 23. On the Bargaining Set M0 of m-Quota Games / Peleg, Bezalel -- 24. A Property of Stability Possessed by Certain Imputations / Radstrom, Hans -- 25. Coalition Bargaining in n-Person Games / Nering, Evar D. -- 26. The n-Person Bargaining Game / Miyasawa, Koichi -- 27. Valuation of n-Person Games / Selten, Reinhard -- 28. Mixed and Behavior Strategies in Infinite Extensive Games / Aumann, Robert J . -- 29. A General Solution for Finite Noncooperative Games Based on Risk-Dominance / Harsanyi, John C.
Record Nr. UNINA-9910154750703321
Princeton, NJ : , : Princeton University Press, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Edizione [Repr. of 2. ed]
Pubbl/distr/stampa New York, : Springer, 1991 [stampa 1994]
Descrizione fisica XXIII, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
ISBN 978-03-87976-55-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0055724
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Edizione [Repr. of 2. ed]
Pubbl/distr/stampa New York, : Springer, 1991 [stampa 1994]
Descrizione fisica XXIII, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
ISBN 978-03-87976-55-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00055724
Karatzas, Ioannis  
New York, : Springer, 1991 [stampa 1994]
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Pubbl/distr/stampa New York, : Springer, 1988
Descrizione fisica xxiii, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60J65 - Brownian motion [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0269010
Karatzas, Ioannis  
New York, : Springer, 1988
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Autore Karatzas, Ioannis
Pubbl/distr/stampa New York, : Springer, 1988
Descrizione fisica xxiii, 470 p. : 10 ill. ; 24 cm
Altri autori (Persone) Shreve, Steven E.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
60J55 - Local time and additive functionals [MSC 2020]
60J65 - Brownian motion [MSC 2020]
Soggetto non controllato Brownian Motion
Continuous-time stochastic processes
Differential equations
Filtration
Girsanov theorem
Local time
Markov Processes
Markov property
Martingales
Reflected Brownian motions
Semimartingales
Stochastic Calculus
Stochastic differential equations
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00269010
Karatzas, Ioannis  
New York, : Springer, 1988
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Continuous Parameter Markov Processes and Stochastic Differential Equations / Rabi Bhattacharya, Edward C. Waymire
Continuous Parameter Markov Processes and Stochastic Differential Equations / Rabi Bhattacharya, Edward C. Waymire
Autore Bhattacharya, Rabi
Pubbl/distr/stampa Cham, : Springer, 2023
Descrizione fisica xv, 506 p. : ill. ; 24 cm
Altri autori (Persone) Waymire, Edward C.
Soggetto non controllato Central Limit Theorem
Hille-Yoshida theorem
Infinitely divisible distributions
Jump phenomena
Lévy processes
Markov processes with jumps
Markov property
Semigroups
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0278768
Bhattacharya, Rabi  
Cham, : Springer, 2023
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Continuous Parameter Markov Processes and Stochastic Differential Equations / Rabi Bhattacharya, Edward C. Waymire
Continuous Parameter Markov Processes and Stochastic Differential Equations / Rabi Bhattacharya, Edward C. Waymire
Autore Bhattacharya, Rabi
Pubbl/distr/stampa Cham, : Springer, 2023
Descrizione fisica xv, 506 p. : ill. ; 24 cm
Altri autori (Persone) Waymire, Edward C.
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020]
Soggetto non controllato Central Limit Theorem
Hille-Yoshida theorem
Infinitely divisible distributions
Jump phenomena
Lévy processes
Markov processes with jumps
Markov property
Semigroups
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00278768
Bhattacharya, Rabi  
Cham, : Springer, 2023
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Denumerable Markov Chains : with a chapter of Markov Random Fields by David Griffeath / John G. Kemeny, J. Laurie Snell, Anthony W. Knapp
Denumerable Markov Chains : with a chapter of Markov Random Fields by David Griffeath / John G. Kemeny, J. Laurie Snell, Anthony W. Knapp
Autore Kemeny, John G.
Edizione [2. ed]
Pubbl/distr/stampa New York, : Springer, 1976
Descrizione fisica xii, 484 p. ; 24 cm
Altri autori (Persone) Knapp, Anthony W.
Snell, J. Laurie
Soggetto topico 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60J05 - Discrete-time Markov processes on general state spaces [MSC 2020]
Soggetto non controllato Brownian Motion
Chains
Markov
Markov Chains
Markov property
Martingales
Measure Theory
Random Walks
Random variables
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN0268010
Kemeny, John G.  
New York, : Springer, 1976
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Denumerable Markov Chains : with a chapter of Markov Random Fields by David Griffeath / John G. Kemeny, J. Laurie Snell, Anthony W. Knapp
Denumerable Markov Chains : with a chapter of Markov Random Fields by David Griffeath / John G. Kemeny, J. Laurie Snell, Anthony W. Knapp
Autore Kemeny, John G.
Edizione [2. ed]
Pubbl/distr/stampa New York, : Springer, 1976
Descrizione fisica xii, 484 p. ; 24 cm
Altri autori (Persone) Knapp, Anthony W.
Snell, J. Laurie
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60J05 - Discrete-time Markov processes on general state spaces [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
Soggetto non controllato Brownian Motion
Chains
Markov
Markov Chains
Markov property
Martingales
Measure Theory
Random Walks
Random variables
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-VAN00268010
Kemeny, John G.  
New York, : Springer, 1976
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Elements of Stochastic Calculus and Analysis / Daniel W. Stroock
Elements of Stochastic Calculus and Analysis / Daniel W. Stroock
Autore Stroock, Daniel W.
Pubbl/distr/stampa Cham, : Centre de Recherches Mathématiques, : Springer, 2018
Descrizione fisica xiv, 206 p. : ill. ; 24 cm
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
Soggetto non controllato Brownian stochastic integration
Burkholder's inequality
Doob-Meyer decomposition theorem
Ito's approach
Kalman-Bucy filter
Kolmogorov equations
Markov property
Semi-martingales
Tanaka's formula
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0124655
Stroock, Daniel W.  
Cham, : Centre de Recherches Mathématiques, : Springer, 2018
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui