This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, Ju

Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are s

This book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.

This book discusses stochastic game theory and related concepts. Topics focused upon in the book include matrix games, finite, infinite, and undiscounted stocha

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization p