1st Edition

Stochastic Game Strategies and their Applications

By Bor-Sen Chen Copyright 2020
    610 Pages 126 B/W Illustrations
    by CRC Press

    610 Pages 126 B/W Illustrations
    by CRC Press

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    Game theory involves multi-person decision making and differential dynamic game theory has been widely applied to n-person decision making problems, which are stimulated by a vast number of applications. This book addresses the gap to discuss general stochastic n-person noncooperative and cooperative game theory with wide applications to control systems, signal processing systems, communication systems, managements, financial systems, and biological systems. H8 game strategy, n-person cooperative and noncooperative game strategy are discussed for linear and nonlinear stochastic systems along with some computational algorithms developed to efficiently solve these game strategies.

    Part I: General Theory of Stochastic Games

    Chapter 1: Introduction

    Chapter 2: Introduction to Stochastic Games in Linear Stochastic Systems

    Chapter 3 Introduction to Stochastic Games in Nonlinear Stochastic Systems

    Part II: Stochastic Game Strategies in Control System Designs

    Chapter 4: Robust Adaptive Tracking Control Design of Robot Systems under Parameter Perturbation and External Disturbance: A Minimax H8 Dynamic Game Approach

    Chapter 5: A Robust Adaptive H8 Tracking Control Design Based on Minimax H8 Game for Wheeled Vehicles with Trailer

    Chapter 6: Stochastic Nash Game Approach to Stochastic H2/H8 Robust Control Design for Linear Systems with State-Dependent Wiener Noise and External Disturbance

    Chapter 7: Fuzzy multi-player Stochastic Noncooperative and Cooperative H2 Game Strategies for Nonlinear Stochastic Observer-based Control Systems

    Chapter 8: Stochastic Non-cooperative and Cooperative Multi-player H8 Game Strategy Design for Nonlinear Stochastic Jump Diffusion Control Systems with External Disturbance

    Part III: Stochastic Game Strategies in Signaling Processing and Communication

    Chapter 9: Robust Design of Deconvolution Filters in Signal Transmission Systems under Stochastic Parametric and Noise Uncertainties: Stochastic Game Approach

    Chapter 10: Robust Equalizer Designs via Minimax Stochastic quadratic H2 Game Approach for MIMO Wireless Communications With Time-Varying Uncertain Channel

    Chapter 11: Min-max l2 Game Approach to Robust Relative Location Estimation Problem in Wireless Sensor Networks

    Part IV: Stochastic Game Strategies in Management and Financial Systems

    Chapter 12: Stochastic H8 Game Approach to Robust Resource Management Control for CO2 Emission and Reduction of Greenhouse Effect

    Chapter 13: Noncooperative and Cooperative Energy Management Strategy of Smart Power Network

    Chapter 14: Robust Model Reference Investment Strategy of Nonlinear Stochastic Financial Systems: Stochastic H8 Game Approach

    Chapter 15: Multi-person Noncooperative H8 Stochastic Game Strategy of Stochastic Financial Systems with Random Fluctuations: Multiobjective Optimization Approach

    Part V: Stochastic Game Strategies in Biological Systems

    Chapter 16: Robust Reference Therapeutic Control of Immune Systems under Environmental Disturbances via Dynamic H8 Game Strategy

    Chapter 17: Robust Synthetic Genetic Circuit Design: Stochastic H8 Game Approach

    Chapter 18: On the Natural Selection Strategy in Stochastic H8 Evolutionary Game of a Population of Biological Networks

    Chapter 19: On the Nonlinear Stochastic H8 Game Strategy of Evolutionary Biological Network in Carcinogenic Process

    Chapter 20: Noncooperative and Cooperative Stochastic H8 Evolutionary Game Strategies of a Population of Evolutionary Biological Networks



    Bor-Sen Chen received the B.S. degree from the Tatung Institute of Technology, Taipei, Taiwan, in 1970, the M.S. degree from National Central University, Chungli, Taiwan, in 1973, and the Ph.D. degree from the University of Southern California, Los Angeles, CA, USA, in 1982.

    He was a Lecturer, an Associate Professor, and a Professor with the Tatung Institute of Technology from 1973 to 1987. He is currently a distinguished Tsing Hua chair Professor of electrical engineering and computer science with National Tsing Hua University, Hsinchu, Taiwan. His current research interests include control engineering, signal processing, and systems biology. Dr. Chen was a recipient of the Distinguished Research Award from the National Science Council of Taiwan four times. He is a National Chair Professor of Ministry of Education of Taiwan. Prof. Chen is also a Life Fellow of IEEE.