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.
| Preface |
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vii | |
| About the Author |
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ix | |
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Part I General Theory of Stochastic Games |
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3 | (10) |
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2 Introduction to Multi-player Stochastic Games in Linear Stochastic Systems |
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13 | (30) |
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3 Introduction to Multi-player Stochastic Games in Nonlinear Stochastic Systems |
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43 | (40) |
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Part II Stochastic Game Strategies in Control System Designs |
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4 Robust Adaptive Tracking Control Design of Robot Systems under Parameter Perturbation and External Disturbance: A Minimax H∞ Dynamic Game Approach |
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83 | (26) |
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5 A Robust Adaptive Tracking Control Design Based on Minimax H∞ Game Strategy for Wheeled Vehicles with Trailer |
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109 | (28) |
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6 Stochastic Nash Game Approach to Stochastic H2/H∞ Robust Control Design for Linear Systems with State-Dependent Wiener Noise and External Disturbance |
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137 | (28) |
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7 Fuzzy Multi-player Stochastic Noncooperative and Cooperative H2 Game Strategies for Nonlinear Stochastic Observer-based Control Systems |
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165 | (24) |
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8 Stochastic Noncooperative and Cooperative Multi-player H∞ Game Strategy Design for Nonlinear Stochastic Jump Diffusion Control Systems with External Disturbance |
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189 | (34) |
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Part III Stochastic Game Strategies in Signal Processing and Communication |
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9 Robust Design of Deconvolution Filters in Signal Transmission Systems under Stochastic Parametric and Noise Uncertainties: Stochastic Game Approach |
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223 | (28) |
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10 Robust Equalizer Designs via Minimax Stochastic Quadratic Game Approach for MIMO Wireless Communications with Time-Varying Uncertain Channel |
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251 | (20) |
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11 Min-max 12 Game Approach to Robust Sensor Location Estimation Problem in Wireless Sensor Networks |
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271 | (22) |
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Part IV Stochastic Game Strategies in Management and Financial Systems |
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12 Stochastic H∞ Game Approach to Robust Resource Management Control for CO2 Emission and Reduction of Greenhouse Effect |
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293 | (28) |
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13 Noncooperative and Cooperative Energy Management Strategy of Smart Power Network |
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321 | (28) |
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14 Robust Model Reference Investment Strategy of Nonlinear Stochastic Financial Systems: Stochastic H∞ Game Approach |
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349 | (28) |
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15 Multi-Person Noncooperative H∞ Stochastic Game Strategy of Stochastic Financial Systems with Random Fluctuations: Multiobjective Optimization Approach |
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377 | (30) |
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Part V Stochastic Game Strategies in Biological Systems |
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16 Robust Reference Therapeutic Control of Immune Systems under Environmental Disturbances via Dynamic H∞ Game Strategy |
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407 | (30) |
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17 Robust Synthetic Genetic Circuit Design: Stochastic H∞ Game Approach |
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437 | (20) |
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18 On the Natural Selection Strategy in Stochastic H∞ Evolutionary Game of a Population of Biological Networks |
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457 | (36) |
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19 On the Nonlinear Stochastic H∞ Game Strategy of Evolutionary Biological Network in Carcinogenic Process |
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493 | (34) |
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20 Noncooperative and Cooperative Stochastic H∞ Evolutionary Game Strategies of a Population of Evolutionary Biological Networks |
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527 | (46) |
| References |
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573 | (22) |
| Index |
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595 | |
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.
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