This monograph is devoted to the analysis and solution of singular differential games and singular $H_{\inf}$ control problems in both finite- and infinite-horizon settings. Expanding on the authors' previous work in this area, this novel text is the first to study the aforementioned singular problems using the regularization approach. After a brief introduction, solvability conditions are presented for the regular differential games and $H_{\inf}$ control problems. In the following chapter, the authors solve the singular finite-horizon linear-quadratic differential game using the regularization method. Next, they apply this method to the solution of an infinite-horizon type. The last two chapters are dedicated to the solution of singular finite-horizon and infinite-horizon linear-quadratic $H_{\inf}$ control problems. The authors use theoretical and real-world examples to illustrate the results and their applicability throughout the text, and have carefully organized the content to be as self-contained as possible, making it possible to study each chapter independently or in succession. Each chapter includes its own introduction, list of notations, a brief literature review on the topic, and a corresponding bibliography. For easier readability, detailed proofs are presented in separate subsections. Singular Linear-Quadratic Zero-Sum Differential Games and $H_{\inf}$ Control Problems will be of interest to researchers and engineers working in the areas of applied mathematics, dynamic games, control engineering, mechanical and aerospace engineering, electrical engineering, and biology. This book can also serve as a useful reference for graduate students in these area

Deep connections exist between harmonic and applied analysis and the diverse yet connected topics of machine learning, data analysis, and imaging science. This volume explores these rapidly growing areas and features contributions presented at the second and third editions of the Summer Schools on Applied Harmonic Analysis, held at the University of Genova in 2017 and 2019. Each chapter offers an introduction to essential material and then demonstrates connections to more advanced research, with the aim of providing an accessible entrance for students and researchers. Topics covered include ill-posed problems; concentration inequalities; regularization and large-scale machine learning; unitarization of the radon transform on symmetric spaces; and proximal gradient methods for machine learning and imaging.

This book covers recent advances in Complex Automated Negotiations as a widely studied emerging area in the field of Autonomous Agents and Multi-Agent Systems. The book includes selected revised and extended papers from the 7th International Workshop on Agent-Based Complex Automated Negotiation (ACAN2014), which was held in Paris, France, in May 2014. The book also includes brief introductions about Agent-based Complex Automated Negotiation which are based on tutorials provided in the workshop, and brief summaries and descriptions about the ANAC'14 (Automated Negotiating Agents Competition) competition, where authors of selected finalist agents explain the strategies and the ideas used by them. The book is targeted to academic and industrial researchers in various communities of autonomous agents and multi-agent systems, such as agreement technology, mechanism design, electronic commerce, related areas, as well as graduate, undergraduate, and PhD students working in those areas or having interest in them.

Many experiments have shown the human brain generally has very serious problems dealing with probability and chance. A greater understanding of probability can help develop the intuition necessary to approach risk with the ability to make more informed (and better) decisions. The first four chapters offer the standard content for an introductory probability course, albeit presented in a much different way and order. The chapters afterward include some discussion of different games, different "ideas" that relate to the law of large numbers, and many more mathematical topics not typically seen in such a book. The use of games is meant to make the book (and course) feel like fun! Since many of the early games discussed are casino games, the study of those games, along with an understanding of the material in later chapters, should remind you that gambling is a bad idea; you should think of placing bets in a casino as paying for entertainment. Winning can, obviously, be a fun reward, but should not ever be expected. Changes for the Second Edition: New chapter on Game Theory New chapter on Sports Mathematics The chapter on Blackjack, which was Chapter 4 in the first edition, appears later in the book. Reorganization has been done to improve the flow of topics and learning. New sections on Arkham Horror, Uno, and Scrabble have been added. Even more exercises were added! The goal for this textbook is to complement the inquiry-based learning movement. In my mind, concepts and ideas will stick with the reader more when they are motivated in an interesting way. Here, we use questions about various games (not just casino games) to motivate the mathematics, and I would say that the writing emphasizes a "just-in-time" mathematics approach. Topics are presented mathematically as questions about the games themselves are posed. Table of Contents Preface 1. Mathematics and Probability 2. Roulette and Craps: Expected Value 3. Counting: Poker Hands 4. More Dice: Counting and Combinations, and Statistics 5. Game Theory: Poker Bluffing and Other Games 6. Probability/Stochastic Matrices: Board Game Movement 7. Sports Mathematics: Probability Meets Athletics 8. Blackjack: Previous Methods Revisited 9. A Mix of Other Games 10. Betting Systems: Can You Beat the System? 11. Potpourri: Assorted Adventures in Probability Appendices Tables Answers and Selected Solutions Bibliography Biography Dr. David G. Taylor is a professor of mathematics and an associate dean for academic affairs at Roanoke College in southwest Virginia. He attended Lebanon Valley College for his B.S. in computer science and mathematics and went to the University of Virginia for his Ph.D. While his graduate school focus was on studying infinite dimensional Lie algebras, he started studying the mathematics of various games in order to have a more undergraduate-friendly research agenda. Work done with two Roanoke College students, Heather Cook and Jonathan Marino, appears in this book! Currently he owns over 100 different board games and enjoys using probability in his decision-making while playing most of those games. In his spare time, he enjoys reading, cooking, coding, playing his board games, and spending time with his six-year-old dog Lilly.

Linear programming represents one of the major applications of mathematics to business, industry, and economics. It provides a methodology for optimizing an output given that is a linear function of a number of inputs. George Dantzig is widely regarded as the founder of the subject with his invention of the simplex algorithm in the 1940's. This second volume is intended to add to the theory of the items discussed in the first volume. It also includes additional advanced topics such as variants of the simplex method, interior point methods (early and current methods), GUB, decomposition, integer programming, and game theory. Graduate students in the fields of operations research, industrial engineering, and applied mathematics will find this volume of particular interest.

This book comes out from the materials I used to refer while doing my research on the optimization issues in logistics. I brought together some of these materials to form a guidance material on the fundamentals of the optimization concepts along with my own studies on the application of optimization methods. This book consists of two parts and six chapters. The first part of the book, which consists of three chapters, is about introduction to optimization with typical base problems and algorithms for solving problems. The second part of this book consists of three my own researches on the application of optimization methods. Each chapter in this book is independent of each other. I hope you will find this book useful, informative, beneficial and appropriate for your needs.

Economic Games and Strategic Behaviour is a seminal volume which introduces a model providing solutions to economic games subject to repeated play. It develops a link between strategic bargaining and the theory of self-enforcing contracts to give insights into the long-term relationships between two parties, such as firms or governments, who meet in a negotiating situation. The author provides an original approach to strategic bargaining to find a solution to economic games in which cooperation cannot be enforced by a third party. He then applies this approach to a wide range of real life situations including international environmental agreements, bilateral trade agreements, collusion between firms in industry and bargaining between buyers and sellers in the market place. The author also discusses important policy implications as well as setting an agenda for future research. Economic Games and Strategic Behaviour is an original contribution to the existing literature which will be welcomed for providing accurate outcomes for situations in which conventional theories produce ambiguous results. It will be of great interest to students and scholars of microeconomics, game theory and industrial economics.

In this book, the theory, methods and applications of separable optimization are considered. Some general results are presented, techniques of approximating the separable problem by linear programming problem, and dynamic programming are also studied. Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and convergent iterative algorithms of polynomial complexity are proposed. As an application, these algorithms are used in the implementation of stochastic quasigradient methods to some separable stochastic programs. The problems of numerical approximation of tabulated functions and numerical solution of overdetermined systems of linear algebraic equations and some systems of nonlinear equations are solved by separable convex unconstrained minimization problems. Some properties of the Knapsack polytope are also studied. This second edition includes a substantial amount of new and revised content. Three new chapters, 15-17, are included. Chapters 15-16 are devoted to the further analysis of the Knapsack problem. Chapter 17 is focused on the analysis of a nonlinear transportation problem. Three new Appendices (E-G) are also added to this edition and present technical details that help round out the coverage. Optimization problems and methods for solving the problems considered are interesting not only from the viewpoint of optimization theory, optimization methods and their applications, but also from the viewpoint of other fields of science, especially the artificial intelligence and machine learning fields within computer science. This book is intended for the researcher, practitioner, or engineer who is interested in the detailed treatment of separable programming and wants to take advantage of the latest theoretical and algorithmic results. It may also be used as a textbook for a special topics course or as a supplementary textbook for graduate courses on nonlinear and convex optimization.

This book discusses the stability of axially moving materials, which are encountered in process industry applications such as papermaking. A special emphasis is given to analytical and semianalytical approaches. As preliminaries, we consider a variety of problems across mechanics involving bifurcations, allowing to introduce the techniques in a simplified setting. In the main part of the book, the fundamentals of the theory of axially moving materials are presented in a systematic manner, including both elastic and viscoelastic material models, and the connection between the beam and panel models. The issues that arise in formulating boundary conditions specifically for axially moving materials are discussed. Some problems involving axially moving isotropic and orthotropic elastic plates are analyzed. Analytical free-vibration solutions for axially moving strings with and without damping are derived. A simple model for fluid--structure interaction of an axially moving panel is presented in detail. This book is addressed to researchers, industrial specialists and students in the fields of theoretical and applied mechanics, and of applied and computational mathematics.

This volume contains the edited texts of the lectures presented at the workshop on Nonlinear Optimization: Theory and Applications, held in Erice at the "G. Stampacchia" School of Mathematics of the "E. Majorana" International Centre for Scientific Culture June 13-21, 1995. The meeting was conceived to review and discuss recent advances and promising research trends concerning theory, algorithms, and innovative applications in the field This is a field of mathematics which is providing viable of Nonlinear Optimization. tools in engineering, in economics and in other applied sciences, and which is giving a great contribution also in the solution of the more practiced linear optimization prob lems. The meeting was attended by approximately 70 people from 18 countries. Besides the lectures, several formal and informal discussions took place. The result was a broad exposure providing a wide and deep understanding of the present research achievements in the field. We wish to express our appreciation for the active contributions of all the partici pants in the meeting. Our gratitude is due to the Ettore Majorana Center in Erice, which offered its facilities and stimulating environment: its staff was certainly instrumental for the success of the meeting. Our gratitude is also due to Francisco Facchinei and Massino Roma for the time spent in the organization of the workshop, and to Giuliana Cai for the careful typesetting of this volume."

Optimization is a field important in its own right but is also integral to numerous applied sciences, including operations research, management science, economics, finance and all branches of mathematics-oriented engineering. Constrained optimization models are one of the most widely used mathematical models in operations research and management science.

This book gives a modern and well-balanced presentation of the subject, focusing on theory but also including algorithims and examples from various real-world applications. The text is easy to read and accessible to anyone with a knowledge of multi-dimensional calculus, linear algebra and basic numerical methods. Detailed examples and counter-examples are provided--as are exercises, solutions and helpful hints, and Matlab/Maple supplements.

The intended readership is advanced undergraduates, graduates, and professionals in any of the applied fields.

This book presents recent research on bioinspired heuristics for optimization. Learning- based and black-box optimization exhibit some properties of intrinsic parallelization, and can be used for various optimizations problems. Featuring the most relevant work presented at the 6th International Conference on Metaheuristics and Nature Inspired Computing, held at Marrakech (Morocco) from 27th to 31st October 2016, the book presents solutions, methods, algorithms, case studies, and software. It is a valuable resource for research academics and industrial practitioners.

This volume offers a wealth of interdisciplinary approaches to artificial intelligence, machine learning and optimization tools, which contribute to the optimization of urban features towards forming smart, sustainable, and livable future cities. Special features include: New research on the design of city elements and smart systems with respect to new technologies and scientific thinking Discussions on the theoretical background that lead to smart cities for the future New technologies and principles of research that can promote ideas of artificial intelligence and machine learning in optimized urban environments The book engages students and researchers in the subjects of artificial intelligence, machine learning, and optimization tools in smart sustainable cities as eminent international experts contribute their research results and thinking in its chapters. Overall, its audience can benefit from a variety of disciplines including, architecture, engineering, physics, mathematics, computer science, and related fields.

This contributed volume presents the state-of-the-art of games and dynamic games, featuring several chapters based on plenary sessions at the ISDG-China Chapter Conference on Dynamic Games and Game Theoretic Analysis, which was held from August 3-5, 2017 at the Ningbo campus of the University of Nottingham, China. The chapters in this volume will provide readers with paths to further research, serving as a testimony to the vitality of the field. Experts cover a range of theory and applications related to games and dynamic games, with topics including: Dynamically stable cooperative provision of public goods under non-transferable utility Strongly time-consistent solutions in cooperative dynamic games Incentive Stackelberg games for stochastic systems Static and inverse Stackelberg games in political economy Cournot and Betrand competition on symmetric R&D networks Numerical Nash equilibria using curvilinear multistart algorithm Markov chain approximation numerical scheme for infinite-horizon mean field games Frontiers in Games and Dynamic Games will appeal to an interdisciplinary audience of researchers, practitioners, and graduate students interested in games and dynamic games.

Energy production and supply, as well as sourcing and consumption, are becoming evermore important in a volatile world. In this book, attention is paid to prevalent energy issues from a finance perspective. The topics discussed cover markets, prices, regulations and firms. An international group of authors from both academia and energy practice provides in twelve chapters a state of the art of the energy markets in a finance environment. They do so by discussing the current knowledge and presenting empirical research in this quickly changing and developing field. This book is the first in a planned series on energy at a high scientific level organized by the Centre for Energy and Value Issues (CEVI).

This book reports on the implementation of evolutionary-game theory in the design of distributed optimization-based controllers. First, it discusses how the classical population-game approach can contribute to and complement the design of optimization-based controllers. It shows how the features of this approach can be exploited to extend their capabilities in the solution of distributed optimization problems, and examines density games in order to consider multiple coupled constraints and preserve the non-centralized information requirements. Furthermore, it establishes a close relationship between the possible interactions among agents in a population with constrained information sharing among different local controllers. It also discusses coalitional games, focusing on the Shapley power index and proposes an alternative method of computing the latter, which reduces computational time, as well as a different way of finding it using distributed communication structures. All the proposed strategies are then tested on various control problems, such as those related to the Barcelona water supply network, multiple continuous stirred tank reactors, various unmanned aerial vehicle systems, and a water distribution system. This thesis, examined at the Universitat Politecnica de Catalunya and Universidad de los Andes in 2017, received the award for best thesis in control from the control group of the Spanish Committee of Automatic Control (CEA) in the same year.

This book addresses remaining life prediction and predictive maintenance of equipment. It systematically summarizes the key research findings made by the author and his team and focuses on how to create equipment performance degradation and residual life prediction models based on the performance monitoring data produced by currently used and historical equipment. Some of the theoretical results covered here have been used to make remaining life predictions and maintenance-related decisions for aerospace products such as gyros and platforms. Given its scope, the book offers a valuable reference guide for those pursuing theoretical or applied research in the areas of fault diagnosis and fault-tolerant control, remaining life prediction, and maintenance decision-making.

Optimization techniques are at the core of data science, including data analysis and machine learning. An understanding of basic optimization techniques and their fundamental properties provides important grounding for students, researchers, and practitioners in these areas. This text covers the fundamentals of optimization algorithms in a compact, self-contained way, focusing on the techniques most relevant to data science. An introductory chapter demonstrates that many standard problems in data science can be formulated as optimization problems. Next, many fundamental methods in optimization are described and analyzed, including: gradient and accelerated gradient methods for unconstrained optimization of smooth (especially convex) functions; the stochastic gradient method, a workhorse algorithm in machine learning; the coordinate descent approach; several key algorithms for constrained optimization problems; algorithms for minimizing nonsmooth functions arising in data science; foundations of the analysis of nonsmooth functions and optimization duality; and the back-propagation approach, relevant to neural networks.

This monograph deals with problems of dynamical reconstruction of unknown variable characteristics (distributed or boundary disturbances, coefficients ofoperator etc.) for various classes of systems with distributed parameters (parabolic and hyperbolic equations, evolutionary variational inequalities etc.).

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.

The scientific and technical development of any kind of germplasm is regulated by a vast network of treaties, conventions, international agreements, and national and regional legislation. These regulations govern biotechnological innovations in plants and microorganisms, access to and use of plant genetic resources, and biosafety. This complex mix has made it difficult to arrive at global interpretations, due to overlaps, gaps, ambiguities, contradictions, and lack of consistency. The big picture is even more complex, as a series of scientific developments - gene editing in particular - have in some cases rendered these international regulatory frameworks obsolete. This book puts forward an innovative approach: a "Comprehensive Plant Germplasm System". The System is a cooperative game theory-based proposal for a binding international convention which would supersede all other conventions, treaties, national and regional legislation covering native varieties and traditional developments, heterogeneous plant varieties, microorganisms, biotechnological inventions, plant genetic resources, and biosafety regulation. In short, it offers a comprehensive framework regarding intellectual property, biosafety, and business regulation and covers all types of germplasm. If applied, the system is expected to yield higher productivity rates in crops and improved food biodiversity, as well as a new paradigm based on the promotion of innovation for "Agriculture 4.0."

This book introduces readers to advanced data science techniques for signal mining in connection with agriculture. It shows how to apply heuristic modeling to improve farm-level efficiency, and how to use sensors and data intelligence to provide closed-loop feedback, while also providing recommendation techniques that yield actionable insights. The book also proposes certain macroeconomic pricing models, which data-mine macroeconomic signals and the influence of global economic trends on small-farm sustainability to provide actionable insights to farmers, helping them avoid financial disasters due to recurrent economic crises. The book is intended to equip current and future software engineering teams and operations research experts with the skills and tools they need in order to fully utilize advanced data science, artificial intelligence, heuristics, and economic models to develop software capabilities that help to achieve sustained food security for future generations.

The contributions in this volume have been written by eminent scientists from the international mathematical community and present significant advances in several theories, methods and problems of Mathematical Analysis, Discrete Mathematics, Geometry and their Applications. The chapters focus on both old and recent developments in Functional Analysis, Harmonic Analysis, Complex Analysis, Operator Theory, Combinatorics, Functional Equations, Differential Equations as well as a variety of Applications.

The book also contains some review works, which could prove particularly useful for a broader audience of readers in Mathematical Sciences, and especially to graduate students looking for the latest information.

Curated by the Fields Institute for Research in Mathematical Sciences from their COVID-19 Math Modelling Seminars, this first in a series of volumes on the mathematics of public health allows readers to access the dominant ideas and techniques being used in this area, while indicating problems for further research. This work brings together experts in mathematical modelling from across Canada and the world, presenting the latest modelling methods as they relate to the COVID-19 pandemic. A primary aim of this book is to make the content accessible so that researchers share the core methods that may be applied elsewhere. The mathematical theories and technologies in this book can be used to support decision makers on critical issues such as projecting outbreak trajectories, evaluating public health interventions for infection prevention and control, developing optimal strategies to return to a new normal, and designing vaccine candidates and informing mass immunization program. Topical coverage includes: basic susceptible-exposed-infectious-recovered (SEIR) modelling framework modified and applied to COVID-19 disease transmission dynamics; nearcasting and forecasting for needs of critical medical resources including personal protective equipment (PPE); predicting COVID-19 mortality; evaluating effectiveness of convalescent plasma treatment and the logistic implementation challenges; estimating impact of delays in contact tracing; quantifying heterogeneity in contact mixing and its evaluation with social distancing; modelling point of care diagnostics of COVID-19; and understanding non-reporting and underestimation. Further, readers will have the opportunity to learn about current modelling methodologies and technologies for emerging infectious disease outbreaks, pandemic mitigation rapid response, and the mathematics behind them. The volume will help the general audience and experts to better understand the important role that mathematics has been playing during this on-going crisis in supporting critical decision-making by governments and public health agencies.

This book collects some recent works on the application of dynamic game and control theory to the analysis of environmental problems. This collec tion of papers is not the outcome of a conference or of a workshop. It is rather the result of a careful screening from among a number of contribu tions that we have solicited across the world. In particular, we have been able to attract the work of some of the most prominent scholars in the field of dynamic analyses of the environment. Engineers, mathematicians and economists provide their views and analytical tools to better interpret the interactions between economic and environmental phenomena, thus achiev ing, through this interdisciplinary effort, new and interesting results. The goal of the book is more normative than descriptive. All papers include careful modelling of the dynamics of the main variables involved in the game between nature and economic agents and among economic agents themselves, as well-described in Vrieze's introductory chapter. Fur thermore, all papers use this careful modelling framework to provide policy prescriptions to the public agencies authorized to regulate emission dy namics. Several diverse problems are addressed: from global issues, such as the greenhouse effect or deforestation, to international ones, such as the management of fisheries, to local ones, for example, the control of effluent discharges. Moreover, pollution problems are not the only concern of this book."