Operations research often solves deterministic optimization problems based on elegantand conciserepresentationswhereall parametersarepreciselyknown. In the face of uncertainty, probability theory is the traditional tool to be appealed for, and stochastic optimization is actually a signi?cant sub-area in operations research. However, the systematic use of prescribed probability distributions so as to cope with imperfect data is partially unsatisfactory. First, going from a deterministic to a stochastic formulation, a problem may becomeintractable. Agoodexampleiswhengoingfromdeterministictostoch- tic scheduling problems like PERT. From the inception of the PERT method in the 1950's, it was acknowledged that data concerning activity duration times is generally not perfectly known and the study of stochastic PERT was launched quite early. Even if the power of today's computers enables the stochastic PERT to be addressed to a large extent, still its solutions often require simplifying assumptions of some kind. Another di?culty is that stochastic optimization problems produce solutions in the average. For instance, the criterion to be maximized is more often than not expected utility. This is not always a meaningful strategy. In the case when the underlying process is not repeated a lot of times, let alone being one-shot, it is not clear if this criterion is realistic, in particular if probability distributions are subjective. Expected utility was proposed as a rational criterion from ?rst principles by Savage. In his view, the subjective probability distribution was - sically an artefact useful to implement a certain ordering of solutions.

Modem game theory has evolved enonnously since its inception in the 1920s in the works ofBorel and von Neumann and since publication in the 1940s of the seminal treatise "Theory of Games and Economic Behavior" by von Neumann and Morgenstern. The branch of game theory known as dynamic games is-to a significant extent-descended from the pioneering work on differential games done by Isaacs in the 1950s and 1960s. Since those early decades game theory has branched out in many directions, spanning such diverse disciplines as math ematics, economics, electrical and electronics engineering, operations research, computer science, theoretical ecology, environmental science, and even political science. The papers in this volume reflect both the maturity and the vitalityofmodem day game theoryin general, andofdynamic games, inparticular. The maturitycan be seen from the sophistication ofthe theorems, proofs, methods, and numerical algorithms contained in these articles. The vitality is manifested by the range of new ideas, new applications, the numberofyoung researchers among the authors, and the expanding worldwide coverage of research centers and institutes where the contributions originated."

Understanding human behavior and decision-making processes is a significant challenge within many fields of research. This doctoral thesis shows how human activities are characterized by multiple interconnected contexts and demonstrates the advantages of using a multi-layered model to examine interactions between social, economic and cultural factors. The model presented here offers large benefits for various target groups as it can be applied to a wide range of research fields. Consequently, this analysis supports an interdisciplinary approach to economics.

This book synthesizes the game-theoretic modeling of decision-making processes and an ancient moral requirement called the Golden Rule of ethics (GR). This rule states "Behave to others as you would like them to behave to you." The GR is one of the oldest, most widespread, and specific moral requirements that appear in Christianity, Islam, Judaism, Buddhism, and Confucianism. This book constructs and justifies mathematical models of dynamic socio-economic processes and phenomena that reveal the mechanism of the GR and are based on the concept of Berge equilibrium. The GR can be naturally used for resolving or balancing conflicts, and its "altruistic character" obviously excludes wars, blood-letting, and armed clashes. The previous book by the authors, The Berge Equilibrium: A Game-Theoretic Framework for the Golden Rule of Ethics, covers the static case of the GR. In this book, the dynamic case of the GR is investigated using the altruistic concept of Berge equilibrium and three factors as follows: 1) a modification of N.N. Krasovskii's mathematical formalization of differential positional games (DPGs), in view of the counterexamples given by A.I. Subbotin and A.F. Kononenko; 2) the method of guiding control, proposed by N.N. Krasovskii; and 3) the Germier convolution of the payoff functions of different players. Additionally, this book features exercises, problems, and solution tips collected together in Appendix 1, as well as new approaches to conflict resolution as presented in Appendices 2 to 4. This book will be of use to undergraduate and graduate students and experts in the field of decision-making in complex control and management systems, as well as anyone interested in game theory and applications.

This handbook aims to highlight fundamental, methodological and computational aspects of networks of queues to provide insights and to unify results that can be applied in a more general manner. The handbook is organized into five parts:

Part 1 considers exact analytical results such as of product form type. Topics include characterization of product forms by physical balance concepts and simple traffic flow equations, classes of service and queue disciplines that allow a product form, a unified description of product forms for discrete time queueing networks, insights for insensitivity, and aggregation and decomposition results that allow sub networks to be aggregated into single nodes to reduce computational burden.

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Part 2 looks at monotonicity and comparison results such as for computational simplification by either of two approaches: stochastic monotonicity and ordering results based on the ordering of the process generators, and comparison results and explicit error bounds based on an underlying Markov reward structure leading to ordering of expectations of performance measures.

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Part 3 presents diffusion and fluid results. It specifically looks at the fluid regime and the diffusion regime. Both of these are illustrated through fluid limits for the analysis of system stability, diffusion approximations for multi-server systems, and a system fed by Gaussian traffic.

Part 4 illustrates computational and approximate results through the classical MVA (mean value analysis) and QNA (queueing network analyzer) for computing mean and variance of performance measures such as queue lengths and sojourn times; numerical approximation of response time distributions; and approximate decomposition results for large open queueing networks.

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Part 5 enlightens selected applications as loss networks originating from circuit switched telecommunications applications, capacity sharing originating from packet switching in data networks, and a hospital application that is of growing present day interest.

The book shows that the intertwined progress of theory and practice will remain to be most intriguing and will continue to be the basis of further developments in queueing networks."

This book presents a systematic overview on partition function form games: a game form in cooperative game theory to integrate externalities for various applications. Cooperative game theory has been immensely useful to study a wide range of issues, but the standard approaches ignore the side effects of cooperation. Recently interest shifted to problems where externalities play the main roles such as models of cooperation in market competition or the shared use of public resources. Such problems require richer models that can explicitly evaluate the side-effects of cooperation. In partition function form games the value of cooperation depends on the outsiders' actions. A recent surge of interest driven by applications has made results very fragmented. This book offers an accessible, yet comprehensive and systematic study of properties, solutions and applications of partition function games surveying both theoretical results and their applications. It assembles a survey of existing research and smaller original results as well as original interpretations and comparisons. The book is self-contained and accessible for readers with little or no knowledge of cooperative game theory.

Metaheuristic optimization is a higher-level procedure or heuristic designed to find, generate, or select a heuristic (partial search algorithm) that may provide a sufficiently good solution to an optimization problem, especially with incomplete or imperfect information or limited computation capacity. This is usually applied when two or more objectives are to be optimized simultaneously. This book is presented with two major objectives. Firstly, it features chapters by eminent researchers in the field providing the readers about the current status of the subject. Secondly, algorithm-based optimization or advanced optimization techniques, which are applied to mostly non-engineering problems, are applied to engineering problems. This book will also serve as an aid to both research and industry. Usage of these methodologies would enable the improvement in engineering and manufacturing technology and support an organization in this era of low product life cycle. Features: Covers the application of recent and new algorithms Focuses on the development aspects such as including surrogate modeling, parallelization, game theory, and hybridization Presents the advances of engineering applications for both single-objective and multi-objective optimization problems Offers recent developments from a variety of engineering fields Discusses Optimization using Evolutionary Algorithms and Metaheuristics applications in engineering

This book covers the issues related to optimization of engineering and management problems using soft computing techniques with an industrial outlook. It covers a broad area related to real life complex decision making problems using a heuristics approach. It also explores a wide perspective and future directions in industrial engineering research on a global platform/scenario. The book highlights the concept of optimization, presents various soft computing techniques, offers sample problems, and discusses related software programs complete with illustrations. Features Explains the concept of optimization and relevance to soft computing techniques towards optimal solution in engineering and management Presents various soft computing techniques Offers problems and their optimization using various soft computing techniques Discusses related software programs, with illustrations Provides a step-by-step tutorial on how to handle relevant software for obtaining the optimal solution to various engineering problems

A comprehensive work in finite-value systems that covers the latest achievements using the semi-tensor product method, on various kinds of finite-value systems. These results occupy the highest position in the analysis and control of this field. It not only covers all aspects of research in finite-value systems, but also presents the mathematical derivation for each conclusion in depth. The book contains examples to provide a better understanding of the practical applications of finite-value systems. It will serve as a textbook for graduate students of Cybernetics, Mathematical, and Biology, and a reference for readers interested in the theory of finite-value systems.

The rapid developments in new communication technologies have facilitated the popularization of digital games, which has translated into an exponential growth of the game industry in recent decades. The ubiquitous presence of digital games has resulted in an expansion of the applications of these games from mere entertainment purposes to a great variety of serious purposes. In this edited volume, we narrow the scope of attention by focusing on what game theorist Ian Bogost has called 'persuasive games', that is, gaming practices that combine the dissemination of information with attempts to engage players in particular attitudes and behaviors. This volume offers a multifaceted reflection on persuasive gaming, that is, on the process of these particular games being played by players. The purpose is to better understand when and how digital games can be used for persuasion by further exploring persuasive games and some other kinds of persuasive playful interaction as well. The book critically integrates what has been accomplished in separate research traditions to offer a multidisciplinary approach to understanding persuasive gaming that is closely linked to developments in the industry by including the exploration of relevant case studies.

This book presents best practices involving applications of decision sciences, business tactics and behavioral sciences for COVID-19. Addressing concrete problems in these vital fields, it focuses on theoretical and methodological investigations of managerial decisions that drive production and service enterprises' productivity and success. Moreover, it presents optimization techniques and tools that can also be adopted for other applications in various research areas after a thorough analysis of the specific problem. The book is intended for researchers and practitioners seeking optimum solutions to real-life problems in various application areas concerning COVID-19, helping them make scientifically founded decisions.

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.

This book addresses two disciplines that have traditionally occupied completely different realms: quantum information and computation, and game theory. Helping readers connect these fields, it appeals to a wide audience, including computer scientists, engineers, mathematicians, physicists, biologists or economists. The book is richly illustrated and basic concepts are accessible to readers with basic training in science. As such it is useful for undergraduate students as well as established academicians and researchers. Further, the didactic and tutorial-like style makes it ideal supplementary reading for courses on quantum information and computation, game theory, cellular automata and simulation.

The Moment-SOS hierarchy is a powerful methodology that is used to solve the Generalized Moment Problem (GMP) where the list of applications in various areas of Science and Engineering is almost endless. Initially designed for solving polynomial optimization problems (the simplest example of the GMP), it applies to solving any instance of the GMP whose description only involves semi-algebraic functions and sets. It consists of solving a sequence (a hierarchy) of convex relaxations of the initial problem, and each convex relaxation is a semidefinite program whose size increases in the hierarchy.The goal of this book is to describe in a unified and detailed manner how this methodology applies to solving various problems in different areas ranging from Optimization, Probability, Statistics, Signal Processing, Computational Geometry, Control, Optimal Control and Analysis of a certain class of nonlinear PDEs. For each application, this unconventional methodology differs from traditional approaches and provides an unusual viewpoint. Each chapter is devoted to a particular application, where the methodology is thoroughly described and illustrated on some appropriate examples.The exposition is kept at an appropriate level of detail to aid the different levels of readers not necessarily familiar with these tools, to better know and understand this methodology.

This book discusses the main techniques and newest trends to manage and optimize the production and service systems. The book begins by examining the three main levels of decision systems in production: the long term (strategic), the middle term (tactical) and short term (operational). It also considers online management as a new level (a sub level of the short term). As each level encounters specific problems, appropriate approaches to deal with these are introduced and explained. These problems include the line design, the line balancing optimization, the physical layout of the production or service system, the forecasting optimization, the inventory management, the scheduling etc. Metaheuristics for Production Systems then explores logistic optimization from two different perspectives: internal (production management), addressing issues of scheduling, layout and line designs, and external (supply chain management) focusing on transportation optimization, supply chain evaluation, and location of production. The book also looks at NP-hard problems that are common in production management. These complex configurations may mean that optimal solutions may not be reached due to variables, but the authors help provide a good solution for such problems. The effective new results and solutions offered in this book should appeal to researchers, managers, and engineers in the production and service industries.

The combined efforts of the Physicists and the Economists in recent years in a- lyzing and modeling various dynamic phenomena in monetary and social systems have led to encouragingdevelopments,generally classi?ed under the title of Eco- physics. These developmentsshare a commonambitionwith the alreadyestablished ?eld of Quantitative Economics. This volume intends to offer the reader a glimpse of these two parallel initiatives by collecting review papers written by well-known experts in the respective research frontiers in one cover. This massive book presents a unique combination of research papers contributed almost equally by Physicists and Economists. Additional contributions from C- puter Scientists and Mathematicians are also included in this volume. It consists of two parts: The ?rst part concentrates on econophysics of games and social choices and is the proceedings of the Econophys-Kolkata IV workshop held at the Indian Statistical Institute and the Saha Institute of Nuclear Physics, both in Kolkata, d- ing March 9-13, 2009. The second part consists of contributionsto quantitative e- nomics by experts in connection with the Platinum Jubilee celebration of the Indian Statistical Institute. In this connectiona Forewordfor the volume, written by Sankar K. Pal, Director of the Indian Statistical Institute, is put forth. Both parts specialize mostly on frontier problems in games and social choices. The?rst partofthebookdealswith severalrecentdevelopmentsineconophysics. Game theory is integral to the formulation of modern economic analysis. Often games display a situation where the social optimal could not be reached as a - sult of non co-operation between different agents.

This book is an introduction to the mathematical theory of optimal control of processes governed by ordinary differential eq- tions. It is intended for students and professionals in mathematics and in areas of application who want a broad, yet relatively deep, concise and coherent introduction to the subject and to its relati- ship with applications. In order to accommodate a range of mathema- cal interests and backgrounds among readers, the material is arranged so that the more advanced mathematical sections can be omitted wi- out loss of continuity. For readers primarily interested in appli- tions a recommended minimum course consists of Chapter I, the sections of Chapters II, III, and IV so recommended in the introductory sec tions of those chapters, and all of Chapter V. The introductory sec tion of each chapter should further guide the individual reader toward material that is of interest to him. A reader who has had a good course in advanced calculus should be able to understand the defini tions and statements of the theorems and should be able to follow a substantial portion of the mathematical development. The entire book can be read by someone familiar with the basic aspects of Lebesque integration and functional analysis. For the reader who wishes to find out more about applications we recommend references [2], [13], [33], [35], and [50], of the Bibliography at the end of the book.

This volume presents significant advances in a number of theories and problems of Mathematical Analysis and its applications in disciplines such as Analytic Inequalities, Operator Theory, Functional Analysis, Approximation Theory, Functional Equations, Differential Equations, Wavelets, Discrete Mathematics and Mechanics. The contributions focus on recent developments and are written by eminent scientists from the international mathematical community. Special emphasis is given to new results that have been obtained in the above mentioned disciplines in which Nonlinear Analysis plays a central role. Some review papers published in this volume will be particularly useful for a broader readership in Mathematical Analysis, as well as for graduate students. An attempt is given to present all subjects in this volume in a unified and self-contained manner, to be particularly useful to the mathematical community.

This book introduces linear transformation and its key results, which have applications in engineering, physics, and various branches of mathematics. Linear transformation is a difficult subject for students. This concise text provides an in-depth overview of linear trans-formation. It provides multiple-choice questions, covers enough examples for the reader to gain a clear understanding, and includes exact methods with specific shortcuts to reach solutions for particular problems. Research scholars and students working in the fields of engineering, physics, and different branches of mathematics need to learn the concepts of linear transformation to solve their problems. This book will serve their need instead of having to use the more complex texts that contain more concepts then needed. The chapters mainly discuss the definition of linear transformation, properties of linear transformation, linear operators, composition of two or more linear transformations, kernels and range of linear transformation, inverse transformation, one-to-one and onto transformation, isomorphism, matrix linear transformation, and similarity of two matrices.

Optimization is the act of obtaining the "best" result under given circumstances. In design, construction, and maintenance of any engineering system, engineers must make technological and managerial decisions to minimize either the effort or cost required or to maximize benefits. There is no single method available for solving all optimization problems efficiently. Several optimization methods have been developed for different types of problems. The optimum-seeking methods are mathematical programming techniques (specifically, nonlinear programming techniques). Nonlinear Optimization: Models and Applications presents the concepts in several ways to foster understanding. Geometric interpretation: is used to re-enforce the concepts and to foster understanding of the mathematical procedures. The student sees that many problems can be analyzed, and approximate solutions found before analytical solutions techniques are applied. Numerical approximations: early on, the student is exposed to numerical techniques. These numerical procedures are algorithmic and iterative. Worksheets are provided in Excel, MATLAB (R), and Maple (TM) to facilitate the procedure. Algorithms: all algorithms are provided with a step-by-step format. Examples follow the summary to illustrate its use and application. Nonlinear Optimization: Models and Applications: Emphasizes process and interpretation throughout Presents a general classification of optimization problems Addresses situations that lead to models illustrating many types of optimization problems Emphasizes model formulations Addresses a special class of problems that can be solved using only elementary calculus Emphasizes model solution and model sensitivity analysis About the author: William P. Fox is an emeritus professor in the Department of Defense Analysis at the Naval Postgraduate School. He received his Ph.D. at Clemson University and has taught at the United States Military Academy and at Francis Marion University where he was the chair of mathematics. He has written many publications, including over 20 books and over 150 journal articles. Currently, he is an adjunct professor in the Department of Mathematics at the College of William and Mary. He is the emeritus director of both the High School Mathematical Contest in Modeling and the Mathematical Contest in Modeling.

This book is a collection of certain lectures given at the Economics Department at Stanford University on the game theory. It contains material on this theory of rational behavior of people with nonidentical interests whose area of application includes economics, politics, and war.

In the quarter of a century since three mathematicians and game theorists collaborated to create Winning Ways for Your Mathematical Plays, the book has become the definitive work on the subject of mathematical games. Now carefully revised and broken down into four volumes to accommodate new developments, the Second Edition retains the original's wealth of wit and wisdom. The authors' insightful strategies, blended with their witty and irreverent style, make reading a profitable pleasure. In Volume 3, the authors examine Games played in Clubs, giving case studies for coin and paper-and-pencil games, such as Dots-and-Boxes and Nimstring. From the Table of Contents: - Turn and Turn About - Chips and Strips - Dots-and-Boxes - Spots and Sprouts - The Emperor and His Money - The King and the Consumer - Fox and Geese; Hare and Hounds - Lines and Squares

In today's confrontational and connected world, communication is the key strategic act. This book uses drama theory-a radical extension of game theory-to show how best to communicate so as to manage the emotionally charged confrontations occurring in any worthwhile relationship. Alongside a toolset that provides a systematic framework for analysing conflicts, drama theory explains why people need to listen to, and rely on, their feelings to help shake themselves out of fixed, unproductive positions and to find new ways of solving tough problems. This guide provides a sufficient grounding in the approach to enable you to apply it immediately for your own benefit and for the benefit of those with whom you work. A host of inspirational examples are included based upon actual situations in social and personal relations, business and organisational relations, defence and political management. These will give you an entirely fresh way of seeing how power is exercised in everyday interpersonal exchanges and a greater critical awareness of such factors as subtext and plotholes in public narratives. Using this approach you will be able to overcome the dilemmas of credibility and disbelief to build compelling messages that underpin your strategic intent. Moving beyond the vague platitudes of concepts like emotional intelligence, drama theory will also help you to avoid the pathologies that bedevil the process of managing conflicts and find ways of achieving authentic resolutions.

Optimization and decision making are integral parts of any manufacturing process and management system. The objective of this book is to demonstrate the confluence of theory and applications of various types of multi-criteria decision making and optimization techniques with reference to textile manufacturing and management. Divided into twelve chapters, it discusses various multi-criteria decision-making methods such as AHP, TOPSIS, ELECTRE, and optimization techniques like linear programming, fuzzy linear programming, quadratic programming, in textile domain. Multi-objective optimization problems have been dealt with two approaches, namely desirability function and evolutionary algorithm. Key Features Exclusive title covering textiles and soft computing fields including optimization and decision making Discusses concepts of traditional and non-traditional optimization methods with textile examples Explores pertinent single-objective and multi-objective optimizations Provides MATLAB coding in the Appendix to solve various types of multi-criteria decision making and optimization problems Includes examples and case studies related to textile engineering and management

This volume consists of 14 contributed chapters written by leading experts, offering in-depth discussions of the mathematical modeling and algorithmic aspects for tackling a range of space engineering applications. This book will be of interest to researchers and practitioners working in the field of space engineering. Since it offers an in-depth exposition of the mathematical modelling, algorithmic and numerical solution aspects of the topics covered, the book will also be useful to aerospace engineering graduates and post-graduate students who wish to expand their knowledge by studying real-world applications and challenges that they will encounter in their profession. Readers will obtain a broad overview of some of the most challenging space engineering operational scenarios of today and tomorrow: this will be useful for managers in the aerospace field, as well as in other industrial sectors. The contributed chapters are mainly focused on space engineering practice. Researchers and practitioners in mathematical systems modelling, operations research, optimization, and optimal control will also benefit from the case studies presented in this book. The model development and optimization approaches discussed can be extended towards other application areas that are not directly related to space engineering. Therefore, the book can be a useful reference to assist in the development of new modelling and optimization applications.