This is a comprehensive volume on robot teams that will be the standard reference on multi-robot systems. The volume provides not only the essentials of multi-agent robotics theory but also descriptions of exemplary implemented systems demonstrating the key concepts of multi-robot research. Information is presented in a descriptive manner and augmented with detailed mathematical formulations, photos, diagrams, and source code examples.

This book is the fourth offical archival publication devoted to RoboCup and documents the achievements presented at the Fourth Robot World Cup Soccer Games and Conferences, RoboCup 2000, held in Melbourne, Australia, in August/September 2000. The book presents the following parts: introductory overview and survey, championship papers by the winners of the competitions, finalist papers for the RoboCup challenge awards, papers and posters presented at the workshop, team description of a large number of participating teams. This book is mandatory reading for the rapidly growing RoboCup community as well as a valuable source of reference and inspiration for R & D professionals interested in multi-agent systems, distributed artificial intelligence, and intelligent robotics.

Hedge Funds. These lightly regulated funds continually innovate new investing and trading strategies to take advantage of temporary mispricing of assets (when their market price deviates from their intrinsic value). These techniques are shrouded in mystery, which permits hedge fund managers to charge exceptionally high fees. While the details of each fund's approach are carefully guarded trade secrets, this book draws the curtain back on the core building blocks of many hedge fund strategies. As an instructional text, it will assist two types of students: Economics and finance students interested in understanding what "quants" do; and software specialists interested in applying their skills to programming trading systems. Hedge Fund Secrets provides a needed complement to journalistic accounts of the hedge fund industry, to deepen the understanding of nonspecialist readers such as policy makers, journalists, and individual investors. The book is organized in modules to allow different readers to focus on the elements of this topic that most interest them. Its authors include a fund practitioner and a computer scientist (Balch), in collaboration with a public policy economist and finance academic (Romero).