Essays on Pareto Optimality in Cooperative Games
English | 2022 | ISBN: 9811950482 | 174 Pages | PDF EPUB (True) | 17 MB
English | 2022 | ISBN: 9811950482 | 174 Pages | PDF EPUB (True) | 17 MB
The book focuses on Pareto optimality in cooperative games. Most of the existing works focus on the Pareto optimality of deterministic continuous-time systems or for the regular convex LQ case. To expand on the available literature, we explore the existence conditions of Pareto solutions in stochastic differential game for more general cases. In addition, the LQ Pareto game for stochastic singular systems, Pareto-based guaranteed cost control for uncertain mean-field stochastic systems, and the existence conditions of Pareto solutions in cooperative difference game are also studied in detail.