* * Stochastic games

We are interested in situations of stochastic control with more than one controller. The objective of the controllers might be different, which leads to the framework of stochastic games. We are especially interested in problems arrising from queueing applications, where the information available to different controllers might be different, where the natural setting is of an infinite state space, and where costs are typically unbounded. Computation and analysis of such problems required the development of new theoretical tools. We are able in some applications to obtain the structure of optimal policies and the value function.

Papers on Applications:

Theoretical papers on approximations

Other Theoretical papers

Slides of some talks:

* Tutorial talk: Applications of Dynamic Games in Queues , ( pdf file ), presented at the 9th International Symposium on Dynamic Games and Applications December 18-21, 2000, Adelaide, South Australia.

Back to my English Web page .

Some links to WEB cites on game theory:
The International Society of Dyancim Games - ISDG ,
Economics Working Paper Archive, section Game Theory and Information (C7,D8) ,
International Journal of Game Theory .