Game Theory and Mathematical Economics Research Seminar
Lecturer:
Prof. Abraham Neyman (Hebrew University)
Title:
Stochastic games
Abstract:
The seminar is a journey from von Neumann's (1928) minmax theorem to the development and the active research areas of the modern theory of stochastic games. The journey covers Zermelo's minmax theorem for games with perfect information, von Neuman's minmax theorem, Nash's equilibrium, the definition of stochastic games, which are multistage games with symmetric information, and the corresponding minimax and equilibrium results in stochastic game. We conclude with recent results on robust optimization in stochastic games and the memory resources needed for optimization in stochastic games with the long-run average payoffs.
Location:
Eilan Hall, Feldman Building, Second Floor, Edmond Safra Campus.