Stochastic Games and Related Concepts
T. Parthasarathy, CMI
Game theory looks at strategic interaction between one or more players, played in a cooperative or non-cooperative environment, as a single shot or repeated over finite or infinite time horizon, with pre-defined rewards for each player. The concept of a stochastic game introduced by Shapley (1953) is a dynamic game played by one or more players in a sequence of stages, with probabilistic transitions for moving from one stage to another.
As a part of this lecture series, I will cover stochastic games and related concepts. These lectures are research level lectures. I would like to encourage advanced undergraduate students and graduate students to also attend the lectures.
Prerequisites: Introductory Real Analysis, Matrix Theory, Probability
There will be 8–9 lectures, starting Friday, 4 September, 2015. Lectures will be held on Fridays from 2:00 pm to 3:15 pm.