This book presents results on the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a perma…
This Palgrave Pivot examines monotone games and studies incentives and outcomes when there are multiple players, and how the decision of each player affects the well-being of others in particular ways. Games with strategic complements exhibit codirectional incentives, or incenti…
This book provides the fundamental theory of distributed optimization, game and learning. It includes those working directly in optimization,-and also many other issues like time-varying topology, communication delay, equality or inequality constraints,-and random projections. T…
This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main feat…
This book includes up-to-date contributions in the broadly defined area of probabilistic analysis of voting rules and decision mechanisms. Featuring papers from all fields of social choice and game theory, it presents probability arguments to allow readers to gain a better under…
This is a textbook for university juniors, seniors, and graduate students majoring in economics, applied mathematics, and related fields. Each chapter is structured so that a core concept of that chapter is presented with motivations, useful applications are given, and related a…
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as f…
Set-valued optimization is a vibrant and expanding branch of mathematics that deals with optimization problems where the objective map and/or the constraints maps are set-valued maps acting between certain spaces. Since set-valued maps subsumes single valued maps, set-valued opt…
Advances in Mathematical Economics Volume 19
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulate…
Nonstandard Analysis for the Working Mathematician
Starting with a simple formulation accessible to all mathematicians, this second edition is designed to provide a thorough introduction to nonstandard analysis. Nonstandard analysis is now a well-developed, powerful instrument for solving open problems in almost all disciplines …
This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the …
This edited book provides techniques which address various aspects of big data collection and analysis from social media platforms and beyond. It covers efficient compression of large networks, link prediction in hashtag graphs, visual exploration of social media data, identifyi…
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies…
Economic archaeology and ancient economic history have boomed the past decades. The former thanks to greatly enhanced techniques to identify, collect, and interpret material remains as proxies for economic interactions and performance; the latter by embracing the frameworks of n…
This book comprises empirical tests of the theoretical implications of collective action theory specifically with regard to mobilization. It is based on the author's European Protest and Coercion Data, which won the Comparative Politics Section of American Political Science Asso…
This book is the first to present in a systematic manner the application of game theory to fisheries management at both international and national levels. Strategic interaction among fishers and nations exploiting fishery resources is an inescapable fact of life. This has long b…