This book for beginning graduate students presents a course on stochastic games and the mathematical methods used in their analysis.

Stochastic games have an element of chance: the state of the next round is determined probabilistically depending upon players' actions and the current state. S

This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, Ju

This new edition is unparalleled in breadth of coverage, thoroughness of technical explanations and number of worked examples.

Game theory is the mathematical study of interaction among independent, self-interested agents. The audience for game theory has grown dramatically in recent ye