Probabilistic Theory of Mean Field Games with Applications I

Mean Field FBSDEs, Control, and Games

Häftad, Engelska, 2019

Av René Carmona, François Delarue, Rene Carmona, Francois Delarue, François Carmona, René

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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

Produktinformation

Utgivningsdatum2019-11-01
Mått155 x 235 x 40 mm
Vikt1 112 g
FormatHäftad
SpråkEngelska
SerieProbability Theory and Stochastic Modelling
Antal sidor714
FörlagSpringer Nature Switzerland AG
ISBN9783030132606

Tillhör följande kategorier

Preface to Volume I.- Part I: The Probabilistic Approach to Mean Field Games.- Learning by Examples: What is a Mean Field Game?.- Probabilistic Approach to Stochastic Differential Games.- Stochastic Differential Mean Field Games.- FBSDEs and the Solution of MFGs without Common Noise.- Part II: Analysis on Wasserstein Space and Mean Field Control.- Spaces of Measures and Related Differential Calculus.- Optimal Control of SDEs of McKean-Vlasov Type.- Epologue to Volume I.- Extensions for Volume I. References.- Indices.

“The text is very well-written and can be used to study the theory on various levels. It develops systematically from the wealth of motivating examples and heuristical considerations, through the carefully chosen collection of in-depth explained preliminaries, to the extensive nontrivial theory explained in full detail. … The book is highly recommended for those interested in the foundations and the up-to-date development of MFGs, as well as in the general area of stochastic control and related issues of analysis and probability.” (Vassili, Mathematical Reviews, January, 2019)