Probabilistic Theory of Mean Field Games with Applications II

Mean Field Games with Common Noise and Master Equations

Häftad, Engelska, 2019

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

1 929 kr

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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

Utgivningsdatum2019-10-29
Mått155 x 235 x 41 mm
Vikt1 080 g
FormatHäftad
SpråkEngelska
SerieProbability Theory and Stochastic Modelling
Antal sidor700
FörlagSpringer Nature Switzerland AG
ISBN9783030132590

Tillhör följande kategorier

Foreword.- Preface to Volume II.- Part I: MFGs with a Common Noise.- Optimization in a Random Environment.- MFGs with a Common Noise: Strong and Weak Solutions.- Solving MFGs with a Common Noise.- Part II: The Master Equation, Convergence, and Approximation Problems.- The Master Field and the Master Equation.- Classical Solutions to the Master Equation.- Convergence and Approximations.- Epilogue to Volume II.- Extensions for Volume II.- References.- Indices.

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