Probabilistic Theory of Mean Field Games with Applications II
Carmona, René, Delarue, François
Produktnummer:
18704ad65315d34c039ae3d4dd3fe9c814
Autor: | Carmona, René Delarue, François |
---|---|
Themengebiete: | Analysis on Wasserstein Space Applications in Economics and Social Science Forward Backward Stochastic Differential Equations Game Theory Master Equations Mean Field Control Mean Field Games Optimal Stochastic Control partial differential equations |
Veröffentlichungsdatum: | 20.03.2018 |
EAN: | 9783319564357 |
Sprache: | Englisch |
Seitenzahl: | 700 |
Produktart: | Gebunden |
Verlag: | Springer International Publishing |
Untertitel: | Mean Field Games with Common Noise and Master Equations |
Produktinformationen "Probabilistic Theory of Mean Field Games with Applications II"
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.

Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen