Probabilistic Theory of Mean Field Games with Applications I-II
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Beschreibung
This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications. Considered the first comprehensive treatment of the theory of mean field games, much of the content is original and has been designed especially for the purpose of this book.
Volume I of the set is entirely devoted to the theory of mean field games without a common noise, whereas Volume II analyzes mean field games in which the players are subject to games with a common noise.
Together, both Volume I and Volume II will benefit researchers in the field as well as PhD and graduate students working on the subject due to the self-contained nature and applications with explicit examples throughout.
First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach Numerous applications with explicit examples including numerical solutions Self-contained treatment of related topics such as analysis on Wasserstein space and mean field control problems
Autor*in
René Carmona
Themen in »Probabilistic Theory of Mean Field Games with Applications I-II«
Mean Field Games Mean Field Control Master Equations Forward Backward Stochastic Differential Equations Analysis on Wasserstein Space Game Theory Optimal Stochastic Control Applications in Economics and Social Science partial differential equations