| 書目名稱 | Probabilistic Theory of Mean Field Games with Applications I |
| 副標(biāo)題 | Mean Field FBSDEs, C |
| 編輯 | René Carmona,Fran?ois Delarue |
| 視頻video | http://file.papertrans.cn/757/756831/756831.mp4 |
| 概述 | 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 sol |
| 叢書名稱 | Probability Theory and Stochastic Modelling |
| 圖書封面 |  |
| 描述 | .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 I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions‘ approach to the Wasserstein differential calculus, and the applications of its resultsto the analysis of stochastic mean field control problems.?. .Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The a |
| 出版日期 | Book 2018 |
| 關(guān)鍵詞 | Mean Field Games; Mean Field Control; Master Equations; Forward Backward Stochastic Differential Equati |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-58920-6 |
| isbn_softcover | 978-3-030-13260-6 |
| isbn_ebook | 978-3-319-58920-6Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
| issn_series | 2199-3130 |
| copyright | Springer International Publishing AG 2018 |
|Archiver|手機(jī)版|小黑屋|
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