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Titlebook: Probabilistic Theory of Mean Field Games with Applications I; Mean Field FBSDEs, C René Carmona,Fran?ois Delarue Book 2018 Springer Interna

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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videohttp://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Titlebook: Probabilistic Theory of Mean Field Games with Applications I; Mean Field FBSDEs, C René Carmona,Fran?ois Delarue Book 2018 Springer Interna
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
doihttps://doi.org/10.1007/978-3-319-58920-6
isbn_softcover978-3-030-13260-6
isbn_ebook978-3-319-58920-6Series ISSN 2199-3130 Series E-ISSN 2199-3149
issn_series 2199-3130
copyrightSpringer International Publishing AG 2018
The information of publication is updating

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René Carmona,Fran?ois Delarue examples and informal explanations rather than through "dryComplex analysis is one of the most attractive of all the core topics in an undergraduate mathematics course. Its importance to applications means that it can be studied both from a very pure perspective and a very applied perspective. This
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Learning by Examples: What Is a Mean Field Game?logy as well as some preliminary results at the core of the theory of mean field games. This compendium of models illustrates the great variety of applications which can potentially be studied rigorously by means of this concept. These introductory examples are chosen for their simplicity, and for p
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Probabilistic Approach to Stochastic Differential Games this class of game models. As the main focus of the text is the probabilistic approach to the solution of stochastic games, we review the strategy based on the stochastic Pontryagin maximum principle and show how BSDEs and FBSDEs can be brought to bear in the search for Nash equilibria. We emphasiz
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