| |
|
| Artikel-Nr.: 5667A-9783030132606 Herst.-Nr.: 9783030132606 EAN/GTIN: 9783030132606 |
| |
|
| | |
| 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. Weitere Informationen: | | Author: | René Carmona; François Delarue | Verlag: | Springer International Publishing | Sprache: | eng |
|
| | |
| | | |
| Weitere Suchbegriffe: 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 |
| | |
| |