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Viser: Probabilistic Theory of Mean Field Games with Applications I-II
Probabilistic Theory of Mean Field Games with Applications I-II
René Carmona og Francois Delarue
(2018)
Sprog: Engelsk
om ca. 10 hverdage
Detaljer om varen
- Hardback
- Udgiver: Springer International Publishing AG (Maj 2018)
- Forfattere: René Carmona og Francois Delarue
- ISBN: 9783319598208
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.
Part I: The Probabilistic Approach to Mean Field Games.- Learning by Examples: What is a Mean Field Game'.- Probabilistic Approach to Stochastic Differential Games.- Stochastic Differential Mean Field Games.- FBSDEs and the Solution of MFGs without Common Noise.-
Part II: Analysis on Wasserstein Space and Mean Field Control.- Spaces of Measures and Related Differential Calculus.- Optimal Control of SDEs of McKean-Vlasov Type.- Epologue to Volume I.- Extensions for Volume I. References.- Indices.- Foreword.- Preface to Volume II.-
Part I: MFGs with a Common Noise.- Optimization in a Random Environment.- MFGs with a Common Noise: Strong and Weak Solutions.- Solving MFGs with a Common Noise.-
Part II: The Master Equation, Convergence, and Approximation Problems.- The Master Field and the Master Equation.- Classical Solutions to the Master Equation.- Convergence and Approximations.- Epilogue to Volume II.- Extensions for Volume II.- References.- Indices.