Probabilistic Theory of Mean Field Games with Applications II

Released on by René Carmona
preview-18

  • Probabilistic Theory of Mean Field Games with Applications II Book Detail

  • Author : René Carmona
  • Release Date : 2018-03-08
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 712
  • ISBN 13 : 3319564366
  • File Size : 69,69 MB
DOWNLOAD BOOK

Probabilistic Theory of Mean Field Games with Applications II by René Carmona PDF Summary

Book Description: 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 II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.

Disclaimer: www.yourbookbest.com does not own Probabilistic Theory of Mean Field Games with Applications II books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Mean Field Games

Mean Field Games

File Size : 12,12 MB
Total View : 4099 Views
DOWNLOAD

This volume is based on lectures delivered at the 2020 AMS Short Course “Mean Field Games: Agent Based Models to Nash Equilibria,” held January 13–14, 202