Ebook: Probabilistic theory of mean field games with applications II
Author: Carmona René, Delarue François
- Genre: Mathematics // Probability
- Tags: Differential games., Stochastic differential equations., Stochastic partial differential equations.
- Series: Probability theory and stochastic modelling 83., Probability theory and stochastic modelling 84
- Year: 2018
- Publisher: Springer Nature
- Language: English
- pdf
"This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications. Considered the first comprehensive treatment of the theory of mean field games, much of the content is original and has been designed especially for the purpose of this book. Volume I of the set is entirely devoted to the theory of mean field games without a common noise, whereas Volume II analyzes Read more...
Abstract:
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. Read more...
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