Probabilistic Theory of Mean Field Games with Applications I-II 2018 Edition Contributor(s): Carmona, René (Author), Delarue, François (Author) |
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ISBN: 3319598201 ISBN-13: 9783319598208 Publisher: Springer
Binding Type: Hardcover - See All Available Formats & Editions Published: May 2018 Click for more in this series: Probability Theory and Stochastic Modelling |
Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Calculus - Mathematics | Differential Equations - General |
Dewey: 330.1 |
Series: Probability Theory and Stochastic Modelling |
Physical Information: 1371 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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 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. |
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