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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
OUR PRICE: $284.05  

Binding Type: Hardcover - See All Available Formats & Editions
Published: May 2018
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Temporarily out of stock - Will ship within 2 to 5 weeks

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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