Probabilistic Theory of Mean Field Games with Applications I-II (Probability Theory and Stochastic Modelling, 83-84)
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.
Best prices to buy, sell, or rent ISBN 9783319598208
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- Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83)Delarue, François; Carmona, RenéEdition:1st ed. 2018ISBN-13:9783319564371
- Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83)Delarue, François; Carmona, RenéEdition:Softcover reprint of the original 1st ed. 2018ISBN-13:9783030132606
- Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)Delarue, François; Carmona, RenéEdition:1st ed. 2018ISBN-13:9783319564357
- Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83)Delarue, François; Carmona, RenéEdition:1st ed. 2018ISBN-13:9783319564371
- Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83)Delarue, François; Carmona, RenéEdition:Softcover reprint of the original 1st ed. 2018ISBN-13:9783030132606
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