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Probabilistic Theory of Mean Field Games with Applications I: Mean Field

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Last updated on 26 Apr, 2025 16:55:26 BSTView all revisionsView all revisions

Item specifics

Condition
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
EAN
9783319564371
UPC
9783319564371
ISBN
9783319564371
MPN
N/A
Item Length
23.8 cm
Item Weight
1.26 kg
Publication Year
2018
Series
Probability Theory and Stochastic Modelling
Type
Textbook
Format
Hardcover
Language
English
Publication Name
Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games
Item Height
235 mm
Author
Francois Delarue, Rene Carmona
Publisher
Springer International Publishing A&G
Subject
Economics, Mathematics
Item Width
155 mm
Number of Pages
714 Pages

About this product

Product Information

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 I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. 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.

Product Identifiers

Publisher
Springer International Publishing A&G
ISBN-13
9783319564371
eBay Product ID (ePID)
238582521

Product Key Features

Number of Pages
714 Pages
Publication Name
Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games
Language
English
Subject
Economics, Mathematics
Publication Year
2018
Type
Textbook
Author
Francois Delarue, Rene Carmona
Series
Probability Theory and Stochastic Modelling
Format
Hardcover

Dimensions

Item Height
235 mm
Item Width
155 mm
Volume
83

Additional Product Features

Country/Region of Manufacture
Switzerland
Title_Author
Rene Carmona, Francois Delarue

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