The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201) (Bog, Hardback, Engelsk)
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The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)

(Bog, Hardback, Engelsk)
Forfattere: Pierre Cardaliaguet, Francois Delarue, Jean-Michel Lasry, Pierre-Louis Lions
The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)
Forlag: Princeton University Press

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Beskrivelse

This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena,

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Alle detaljer

Forlag Princeton University Press
Forfattere Pierre Cardaliaguet, Francois Delarue, Jean-Michel Lasry, Pierre-Louis Lions
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 13-08-2019
Første udgivelsesår 2019
Serie Annals of Mathematics Studies
Originalsprog United States
Sideantal 224
Indbinding Hardback
Forlag Princeton University Press
Sideoplysninger 224 pages
Mål 162 x 241 x 21
ISBN-13 / EAN-13 9780691190709