Probabilistic Theory of Mean Field Games with Applications I Mean Field FBSDEs, Control, and Games /
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...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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Έκδοση: | 1st ed. 2018. |
Σειρά: | Probability Theory and Stochastic Modelling,
83 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Preface to Volume I
- Part I: The Probabilistic Approach to Mean Field Games
- Learning by Examples: What is a Mean Field Game?
- Probabilistic Approach to Stochastic Differential Games
- Stochastic Differential Mean Field Games
- FBSDEs and the Solution of MFGs without Common Noise
- Part II: Analysis on Wasserstein Space and Mean Field Control
- Spaces of Measures and Related Differential Calculus
- Optimal Control of SDEs of McKean-Vlasov Type
- Epologue to Volume I
- Extensions for Volume I. References
- Indices.