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Artigos
Capa

Probabilistic Theory of Mean Field Games with Applications I-II

Delarue, François
SPRINGER
05 / 2018
9783319598208
978-33-1959-820-8
Inglês
Probability Theory and Stochastic Modelling
Ingles
Teoria y filosofia economicas
Probabilidad y estadistica
Optimizacion

Sinopse

This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications.nbsp; 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.nbsp;nbsp;