Coverart for item
The Resource Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations, by René Carmona, François Delarue, (electronic resource)

Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations, by René Carmona, François Delarue, (electronic resource)

Label
Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
Title
Probabilistic Theory of Mean Field Games with Applications II
Title remainder
Mean Field Games with Common Noise and Master Equations
Statement of responsibility
by René Carmona, François Delarue
Creator
Contributor
Author
Subject
Language
eng
Summary
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 II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. 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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Carmona, René
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Delarue, François.
Series statement
  • Springer eBooks
  • Springer eBooks.
  • Probability Theory and Stochastic Modelling,
Series volume
84
http://library.link/vocab/subjectName
  • Differential equations, partial
  • Distribution (Probability theory
  • Economic theory
  • Mathematical optimization
Label
Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations, by René Carmona, François Delarue, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-319-56436-4
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Foreword -- Preface to Volume II -- Part I: MFGs with a Common Noise -- Optimization in a Random Environment -- MFGs with a Common Noise: Strong and Weak Solutions -- Solving MFGs with a Common Noise -- Part II: The Master Equation, Convergence, and Approximation Problems -- The Master Field and the Master Equation -- Classical Solutions to the Master Equation -- Convergence and Approximations -- Epilogue to Volume II -- Extensions for Volume II -- References -- Indices
Control code
978-3-319-56436-4
Dimensions
unknown
Extent
1 online resource (XXIV, 700 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319564364
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1028552392
Label
Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations, by René Carmona, François Delarue, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-319-56436-4
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Foreword -- Preface to Volume II -- Part I: MFGs with a Common Noise -- Optimization in a Random Environment -- MFGs with a Common Noise: Strong and Weak Solutions -- Solving MFGs with a Common Noise -- Part II: The Master Equation, Convergence, and Approximation Problems -- The Master Field and the Master Equation -- Classical Solutions to the Master Equation -- Convergence and Approximations -- Epilogue to Volume II -- Extensions for Volume II -- References -- Indices
Control code
978-3-319-56436-4
Dimensions
unknown
Extent
1 online resource (XXIV, 700 pages)
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319564364
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1028552392

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