Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games

by René A. Carmona and Francois Delarue

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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...

Format:Hardcover

Language:English

ISBN:3319564374

ISBN13:9783319564371

Release Date:March 2018

Publisher:Springer

Length:714 Pages

Weight:2.60 lbs.

Dimensions:1.6" x 6.5" x 9.4"

Related Subjects

Math Mathematics Science & Math

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Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games

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