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Probabilistic theory of mean field games with applications

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...

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Detalles Bibliográficos
Autores principales: Carmona, René, Delarue, François
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-58920-6
https://dx.doi.org/10.1007/978-3-319-56436-4
http://cds.cern.ch/record/2307020