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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling, 84) - Hardcover
Synopsis
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."synopsis" may belong to another edition of this title.
From the Back Cover
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 authorsprovide 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."About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2018
- ISBN 10 3319564358
- ISBN 13 9783319564357
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages724
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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
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Probabilistic Theory of Mean Field Games with Applications II
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Springer International Publishing, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approachNumerous applications with explicit examples including numerical solutions. Seller Inventory # 155120307
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Probabilistic Theory of Mean Field Games with Applications II
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ISBN 10: 3319564358
ISBN 13: 9783319564357
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 724 pp. Englisch. Seller Inventory # 9783319564357
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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
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Springer International Publishing, Springer Nature Switzerland, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
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Hardcover
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783319564357
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Probabilistic Theory of Mean Field Games with Applications II
ISBN 10: 3319564358
ISBN 13: 9783319564357
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Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Buch. Condition: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 724 pp. Englisch. Seller Inventory # 9783319564357
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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
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Probabilistic Theory of Mean Field Games With Applications: Mean Field Games With Common Noise and Master Equations: Vol 2
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
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