Items related to Probabilistic Theory of Mean Field Games with Applications...
Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations - Softcover
Synopsis
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.
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- PublisherSpringer
- Publication date2018
- ISBN 10 3319589199
- ISBN 13 9783319589190
- BindingPaperback
- LanguageEnglish
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