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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations - Softcover

 
9783319589190: Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations

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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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Other Popular Editions of the Same Title

9783319564357: 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)

Featured Edition

ISBN 10:  3319564358 ISBN 13:  9783319564357
Publisher: Springer, 2018
Hardcover