Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling)
Language: English
Published by Springer, 2019
Series: Book 20 of 35 - Probability Theory and Stochastic Modelling
- Softcover
- New
Seller: Biblios, frankfurt am main, hessen, GermanyBiblios
AbeBooks seller since September 10, 2024
Condition: New
£ 206.90
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- Title
- Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling)
- Author
- Carmona Ren?
- Publisher
- Springer
- Publication year
- 2019
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3030132595
- ISBN 13
- 9783030132590
- Series
- Book 20 of 35: Probability Theory and Stochastic Modelling
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
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 the title" may belong to another edition of this title.
Biblios
frankfurt am main, hessen, Germany
AbeBooks seller since September 10, 2024
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