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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations
René Carmona
€ 164.42
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Description for Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations
Hardback. Series: Probability Theory and Stochastic Modelling. Num Pages: 690 pages, 1 black & white illustrations, 4 colour illustrations, biography. BIC Classification: KCA; PBKJ; PBKQ. Category: (P) Professional & Vocational. Dimension: 235 x 155. .
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Hardback
Publication date
2018
Series
Probability Theory and Stochastic Modelling
Condition
New
Weight
28g
Number of Pages
700
Place of Publication
Cham, Switzerland
ISBN
9783319564357
SKU
V9783319564357
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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