The Master Equation and the Convergence Problem in Mean Field Games : : (AMS-201) / / Pierre Cardaliaguet, Pierre-Louis Lions, Jean-Michel Lasry, François Delarue.

This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While originating in economics, this theory now has applications in areas as di...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2019 English
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2019]
©2019
Year of Publication:2019
Language:English
Series:Annals of Mathematics Studies ; 201
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Physical Description:1 online resource (224 p.)
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