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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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 |
Online Access: | |
Physical Description: | 1 online resource (224 p.) |
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