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Probabilistic Theory of Mean Field Games with Applications I

Probabilistic Theory of Mean Field Games with Applications I

Mean Field FBSDEs, Control, and Games

by Francois Delarue and René Carmona
Hardback
Publication Date: 10/01/2018

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Preface to Volume I.- Part I: The Probabilistic Approach to Mean Field Games.- Learning by Examples: What is a Mean Field Game?.- Probabilistic Approach to Stochastic Differential Games.- Stochastic Differential Mean Field Games.- FBSDEs and the Solution of MFGs without Common Noise.- Part II: Analysis on Wasserstein Space and Mean Field Control.- Spaces of Measures and Related Differential Calculus.- Optimal Control of SDEs of McKean-Vlasov Type.- Epologue to Volume I.- Extensions for Volume I. References.- Indices.
ISBN:
9783319564371
9783319564371
Category:
Economic theory & philosophy
Format:
Hardback
Publication Date:
10-01-2018
Language:
English
Publisher:
Springer
Country of origin:
United States
Dimensions (mm):
235x155mm
Weight:
12.23kg

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