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Bensoussan, Alain

Mean Field Games and Mean Field Type Control Theory

Bensoussan, Alain - Mean Field Games and Mean Field Type Control Theory, ebook

65,55€

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ISBN: 9781461485087
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Table of contents

1. Introduction
Alain Bensoussan, Jens Frehse, Phillip Yam

2. General Presentation of Mean Field Control Problems
Alain Bensoussan, Jens Frehse, Phillip Yam

3. The Mean Field Games
Alain Bensoussan, Jens Frehse, Phillip Yam

4. The Mean Field Type Control Problems
Alain Bensoussan, Jens Frehse, Phillip Yam

5. Approximation of Nash Games with a Large Number of Players
Alain Bensoussan, Jens Frehse, Phillip Yam

6. Linear Quadratic Models
Alain Bensoussan, Jens Frehse, Phillip Yam

7. Stationary Problems
Alain Bensoussan, Jens Frehse, Phillip Yam

8. Different Populations
Alain Bensoussan, Jens Frehse, Phillip Yam

9. Nash Differential Games with Mean Field Effect
Alain Bensoussan, Jens Frehse, Phillip Yam

10. Analytic Techniques
Alain Bensoussan, Jens Frehse, Phillip Yam

Keywords: Mathematics, Systems Theory, Control, Probability Theory and Stochastic Processes, Partial Differential Equations

Author(s)
 
 
Publisher
Springer
Publication year
2013
Language
en
Edition
2013
Series
SpringerBriefs in Mathematics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9781461485087

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