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Carmona, René

Probabilistic Theory of Mean Field Games with Applications II

Carmona, René - Probabilistic Theory of Mean Field Games with Applications II, ebook

184,50€

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ISBN: 9783319564364
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Table of contents

Part I. MFGs with a Common Noise

1. Optimization in a Random Environment
René Carmona, François Delarue

2. MFGs with a Common Noise: Strong and Weak Solutions
René Carmona, François Delarue

3. Solving MFGs with a Common Noise
René Carmona, François Delarue

Part II. The Master Equation, Convergence, and Approximation Problems

4. The Master Field and the Master Equation
René Carmona, François Delarue

5. Classical Solutions to the Master Equation
René Carmona, François Delarue

6. Convergence and Approximations
René Carmona, François Delarue

7. Extensions for Volume II
René Carmona, François Delarue

Keywords: Mathematics, Probability Theory and Stochastic Processes, Calculus of Variations and Optimal Control; Optimization, Partial Differential Equations, Economic Theory/Quantitative Economics/Mathematical Methods

Author(s)
 
Publisher
Springer
Publication year
2018
Language
en
Edition
1
Series
Probability Theory and Stochastic Modelling
Page amount
24 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319564364
Printed ISBN
978-3-319-56435-7

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