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Carmona, René

Probabilistic Theory of Mean Field Games with Applications I

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

184,50€

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ISBN: 9783319589206
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Table of contents

Part I. The Probabilistic Approach to Mean Field Games

1. Learning by Examples: What Is a Mean Field Game?
René Carmona, François Delarue

2. Probabilistic Approach to Stochastic Differential Games
René Carmona, François Delarue

3. Stochastic Differential Mean Field Games
René Carmona, François Delarue

4. FBSDEs and the Solution of MFGs Without Common Noise
René Carmona, François Delarue

Part II. Analysis on Wasserstein Space and Mean Field Control

5. Spaces of Measures and Related Differential Calculus
René Carmona, François Delarue

6. Optimal Control of SDEs of McKean-Vlasov Type
René Carmona, François Delarue

7. Extensions for Volume I
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
25 pages
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319589206
Printed ISBN
978-3-319-56437-1

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