Probabilistic Theory of Mean Field Games with Applications II

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

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