Probabilistic Theory of Mean Field Games with Applications I

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

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