Probabilistic Theory of Mean Field Games with Applications II Mean Field Games with Common Noise and Master Equations / by René Carmona, François Delarue.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II tackl...

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Bibliographic Details
Main Authors: Carmona, René (Author), Delarue, François, 1976- (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edition:1st ed. 2018.
Series:Probability Theory and Stochastic Modelling, 84
Springer eBook Collection.
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Online Access:Click to view e-book
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