Probabilistic Theory of Mean Field Games with Applications I Mean Field FBSDEs, Control, and Games

Probabilistic Theory of Mean Field Games with Applications I Mean Field FBSDEs, Control, and Games / 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 I of the...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Carmona, René (Egilea), Delarue, François, 1976- (Egilea)
Erakunde egilea: SpringerLink (Online service)
Formatua: eBook
Hizkuntza:English
Argitaratua: Cham : Springer International Publishing : Imprint: Springer, 2018.
Edizioa:1st ed. 2018.
Saila:Probability Theory and Stochastic Modelling, 83
Springer eBook Collection.
Gaiak:
Probabilities.
Calculus of variations.
Partial differential equations.
Economic theory.
Electronic resources (E-books)
Sarrera elektronikoa:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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