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...

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書誌詳細
主要な著者: Carmona, René (著者), Delarue, François, 1976- (著者)
団体著者: SpringerLink (Online service)
フォーマット: eBook
言語:English
出版事項: Cham : Springer International Publishing : Imprint: Springer, 2018.
版:1st ed. 2018.
シリーズ:Probability Theory and Stochastic Modelling, 83
Springer eBook Collection.
主題:
Probabilities.
Calculus of variations.
Partial differential equations.
Economic theory.
Electronic resources (E-books)
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Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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