1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
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| Autore: |
Carmona, René A.
|
| Titolo: |
1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
|
| Pubblicazione: | Cham, : Springer, 2018 |
| Titolo uniforme: | Probabilistic Theory of Mean Field Games with Applications. 1, Mean Field FBSDEs, Control, and Games |
| Descrizione fisica: | xxv, 713 p. : ill. ; 24 cm |
| Soggetto topico: | 93E20 - Optimal stochastic control [MSC 2020] |
| 91Axx - Game theory [MSC 2020] | |
| 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] | |
| 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] | |
| Soggetto non controllato: | Analysis on Wasserstein Space |
| Applications in Economics and Social Science | |
| Forward-Backward Stochastic Differential Equations | |
| Game Theory | |
| Master Equations | |
| Mean field games | |
| Mean-field Control | |
| Optimal Stochastic Control | |
| Partial differential equations | |
| Altri autori: |
Delarue, François
|
| Titolo autorizzato: | Probabilistic Theory of Mean Field Games with Applications. 1, Mean Field FBSDEs, Control, and Games |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0124941 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-3-319-58920-6 |
| Opac: | Controlla la disponibilità qui |
Serie:
Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 83
Fa parte di:
Probabilistic Theory of Mean Field Games with Applications / René Carmona, François Delarue Cham . -Springer , 2018 volumi . -ill. , 24 cm ; 1