2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue

• Autore: Carmona, René A.
• Pubblicazione: Cham, : Springer, 2018
• Titolo uniforme: Probabilistic Theory of Mean Field Games with Applications. 2, Mean Field Games with Common Noise and Master Equations
• Descrizione fisica: xxiv, 697 p. : ill. ; 24 cm
• Soggetto topico: 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]; 49K45 - Optimality conditions for problems involving randomness [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. 2, Mean Field Games with Common Noise and Master Equations
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0124942
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-56436-4
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 84