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



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Autore: Carmona, René A. Visualizza persona
Titolo: 2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue Visualizza cluster
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  Visualizza cluster
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
Opac: Controlla la disponibilità qui
Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 84
Fa parte di: Probabilistic Theory of Mean Field Games with Applications / René Carmona, François Delarue Cham . -Springer , 2018 volumi . -ill. , 24 cm ; 2