1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
| 1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 713 p. : ill. ; 24 cm |
| Altri autori (Persone) | Delarue, François |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124941 |
Carmona, René A.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
| 1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxv, 713 p. : ill. ; 24 cm |
| Altri autori (Persone) | Delarue, François |
| Soggetto topico |
60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] 91Axx - Game theory [MSC 2020] 93E20 - Optimal stochastic control [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124941 |
Carmona, René A.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue
| 1: Mean Field FBSDEs, Control, and Games / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxv, 713 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Delarue, François |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124941 |
Carmona, René A.
|
||
| xxv, 713 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue
| 2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiv, 697 p. : ill. ; 24 cm |
| Altri autori (Persone) | Delarue, François |
| 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124942 |
Carmona, René A.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue
| 2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xxiv, 697 p. : ill. ; 24 cm |
| Altri autori (Persone) | Delarue, François |
| Soggetto topico |
49K45 - Optimality conditions for problems involving randomness [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] 91Axx - Game theory [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124942 |
Carmona, René A.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue
| 2: Mean Field Games with Common Noise and Master Equations / René Carmona, François Delarue |
| Autore | Carmona, René A. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xxiv, 697 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Delarue, François |
| 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] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124942 |
Carmona, René A.
|
||
| xxiv, 697 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ecole d'Ete de Probabilites de Saint-Flour XIV, 1984 / René Carmona, Harry Kesten, John B. Walsh ; edité par P. L. Hennequin
| Ecole d'Ete de Probabilites de Saint-Flour XIV, 1984 / René Carmona, Harry Kesten, John B. Walsh ; edité par P. L. Hennequin |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1986 |
| Descrizione fisica | x, 439 p. ; 24 cm |
| Altri autori (Persone) |
Kesten, Harry
Walsh, John B. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00Bxx - Conference proceedings and collections of articles [MSC 2020] |
| Soggetto non controllato | Probability calculation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN0263766 |
Carmona, René A.
|
||
| Berlin, : Springer, 1986 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ecole d'Ete de Probabilites de Saint-Flour XIV, 1984 / René Carmona, Harry Kesten, John B. Walsh ; edité par P. L. Hennequin
| Ecole d'Ete de Probabilites de Saint-Flour XIV, 1984 / René Carmona, Harry Kesten, John B. Walsh ; edité par P. L. Hennequin |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Berlin, : Springer, 1986 |
| Descrizione fisica | x, 439 p. ; 24 cm |
| Altri autori (Persone) |
Kesten, Harry
Walsh, John B. |
| Soggetto topico |
00Bxx - Conference proceedings and collections of articles [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato | Probability calculation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNICAMPANIA-VAN00263766 |
Carmona, René A.
|
||
| Berlin, : Springer, 1986 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Ecole d'été de probabilités de Saint Flour XIV-1984 / R. Carmona, H. Kesten, J. B. Walsh ; édité par P. L. Hennequin
| Ecole d'été de probabilités de Saint Flour XIV-1984 / R. Carmona, H. Kesten, J. B. Walsh ; édité par P. L. Hennequin |
| Autore | Carmona, René A. |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, c1986 |
| Descrizione fisica | x, 439 p. ; 25 cm |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Kesten, Harry
Walsh, John B. Hennequin, Paul Louis |
| Altri autori (Convegni) | Ecole d'été de probabilités de Saint-Flour <14. ; 1984> |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1180 |
| Soggetto topico |
Partial differential operators
Probability theory Spectral theory of PDE |
| ISBN | 3540164413 |
| Classificazione |
AMS 35P05
AMS 35R60 AMS 47F05 AMS 60-02 AMS 60H15 AMS 60K35 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000840809707536 |
Carmona, René A.
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| Berlin : Springer-Verlag, c1986 | ||
| Lo trovi qui: Univ. del Salento | ||
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Paris-Princeton lectures on mathematical finance 2002 / Peter Bank ... [et al.] ; editorial committee:R. A. Carmona ... [et al.]
| Paris-Princeton lectures on mathematical finance 2002 / Peter Bank ... [et al.] ; editorial committee:R. A. Carmona ... [et al.] |
| Autore | Paris-Princeton lectures on mathematical finance <2002> |
| Pubbl/distr/stampa | Berlin : Springer, c2003 |
| Descrizione fisica | vi, 172 p. ; 24 cm |
| Disciplina | 332.0151 |
| Altri autori (Persone) |
Bank, Peterauthor
Carmona, René A. |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1814 |
| Soggetto topico | Business mathematics - Congresses |
| ISBN | 3540401938 |
| Classificazione |
AMS 91B
LC QA3.L28 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001798579707536 |
Paris-Princeton lectures on mathematical finance <2002>
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| Berlin : Springer, c2003 | ||
| Lo trovi qui: Univ. del Salento | ||
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