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Probabilistic Theory of Mean Field Games with Applications I : Mean Field FBSDEs, Control, and Games / / by René Carmona, François Delarue
| Probabilistic Theory of Mean Field Games with Applications I : Mean Field FBSDEs, Control, and Games / / by René Carmona, François Delarue |
| Autore | Carmona René |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (728 pages) |
| Disciplina | 510 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Calculus of variations Partial differential equations Economic theory Probability Theory and Stochastic Processes Calculus of Variations and Optimal Control; Optimization Partial Differential Equations Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-58920-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface to Volume I -- Part I: The Probabilistic Approach to Mean Field Games -- Learning by Examples: What is a Mean Field Game? -- Probabilistic Approach to Stochastic Differential Games -- Stochastic Differential Mean Field Games -- FBSDEs and the Solution of MFGs without Common Noise -- Part II: Analysis on Wasserstein Space and Mean Field Control -- Spaces of Measures and Related Differential Calculus -- Optimal Control of SDEs of McKean-Vlasov Type -- Epologue to Volume I -- Extensions for Volume I. References -- Indices. |
| Record Nr. | UNINA-9910300125703321 |
Carmona René
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations / / by René Carmona, François Delarue
| Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations / / by René Carmona, François Delarue |
| Autore | Carmona René |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (697 pages) |
| Disciplina | 530.1595 |
| Collana | Probability Theory and Stochastic Modelling |
| Soggetto topico |
Probabilities
Calculus of variations Partial differential equations Economic theory Probability Theory and Stochastic Processes Calculus of Variations and Optimal Control; Optimization Partial Differential Equations Economic Theory/Quantitative Economics/Mathematical Methods |
| ISBN | 3-319-56436-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface to Volume II -- Part I: MFGs with a Common Noise -- Optimization in a Random Environment -- MFGs with a Common Noise: Strong and Weak Solutions -- Solving MFGs with a Common Noise -- Part II: The Master Equation, Convergence, and Approximation Problems -- The Master Field and the Master Equation -- Classical Solutions to the Master Equation -- Convergence and Approximations -- Epilogue to Volume II -- Extensions for Volume II -- References -- Indices. |
| Record Nr. | UNINA-9910300116003321 |
|
Carmona René
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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