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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.
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Carmona, René A.
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| xxiv, 697 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
| General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
| Autore | Lü, Qi |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | IX, 146 p. ; 24 cm |
| Altri autori (Persone) | Zhang, Xu |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| Soggetto non controllato |
Backward stochastics evolution equation
Optimal Control Pontryagin-type maximum principle Quantitative Finance Stochastic Evolution Equations Transportation solution |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103455 |
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Lü, Qi
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang
| General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
| Autore | Lü, Qi |
| Edizione | [Cham : Springer, 2014] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Zhang, Xu |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 8-3-319-06631-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103455 |
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Lü, Qi
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimal control and estimation / Robert F. Stengel
| Optimal control and estimation / Robert F. Stengel |
| Autore | Stengel, Robert F. |
| Pubbl/distr/stampa | New York, : Dover, 1994 |
| Descrizione fisica | XVI, 639 p. ; 21 cm. |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 978-04-86682-00-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0050192 |
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Stengel, Robert F.
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| New York, : Dover, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Optimal control and estimation / Robert F. Stengel
| Optimal control and estimation / Robert F. Stengel |
| Autore | Stengel, Robert F. |
| Pubbl/distr/stampa | New York, : Dover, 1994 |
| Descrizione fisica | XVI, 639 p. ; 21 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93E10 - Estimation and detection in stochastic control theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 978-04-86682-00-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0050192 |
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Stengel, Robert F.
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| New York, : Dover, 1994 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stability of the turnpike phenomenon in discrete-time optimal control problems / Alexander J. Zaslavski
| Stability of the turnpike phenomenon in discrete-time optimal control problems / Alexander J. Zaslavski |
| Autore | Zaslavski, Alexander J. |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | X, 109 p. ; 24 cm |
| Soggetto topico |
49K40 - Sensitivity, stability, well-posedness [MSC 2020]
93C55 - Discrete-time control/observation systems [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| Soggetto non controllato |
Approximate solutions
Asymptotic turnpike property Autonomous problems Discrete-time optimal control problems Nonconcave problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0103840 |
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Zaslavski, Alexander J.
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stability of the turnpike phenomenon in discrete-time optimal control problems / Alexander J. Zaslavski
| Stability of the turnpike phenomenon in discrete-time optimal control problems / Alexander J. Zaslavski |
| Autore | Zaslavski, Alexander J. |
| Edizione | [Cham : Springer, 2014] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
49K40 - Sensitivity, stability, well-posedness [MSC 2020]
93C55 - Discrete-time control/observation systems [MSC 2020] 49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
| ISBN | 8-3-319-08033-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0103840 |
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Zaslavski, Alexander J.
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Soggetto topico
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49K45 - Optimality conditions for problems involving randomness [MSC 2020]
(8)
- 93E20 - Optimal stochastic control [MSC 2020] (4)
- 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] (2)
- 49K40 - Sensitivity, stability, well-posedness [MSC 2020] (2)
- 60H10 - Stochastic ordinary differential equations [MSC 2020] (2)