Probabilistic theory of mean field games with applications. Mean field FBSDEs, control, and games / I, (2018)

• Record Type: Book
• Other Titles: Mean field FBSDEs, control, and games
• Further Information: Note: René Carmona, François Delarue.
• Authors: Carmona, R (René); Delarue, François
• Contents: 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource (xxvi, 714 pages)
• Subjects: 530.14/4; Mathematics; Mean field theory; Game theory; SCIENCE / Energy; SCIENCE / Mechanics / General; SCIENCE / Physics / General; Game theory; Mean field theory; Mathematics; Probability Theory and Stochastic Processes; Calculus of Variations and Optimal Control; Optimization; Partial Differential Equations; Economic Theory/Quantitative Economics/Mathematical Methods; Mathematics -- Calculus; Mathematics -- Differential Equations; Business & Economics -- Economics -- Theory; Calculus of variations; Differential calculus & equations; Economic theory & philosophy; Distribution (Probability theory); Mathematical optimization; Differential equations, partial; Economic theory; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319589206; 3319589202; 3319564374; 9783319564371
• Related ISBNs: 9783319564371
• Notes: Note: Includes bibliographical references and indexes.; Note: Online resource; title from PDF title page (SpringerLink, viewed March 6, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.