Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games (Hardcover) (ISBN-13: 9783319564371)

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.

Author: René Carmona, François Delarue
ISBN-10: 3319564374
ISBN-13: 9783319564371
Publisher: Springer
Language: English
Published: 03/12/2018
Pages: 714
Format: Hardcover
Weight: 2.60lbs
Size: 9.36h x 6.52w x 1.63d