The Master Equation And The Convergence Problem In Mean Field Games

(Ams-201)

by Jean-Michel Lasry, Pierre Cardaliaguet, Francois Delarue e Pierre-Louis Lions
Book eBook
language: english
Publisher: Princeton University Press, August of 2019 ‧
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This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena,

The Master Equation And The Convergence Problem In Mean Field Games

(Ams-201)

by Jean-Michel Lasry, Pierre Cardaliaguet, Francois Delarue e Pierre-Louis Lions

Property Description
ISBN: 9780691190709
Publisher: Princeton University Press
Release Date: August of 2019
Language: English
Dimensions: 156 x 235 x 20 mm
Cover: Hardcover
Pages: 224
Format: Book
Collection: Annals Of Mathematics Studies
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9780691190709

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