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The Master Equation and the Convergence Problem in Mean Field Games - Annals of Mathematics Studies Pierre Cardaliaguet
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The Master Equation and the Convergence Problem in Mean Field Games - Annals of Mathematics Studies
Pierre Cardaliaguet
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,
224 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 13, 2019 |
| ISBN13 | 9780691190709 |
| Publishers | Princeton University Press |
| Pages | 224 |
| Dimensions | 241 × 162 × 21 mm · 521 g |
| Language | English |
![Cover for Pierre Cardaliaguet · Advances in Dynamic Games: Theory, Applications, and Numerical Methods for Differential and Stochastic Games - Annals of the International Society of Dynamic Games (Hardcover Book) [2013 edition] (2012)](https://imusic.b-cdn.net/images/item/original/542/9780817683542.jpg?pierre-cardaliaguet-2012-advances-in-dynamic-games-theory-applications-and-numerical-methods-for-differential-and-stochastic-games-annals-of-the-international-society-of-dynamic-games-hardcover-book&class=scaled&v=1463061158)
