The master equation and the convergence problem in mean field games /
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 originating in economics, this theory now has applications in areas as di...
Clasificación: | Libro Electrónico |
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Autores principales: | , , , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Princeton, New Jersey :
Princeton University Press,
2019.
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Colección: | Annals of mathematics studies ;
no. 201. |
Temas: | |
Acceso en línea: | Texto completo |