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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Cardaliaguet, Pierre (Author), Delarue, François, 1976- (Author), Lasry, J. M. (Author), Lions, P. L. (Pierre-Louis) (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton, New Jersey : Princeton University Press, 2019.
Series:Annals of mathematics studies ; no. 201.
Subjects:
Game theory.
Differential equations.
Mean field theory.
Théorie des jeux.
Équations différentielles.
Théorie de champ moyen.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
MATHEMATICS > Game Theory.
Differential equations
Game theory
Mean field theory
Online Access:Texto completo
Table of Contents:
  • Frontmatter
  • Contents
  • Preface
  • 1. Introduction
  • 2. Presentation of the Main Results
  • 3. A Starter: The First-Order Master Equation
  • 4. Mean Field Game System with a Common Noise
  • 5. The Second-Order Master Equation
  • 6. Convergence of the Nash System
  • A. Appendix
  • References
  • Index

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