The Master Equation and the Convergence Problem in Mean Field Games: (AMS 201)

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The Master Equation and the Convergence Problem in Mean Field Games: (AMS 201)

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The Master Equation and the Convergence Problem in Mean Field Games: (AMS 201)

The Master Equation and the Convergence Problem in Mean Field Games: (AMS 201)

  • Brand: Unbranded
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The Master Equation and the Convergence Problem in Mean Field Games: (AMS 201)

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
  • Brand: Unbranded
  • Category: Education
  • Format: Hardback
  • Language: English
  • Publication Date: 2022-02-18
  • Publisher / Label: Princeton University Press
  • Author: Pierre Cardaliaguet
  • Number of Pages: 224
  • Fruugo ID: 440066053-923323757
  • ISBN: 9780691190709

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