The master equation and the convergence problem in mean field games / Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry, Pierre-Louis Lions.
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...
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| Online Access: |
Full Text (via University Press Scholarship Online) |
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| Main Authors: | , , , |
| Format: | eBook |
| Language: | English |
| Published: |
Princeton :
Princeton University Press,
2020.
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| Series: | Annals of mathematics studies ;
number 201. Princeton scholarship online. |
| Subjects: |
Internet
Full Text (via University Press Scholarship Online)Online
| Call Number: |
QA295 .C3 2020
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| QA295 .C3 2020 | Available |