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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) - Cardaliaguet, Pierre, and Delarue, François, and Lasry, Jean-Michel
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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.

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The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201) 2019, Princeton University Press, Princeton

ISBN-13: 9780691190716

Trade paperback

The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201) 2019, Princeton University Press, Princeton

ISBN-13: 9780691190709

Hardcover