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

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

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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. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena,

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MORE INFO
Format
Hardback
Publisher
Princeton University Press
Country
United States
Date
22 October 2019
Pages
224
ISBN
9780691190709

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,

Read More
Format
Hardback
Publisher
Princeton University Press
Country
United States
Date
22 October 2019
Pages
224
ISBN
9780691190709