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Mean Field Games

Mean Field Games

Autorzy
Wydawnictwo Springer Nature Customer Service Center GmbH
Data wydania 01/01/2021
Wydanie Pierwsze
Liczba stron 310
Forma publikacji książka w miękkiej oprawie
Poziom zaawansowania Dla profesjonalistów, specjalistów i badaczy naukowych
Język angielski
ISBN 9783030598365
Kategorie Rachunek matematyczny i analizy matematyczne, Analiza numeryczna, Prawdopodobieństwo i statystyka, Optymalizacja, Teoria gier
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Opis książki

This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Lauriere), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.

Mean Field Games

Spis treści

- An Introduction to Mean Field Game Theory. - Lecture Notes on Variational Mean Field Games. - Master Equation for Finite State Mean Field Games with Additive Common Noise. - Mean Field Games and Applications: Numerical Aspects.

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