Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games (2018 edition)

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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a ...

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2018 edition

ISBN:

3319564374

/ ISBN-13:

9783319564371

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Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games
2019, Springer

ISBN-13: 9783030132606

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Probabilistic Theory of Mean Field Games with Applications I: Mean Field Fbsdes, Control, and Games
2018, Springer

ISBN-13: 9783319564371

2018 edition

Hardcover

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