The Master Equation and the Convergence Problem in Mean Field Games
Annals of Mathematics Studies
Cardaliaguet, Pierre
Delarue, François
Lasry, Jean-Michel
- 出版社：Princeton University Press
- 出版年月：2019年 08月
- ISBN：9780691190716
- 装丁：PAP
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装丁について
- 言語：ENG
- 巻数・ページ数：224 p.
- 分類： 応用数学一般
- 内容紹介：
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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.