Probabilistic Theory of Mean Field Games with Applications I Mean Field FBSDEs, Control, and Games /

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...

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Bibliographic Details

Main Author:	Carmona, René (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Probability Theory and Stochastic Modelling, 83
Subjects:	Probabilities. Calculus of variations. Partial differential equations. Economic theory.
ISBN:	9783319589206
ISSN:	2199-3130 ;
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