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 ;
Online Access: Get full text
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Table of Contents:
  • Preface to Volume I
  • Part I: The Probabilistic Approach to Mean Field Games
  • Learning by Examples: What is a Mean Field Game?
  • Probabilistic Approach to Stochastic Differential Games
  • Stochastic Differential Mean Field Games
  • FBSDEs and the Solution of MFGs without Common Noise
  • Part II: Analysis on Wasserstein Space and Mean Field Control
  • Spaces of Measures and Related Differential Calculus
  • Optimal Control of SDEs of McKean-Vlasov Type
  • Epologue to Volume I
  • Extensions for Volume I. References
  • Indices.

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