Probabilistic Theory of Mean Field Games with Applications II Mean Field Games with Common Noise and Master Equations /

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 II tackl...

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Hlavní autor:	Carmona, René (Autor)
Médium:	Elektronický zdroj E-kniha
Jazyk:	angličtina
Vydáno:	Cham : Springer International Publishing, 2018.
Vydání:	1st ed. 2018.
Edice:	Probability Theory and Stochastic Modelling, 84
Témata:	Probabilities. Calculus of variations. Partial differential equations. Economic theory.
ISBN:	9783319564364
ISSN:	2199-3130 ;
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