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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Obsah:
  • Foreword
  • Preface to Volume II
  • Part I: MFGs with a Common Noise
  • Optimization in a Random Environment
  • MFGs with a Common Noise: Strong and Weak Solutions
  • Solving MFGs with a Common Noise
  • Part II: The Master Equation, Convergence, and Approximation Problems
  • The Master Field and the Master Equation
  • Classical Solutions to the Master Equation
  • Convergence and Approximations
  • Epilogue to Volume II
  • Extensions for Volume II
  • References
  • Indices.

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