Probabilistic Theory of Mean Field Games with Applications I
Mean Field FBSDEs, Control, and Games
Livre Ecrit par: Delarue, François ; Carmona, René ; Publié en: 2018
Edition:
Cham:
Springer
Langue:
Anglais
Collation:
Données textuelles
ISBN: 9783319589206
Thème
Mathématiques
Mots clés:
Mean Field Games
Mean Field Control
Master Equations
Forward Backward Stochastic Differential Equations
Analysis on Wasserstein Space
Game theory
Optimal Stochastic Control
Partial differential equations
Applications in Economics and Social Science
