The Master Equation and the Convergence Problem in Mean Field Games : (AMS-201) /

The Master Equation and the Convergence Problem in Mean Field Games : (AMS-201) /

This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While originating in economics, this theory now has applications in areas as di...

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Bibliographic Details
Main Authors: Cardaliaguet, Pierre (Author, http://id.loc.gov/vocabulary/relators/aut), Delarue, F (François) (http://id.loc.gov/vocabulary/relators/aut), Delarue, François, 1976- (http://id.loc.gov/vocabulary/relators/aut), Lasry, J. M. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: De Gruyter
Format: Book
Language:English
Published: Princeton, NJ : Princeton University Press, [2019]
Princeton, NJ : [2019]
Series:Annals of mathematics studies ; 201
Annals of mathematics studies ; 201
Subjects:
Convergence > ^A1007910
Differential equations
Game theory
Mean field theory > ^A1421025
Mean field theory
MATHEMATICS / Game Theory
A priori estimate
Approximation
Bellman equation
Boltzmann equation
Boundary value problem
C0
Chain rule
Compact space
Computation
Conditional probability distribution
Continuous function
Convergence problem
Convex set
Cooperative game
Corollary
Decision-making
Derivative
Deterministic system
Differentiable function
Directional derivative
Discrete time and continuous time
Discretization
Dynamic programming
Emergence
Empirical distribution function
Equation
Estimation
Euclidean space
Folk theorem (game theory)
Folk theorem
Heat equation
Hermitian adjoint
Implementation
Initial condition
Integer
Large numbers
Linearization
Lipschitz continuity
Lp space
Macroeconomic model
Markov process
Martingale (probability theory)
Master equation
Mathematical optimization
Maximum principle
Method of characteristics
Metric space
Monograph
Monotonic function
Nash equilibrium
Neumann boundary condition
Nonlinear system
Notation
Numerical analysis
Optimal control
Parameter
Partial differential equation
Periodic boundary conditions
Porous medium
Probability measure
Probability theory
Probability
Random function
Random variable
Randomization
Rate of convergence
Regime
Scientific notation
Semigroup
Simultaneous equations
Small number
Smoothness
Space form
State space
State variable
Stochastic calculus
Stochastic control
Stochastic process
Stochastic
Subset
Suggestion
Symmetric function
Technology
Theorem
Theory
Time consistency
Time derivative
Uniqueness
Variable (mathematics)
Vector space
Viscosity solution
Wasserstein metric
Weak solution
Wiener process
Without loss of generality
Dictionaries

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