The master equation and the convergence problem in mean field games /

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 it originated in economics, this theory now has applications in areas as...

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Bibliographic Details
Main Authors:	Cardaliaguet, Pierre (Author), Delarue, F (François) (Author), Delarue, François (Mathematics) (Author), Delarue, François, 1976- (Author), Delarue, François (Mathematics) (Author), Delarue, François (Author), Lasry, J. M (Author), Lasry, J. M. (Author), Lions, P. L (Pierre-Louis) (Author)
Format:	Book
Language:	English
Published:	Princeton, New Jersey : Princeton University Press, 2019 Princeton, New Jersey, 2019
Series:	Annals of mathematics studies ; no. 201 Annals of mathematics studies no. 201 Annals of mathematics studies no. 201
Subjects:	Differential equations > ^A1011269 Differential equations Game theory > ^A1020604 Game theory Mean field theory > ^A1421025 Mean field theory Équations différentielles Théorie de champ moyen Théorie des jeux Mean-Field-Theorie Nash-Gleichgewicht Spieltheorie

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