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Mean Field Games

Name: Mean Field Games
Brand: Springer
SKU: 41009042
Price: 81.22 EUR
Availability: InStock
Author: Yves Achdou
ISBN: 9783030598372

Cetraro, Italy 2019

Language

English

E-book Adobe ePub DRM

Libristo code: 41009042

Publishers Springer, January 2021

This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and... Full description

Libristo code: 41009042

197 b

81.22 €

In stock Immediate digital delivery

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This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "e;Mean Field Games"e; held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Lauriere), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio.These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.