Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games - Couverture souple
Synopsis
Preface to Volume I.- Part I: The Probabilistic Approach to Mean Field Games.- Learning by Examples: What is a Mean Field Game?.- Probabilistic Approach to Stochastic Differential Games.- Stochastic Differential Mean Field Games.- FBSDEs and the Solution of MFGs without Common Noise.- Part II: Analysis on Wasserstein Space and Mean Field Control.- Spaces of Measures and Related Differential Calculus.- Optimal Control of SDEs of McKean-Vlasov Type.- Epologue to Volume I.- Extensions for Volume I. References.- Indices.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
