PROBABILISTIC THEORY OF MEAN FIELD GAMES WITH APPLICATIONS 11
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- Author: RENE CARMONA
- ISBN: 9783319564357
- Availability: In Stock
Buy PROBABILISTIC THEORY OF MEAN FIELD GAMES WITH APPLICATIONS 11 | science books
This two-volume book offers a comprehensive treatment of the
probabilistic approach to mean field game models and their applications. The
book is self-contained in nature and includes original material and applications
with explicit examples throughout, including numerical solutions.
Volume II tackles the analysis of mean field games in which the
players are affected by a common source of noise. The first part of the volume
introduces and studies the concepts of weak and strong equilibria, and
establishes general solvability results. The second part is devoted to the
study of the master equation, a partial differential equation satisfied by the
value function of the game over the space of probability measures. Existence of
viscosity and classical solutions are proven and used to study asymptotics of
games with finitely many players.
Together, both Volume I and Volume II will
greatly benefit mathematical graduate students and researchers interested in
mean field games. The authors provide a detailed road map through the book
allowing different access points for different readers and building up the
level of technical detail. The accessible approach and overview will allow
interested researchers in the applied sciences to obtain a clear overview of
the state of the art in mean field games.