Overview
- This is the first contribution of this work to present a unified approach for both problems, using either HJB and FP coupled equations or stochastic maximum principle
- Subject matter is interesting and has received much recent attention
- Gives an overview of the mean-field game and mean-field type control problems
Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)
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Table of contents(10 chapters)
About this book
Reviews
From the book reviews:
“This brief monograph is a presentation of some aspects of MFG theory and of a related class of problems, called mean field type control, where the state of the control system is driven by a McKean-Vlasov equation, namely, a stochastic differential equation where the drift depends also on the distribution of the state itself. … I believe the book should be mandatory reading for all mathematicians and engineers working in the field of MFG and related topics.” (Martino Bardi, Mathematical Reviews, November, 2014)Authors and Affiliations
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Department of Systems Engineering and Engineering Management, University of Texas at Dallas Naveen Jindal School of Management, Richardson, Texas, USA, and City University of Hong Kong, Kowloon, Hong Kong SAR
Alain Bensoussan
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Universitat Bonn Institut für Angewandte Mathematik, Bonn, Germany
Jens Frehse
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Department of Statistics, The Chinese University of Hong Kong, Shatin, Hong Kong SAR
Phillip Yam
Bibliographic Information
Book Title: Mean Field Games and Mean Field Type Control Theory
Authors: Alain Bensoussan, Jens Frehse, Phillip Yam
Series Title: SpringerBriefs in Mathematics
DOI: https://doi.org/10.1007/978-1-4614-8508-7
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Alain Bensoussan, Jens Frehse, Phillip Yam 2013
Softcover ISBN: 978-1-4614-8507-0Published: 17 October 2013
eBook ISBN: 978-1-4614-8508-7Published: 16 October 2013
Series ISSN: 2191-8198
Series E-ISSN: 2191-8201
Edition Number: 1
Number of Pages: X, 128
Topics: Systems Theory, Control, Probability Theory and Stochastic Processes, Partial Differential Equations