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Probability Theory and Stochastic Modelling
cover

Probabilistic Theory of Mean Field Games with Applications I-II

Authors: Carmona, Rene, Delarue, Francois

  • First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approachNumerous applications with explicit examples including numerical solutions
  • Self-contained treatment of related topics such as analysis on Wasserstein space and mean field control problems
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Hardcover $299.00
price for USA in USD
  • ISBN 978-3-319-59820-8
  • Free shipping for individuals worldwide
  • Online orders shipping within 2-3 days.
About this book

This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications.  Considered the first comprehensive treatment of the theory of mean field games, much of the content is original and has been designed especially for the purpose of this book.

Volume I of the set is entirely devoted to the theory of mean field games without a common noise, whereas Volume II analyzes mean field games in which the players are subject to games with a common noise.

Together, both Volume I and Volume II will benefit researchers in the field as well as PhD and graduate students working on the subject due to the self-contained nature and applications with explicit examples throughout.  

Buy this book

Hardcover $299.00
price for USA in USD
  • ISBN 978-3-319-59820-8
  • Free shipping for individuals worldwide
  • Online orders shipping within 2-3 days.

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Bibliographic Information

Bibliographic Information
Book Title
Probabilistic Theory of Mean Field Games with Applications I-II
Authors
Series Title
Probability Theory and Stochastic Modelling
Series Volume
83-84
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
Hardcover ISBN
978-3-319-59820-8
Series ISSN
2199-3130
Edition Number
1
Number of Pages
LIII, 1371
Topics