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 "Mean Field Games" 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.
Yves Achdou & Pierre Cardaliaguet
Mean Field Games [EPUB ebook]
Cetraro, Italy 2019
Mean Field Games [EPUB ebook]
Cetraro, Italy 2019
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Мова Англійська ● Формат EPUB ● ISBN 9783030598372 ● Редактор Pierre Cardaliaguet & Alessio Porretta ● Видавець Springer International Publishing ● Опубліковано 2021 ● Завантажувані 3 разів ● Валюта EUR ● Посвідчення особи 8033003 ● Захист від копіювання Adobe DRM
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