Mean Field Games

Name: Mean Field Games
SKU: 33813635
Price: 161.99 AUD
Availability: InStock

Cetraro, Italy 2019

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Format:

Paperback / softback

Series:

C.I.M.E. Foundation Subseries

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$161.99

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Description

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. Laurière), 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.

Release date Australia

January 20th, 2021

Author

Audience

Professional & Vocational

Contributors

Edited by Alessio Porretta
Edited by Pierre Cardaliaguet

Edition

1st ed. 2020

Illustrations

13 Illustrations, color; VII, 310 p. 13 illus. in color.

Pages

310

Series

C.I.M.E. Foundation Subseries

ISBN-13

9783030598365

Product ID

33813635

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