The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)
(Hardback)
Available Formats
Publishing Details
The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)
By (Author) Pierre Cardaliaguet
By (author) Franois Delarue
By (author) Jean-Michel Lasry
By (author) Pierre-Louis Lions
Princeton University Press
Princeton University Press
22nd October 2019
United States
Classifications
Tertiary Education
Non Fiction
Differential calculus and equations
Physical Properties
Hardback
224
Width 156mm, Height 235mm
Description
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena,
Reviews
"This book . . . . is a major contribution to the state of the art in MFGs which is a must read for researchers in the field. . . . . The authors use the book format (and not a more compact paper format) to explain all their steps carefully. Because of its structured approach, it could be used as a textbook for an advanced course on the subject."---Adhemar Bultheel, European Mathematical Society
Author Bio
Pierre Cardaliaguet is professor of mathematics at Paris Dauphine University. Franois Delarue is professor of mathematics at the University of Nice Sophia Antipolis. Jean-Michel Lasry is associate researcher of mathematics at Paris Dauphine University. Pierre-Louis Lions is professor of partial differential equations and their applications at the Collge de France.
