Mean field games Cetraro, Italy 2019 /
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 ga...
Main Author: | Achdou, Yves, |
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Other Authors: | Cardaliaguet, Pierre,, Delarue, F., Porretta, Alessio,, Santambrogio, Filippo,, SpringerLink (Online service) |
Format: | eBook |
Language: | English |
Published: |
Cham :
Springer,
[2020]
|
Physical Description: |
1 online resource (vii, 310 pages) : color illustrations. |
Series: |
Lecture notes in mathematics (Springer-Verlag). CIME Foundation subseries.
Lecture notes in mathematics (Springer-Verlag) ; 2281. |
Subjects: |
Table of Contents:
- An Introduction to Mean Field Game Theory
- Lecture Notes on Variational Mean Field Games
- Master Equation for Finite State Mean Field Games with Additive Common Noise
- Mean Field Games and Applications: Numerical Aspects.