Mean Field Games (Paperback)

This volume is based on lectures delivered at the 2020 AMS Short Course ""Mean Field Games: Agent Based Models to Nash Equilibria,"" held January 13-14, 2020, in Denver, Colorado. Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects. The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.

General

Imprint:	American Mathematical Society
Country of origin:	United States
Series:	Proceedings of Symposia in Applied Mathematics
Release date:	November 2021
Editors:	Francois Delarue
Dimensions:	254 x 178 x 19mm (L x W x T)
Format:	Paperback
Pages:	284
ISBN-13:	978-1-4704-5586-6
Categories:	Books > Science & Mathematics > Physics > Classical mechanics > Sound, vibration & waves (acoustics) Promotions
LSN:	1-4704-5586-2
Barcode:	9781470455866

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