0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

Buy Now

Probabilistic Theory of Mean Field Games with Applications II - Mean Field Games with Common Noise and Master Equations (Hardcover, 1st ed. 2018) Loot Price: R3,988
Discovery Miles 39 880
Probabilistic Theory of Mean Field Games with Applications II - Mean Field Games with Common Noise and Master Equations...

Probabilistic Theory of Mean Field Games with Applications II - Mean Field Games with Common Noise and Master Equations (Hardcover, 1st ed. 2018)

Rene Carmona, Francois Delarue

Series: Probability Theory and Stochastic Modelling, 84

 (sign in to rate)
Loot Price R3,988 Discovery Miles 39 880 | Repayment Terms: R374 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Probability Theory and Stochastic Modelling, 84
Release date: March 2018
First published: 2017
Authors: Rene Carmona • Francois Delarue
Dimensions: 235 x 155 x 47mm (L x W x T)
Format: Hardcover
Pages: 700
Edition: 1st ed. 2018
ISBN-13: 978-3-319-56435-7
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations
Promotions
LSN: 3-319-56435-8
Barcode: 9783319564357

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Differential Equations with…
Dennis Zill Paperback R1,373 R1,207 Discovery Miles 12 070
Differential Equations with…
Warren Wright, Dennis Zill Paperback  (1)
R1,424 R1,246 Discovery Miles 12 460
Differential Equations with Linear…
Matthew R. Boelkins, Jack L. Goldberg, … Hardcover R3,047 Discovery Miles 30 470
Multigrid
Ulrich Trottenberg, Cornelius W. Oosterlee, … Hardcover R2,387 Discovery Miles 23 870
Calculus and Ordinary Differential…
David Pearson Paperback R845 Discovery Miles 8 450
Differential Equations with Boundary…
Dennis Zill Paperback R1,394 R1,222 Discovery Miles 12 220
Partial Differential Equations
Osamu Sano Hardcover R2,698 Discovery Miles 26 980
Dissipative Lattice Dynamical Systems
Xiaoying Han, Peter Kloeden Hardcover R3,581 Discovery Miles 35 810
Handbook of Differential Equations
Daniel Zwillinger Hardcover R3,767 R2,729 Discovery Miles 27 290
Qualitative Theory Of Odes: An…
Henryk Zoladek, Raul Murillo Hardcover R2,575 Discovery Miles 25 750
Hormander Operators
Marco Bramanti, Luca Brandolini Hardcover R5,141 Discovery Miles 51 410
Schaum's Outline of Differential…
Richard Bronson, Gabriel B Costa Paperback R502 Discovery Miles 5 020

See more

Partners