書誌事項

Mean Field Games : Cetraro, Italy 2019

Yves Achdou ... [et al.] ; Pierre Cardaliaguet, Alessio Porretta, editors

(Lecture notes in mathematics, 2281 . CIME foundation subseries)

Springer, c2020

1st ed

この図書・雑誌をさがす
注記

"In June 2019, a CIME School on Mean Field Games was organized in Cetraro, Italy. ... This volume collects the notes of the CIME courses and contains 4 contributions"--Pref

Other authers: Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio

Includes bibliographical references

内容説明・目次

内容説明

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. Lauriere), 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.

目次

- 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.

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詳細情報
  • NII書誌ID(NCID)
    BC05149917
  • ISBN
    • 9783030598365
  • 出版国コード
    sw
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cham
  • ページ数/冊数
    vii, 307 p.
  • 大きさ
    24 cm
  • 件名
  • 親書誌ID
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