Mean Field Games : Cetraro, Italy 2019
Author(s)
Bibliographic Information
Mean Field Games : Cetraro, Italy 2019
(Lecture notes in mathematics, 2281 . CIME foundation subseries)
Springer, c2020
1st ed
Available at 30 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
-
Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||2281200041733302
Note
"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
Description and Table of Contents
Description
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.
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.
by "Nielsen BookData"