Mean Field Games : Cetraro, Italy 2019
著者
書誌事項
Mean Field Games : Cetraro, Italy 2019
（Lecture notes in mathematics, 2281 . CIME foundation subseries）
Springer, c2020
1st ed
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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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