Master Equation and the Convergence Problem in Mean Field Games

Auteur: Cardaliaguet, Pierre
Editeur: Princeton University Press
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population.
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This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population.
ISBN / EAN 9780691190716
Auteur Cardaliaguet, Pierre
Editeur Princeton University Press