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The first accessible and yet technically detailed introduction to mean-field game theory
Collects in one volume most of the PDE techniques developed in MFG theory
Includes a special chapter on numerical simulations, with applications to economics and crowd dynamics
Part of the book series: Lecture Notes in Mathematics (LNM, volume 2281)
Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)
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Table of contents (4 chapters)
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Front Matter
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Back Matter
About this book
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. Laurière), 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.
Keywords
- Crowd dynamics
- Master Equation
- Mean-field Control
- Mean field Games
- Nash Equilibria in Differential Games
Authors, Editors and Affiliations
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Ceremade, UMR CNRS 7534, Université Paris-Dauphine, Paris, France
Pierre Cardaliaguet, Pierre Cardaliaguet
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Dipartimento di Matematica, University of Rome Tor Vergata, Roma, Italy
Alessio Porretta
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Laboratoire Jacques-Louis Lions (LJLL), Université Paris-Diderot, Paris, France
Yves Achdou
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Lab J.A. Dieudonné, Université Côte d’Azur, CNRS, Nice, France
François Delarue
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Dipartimento di Matematica, Università di Roma Tor Vergata, Roma, Italy
Alessio Porretta
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Institut Camille Jordan, Université Claude Bernard, Villeurbanne, France
Filippo Santambrogio
Bibliographic Information
Book Title: Mean Field Games
Book Subtitle: Cetraro, Italy 2019
Authors: Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio
Editors: Pierre Cardaliaguet, Alessio Porretta
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-030-59837-2
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020
Softcover ISBN: 978-3-030-59836-5Published: 20 January 2021
eBook ISBN: 978-3-030-59837-2Published: 19 January 2021
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: VII, 310
Number of Illustrations: 13 illustrations in colour
Topics: Differential Equations, Probability Theory, Stochastic Processes, Calculus of Variations and Optimization, Game Theory, Computational Mathematics and Numerical Analysis