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Probabilistic Theory of Mean Field Games with Applications I-II

  • Book
  • © 2018

Overview

Authors:
  1. René Carmona

    1. Mathematics, Princeton University Mathematics, Princeton, USA

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  2. François Delarue

    1. Laboratoire J.A.Dieudonne, Universite Nice Sophia-Antipolis Laboratoire J.A.Dieudonne, Nice, France

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    You can also search for this author in PubMed   Google Scholar

  • First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach
  • Numerous applications with explicit examples including numerical solutions
  • Self-contained treatment of related topics such as analysis on Wasserstein space and mean field control problems

Part of the book series: Probability Theory and Stochastic Modelling (PTSM, volume 83-84)

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About this book

This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications.  Considered the first comprehensive treatment of the theory of mean field games, much of the content is original and has been designed especially for the purpose of this book.

Volume I of the set is entirely devoted to the theory of mean field games without a common noise, whereas Volume II analyzes mean field games in which the players are subject to games with a common noise.

Together, both Volume I and Volume II will benefit researchers in the field as well as PhD and graduate students working on the subject due to the self-contained nature and applications with explicit examples throughout.  

Keywords

  • Mean Field Games
  • Mean Field Control
  • Master Equations
  • Forward Backward Stochastic Differential Equations
  • Analysis on Wasserstein Space
  • Game Theory
  • Optimal Stochastic Control
  • Applications in Economics and Social Science
  • partial differential equations

Authors and Affiliations

  • Mathematics, Princeton University Mathematics, Princeton, USA

    René Carmona

  • Laboratoire J.A.Dieudonne, Universite Nice Sophia-Antipolis Laboratoire J.A.Dieudonne, Nice, France

    François Delarue

Bibliographic Information

  • Book Title: Probabilistic Theory of Mean Field Games with Applications I-II

  • Authors: René Carmona, François Delarue

  • Series Title: Probability Theory and Stochastic Modelling

  • Publisher: Springer Cham

  • Copyright Information: Springer International Publishing AG, part of Springer Nature 2018

  • Series ISSN: 2199-3130

  • Series E-ISSN: 2199-3149

  • Edition Number: 1

  • Number of Pages: LIII, 1371

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