Description

Book Synopsis
Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects.

Table of Contents
  • An overview of the theory of mean field games: R. P. Malhame and C. Graves, Mean Field Games: A paradigm for individual-mass interctions
  • F. Delarue, Mean field games and master equation
  • Connection with games with finitely many players: D. Lacker, The mean field game convergence problem
  • K. Ramanan, Refined convergence results for interacting diffusions and mean-field games
  • Applications and numerical methods: R. Carmona, Applications of Mean Field Games in financial engineering and economic theory
  • M. Lauriere, Numerical methods for mean field games and mean field type control
  • F. Delarue, Index

Mean Field Games

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    A Paperback by Francois Delarue

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      Publisher: MP-AMM American Mathematical
      Publication Date: Publication Date: 2/28/2022 12:00:00 AM
      ISBN13: 9781470455866, 978-1470455866
      ISBN10: 1470455862

      Description

      Book Synopsis
      Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects.

      Table of Contents
      • An overview of the theory of mean field games: R. P. Malhame and C. Graves, Mean Field Games: A paradigm for individual-mass interctions
      • F. Delarue, Mean field games and master equation
      • Connection with games with finitely many players: D. Lacker, The mean field game convergence problem
      • K. Ramanan, Refined convergence results for interacting diffusions and mean-field games
      • Applications and numerical methods: R. Carmona, Applications of Mean Field Games in financial engineering and economic theory
      • M. Lauriere, Numerical methods for mean field games and mean field type control
      • F. Delarue, Index

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