Description

Book Synopsis

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.



Trade Review
"This book . . . . is a major contribution to the state of the art in MFGs which is a must read for researchers in the field. . . . . The authors use the book format (and not a more compact paper format) to explain all their steps carefully. Because of its structured approach, it could be used as a textbook for an advanced course on the subject."---Adhemar Bultheel, European Mathematical Society

The Master Equation and the Convergence Problem

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    A Paperback / softback by Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry

    £63.00

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      Book details

      Publisher Princeton University Press
      Published 13 August 2019
      ISBN-13 9780691190716
      978-0691190716
      ISBN-10 0691190712
      Also in:
      Mathematics Differential calculus and equations

      Description

      Book Synopsis

      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.



      Trade Review
      "This book . . . . is a major contribution to the state of the art in MFGs which is a must read for researchers in the field. . . . . The authors use the book format (and not a more compact paper format) to explain all their steps carefully. Because of its structured approach, it could be used as a textbook for an advanced course on the subject."---Adhemar Bultheel, European Mathematical Society

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