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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling) - Hardcover
Inhaltsangabe
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.
Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players.
Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.
Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players.
Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagSpringer
- Erscheinungsdatum2018
- ISBN 10 3319564358
- ISBN 13 9783319564357
- EinbandTapa dura
- SpracheEnglisch
- Auflage1
- Anzahl der Seiten724
- Kontakt zum HerstellerNicht verfügbar
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Probabilistic Theory of Mean Field Games with Applications II
Verlag:
Springer International Publishing, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
Neu
Hardcover
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approachNumerous applications with explicit examples including numerical solutions. Bestandsnummer des Verkäufers 155120307
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
ISBN 10: 3319564358
ISBN 13: 9783319564357
Neu
Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players.Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games. Bestandsnummer des Verkäufers 9783319564357
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Probabilistic Theory of Mean Field Games with Applications II
Verlag:
Springer International Publishing Mrz 2018, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
Neu
Hardcover
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players.Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games. 724 pp. Englisch. Bestandsnummer des Verkäufers 9783319564357
Anzahl: 2 verfügbar
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Probabilistic Theory of Mean Field Games with Applications II
ISBN 10: 3319564358
ISBN 13: 9783319564357
Neu
Hardcover
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Neuware -This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players.Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 724 pp. Englisch. Bestandsnummer des Verkäufers 9783319564357
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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
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Probabilistic Theory of Mean Field Games with Applications II : Mean Field Games with Common Noise and Master Equations
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Zustand: New. PRINT ON DEMAND. Bestandsnummer des Verkäufers 18376478430
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