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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, 84) - Tapa dura
Sinopsis
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."Sinopsis" puede pertenecer a otra edición de este libro.
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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."Sobre este título" puede pertenecer a otra edición de este libro.
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Probabilistic Theory of Mean Field Games with Applications II
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: S0-9783319564357
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Probabilistic Theory of Mean Field Games with Applications II (Hardcover)
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Springer International Publishing AG, Cham, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
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Hardcover. Condición: new. Hardcover. 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. This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 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)
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Probabilistic Theory of Mean Field Games With Applications : 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 (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: Mean Field Games With Common Noise and Master Equations: Vol 2
Impresión bajo demandaLibrería: Revaluation Books, Exeter, Reino Unido
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Hardcover. Condición: Brand New. 724 pages. 9.25x6.10x1.69 inches. In Stock. This item is printed on demand. Nº de ref. del artículo: __3319564358
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Probabilistic Theory of Mean Field Games With Applications : Mean Field Games With Common Noise and Master Equations
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Probabilistic Theory of Mean Field Games with Applications II
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Springer International Publishing Mrz 2018, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: 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. Nº de ref. del artículo: 9783319564357
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Probabilistic Theory of Mean Field Games with Applications II
Publicado por
Springer International Publishing, 2018
ISBN 10: 3319564358
ISBN 13: 9783319564357
Nuevo
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Librería: moluna, Greven, Alemania
Calificación del vendedor: 4 de 5 estrellas
Gebunden. Condición: 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. Nº de ref. del artículo: 155120307
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