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＜電子ブック＞
Regularity Theory for Mean-Field Game Systems / by Diogo A. Gomes, Edgard A. Pimentel, Vardan Voskanyan
(SpringerBriefs in Mathematics. ISSN:21918201)

版	1st ed. 2016.
出版者	(Cham : Springer International Publishing : Imprint: Springer)
出版年	2016
本文言語	英語
大きさ	XIV, 156 p. 4 illus. in color : online resource
著者標目	*Gomes, Diogo A author Pimentel, Edgard A author Voskanyan, Vardan author SpringerLink (Online service)
件　名	LCSH:Game theory LCSH:Econometrics LCSH:System theory LCSH:Control theory FREE:Game Theory FREE:Quantitative Economics FREE:Systems Theory, Control
一般注記	Preface -- Introduction -- Explicit solutions, special transformations, and further examples -- Estimates for the Hamilton-Jacobi equation -- Estimates for the Transport and Fokker-Planck equations -- The nonlinear adjoint method -- Estimates for MFGs -- A priori bounds for stationary models -- A priori bounds for time-dependent models -- A priori bounds for models with singularities -- Non-local mean-field games - existence -- Local mean-field games - existence -- References -- Index Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields HTTP:URL=https://doi.org/10.1007/978-3-319-38934-9

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