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Mean Field Games : Cetraro, Italy 2019 / by Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio ; edited by Pierre Cardaliaguet, Alessio Porretta
(C.I.M.E. Foundation Subseries. ISSN:29461820 ; 2281)
版 | 1st ed. 2020. |
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出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2020 |
本文言語 | 英語 |
大きさ | VII, 310 p. 13 illus. in color : online resource |
著者標目 | *Achdou, Yves author Cardaliaguet, Pierre author Delarue, François author Porretta, Alessio author Santambrogio, Filippo author Cardaliaguet, Pierre editor Porretta, Alessio editor SpringerLink (Online service) |
件 名 | LCSH:Differential equations LCSH:Probabilities LCSH:Stochastic processes LCSH:Mathematical optimization LCSH:Calculus of variations LCSH:Game theory LCSH:Mathematics -- Data processing 全ての件名で検索 FREE:Differential Equations FREE:Probability Theory FREE:Stochastic Processes FREE:Calculus of Variations and Optimization FREE:Game Theory FREE:Computational Mathematics and Numerical Analysis |
一般注記 | This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics HTTP:URL=https://doi.org/10.1007/978-3-030-59837-2 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783030598372 |
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EB00236199 |