Mean Field Games - Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio

Mean Field Games

Cetraro, Italy 2019
Buch | Softcover
VII, 310 Seiten
2021 | 1st ed. 2020
Springer International Publishing (Verlag)
978-3-030-59836-5 (ISBN)
64,19 inkl. MwSt

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.


- An Introduction to Mean Field Game Theory. - Lecture Notes on Variational Mean Field Games. - Master Equation for Finite State Mean Field Games with Additive Common Noise. - Mean Field Games and Applications: Numerical Aspects.

Erscheinungsdatum
Reihe/Serie C.I.M.E. Foundation Subseries
Lecture Notes in Mathematics
Zusatzinfo VII, 310 p. 13 illus. in color.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Gewicht 486 g
Themenwelt Mathematik / Informatik Mathematik Analysis
Schlagworte Crowd dynamics • Master Equation • Mean-field Control • mean field games • Nash Equilibria in Differential Games
ISBN-10 3-030-59836-5 / 3030598365
ISBN-13 978-3-030-59836-5 / 9783030598365
Zustand Neuware
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