Mean Field Games and Mean Field Type Control Theory: SpringerBriefs in Mathematics
Autor Alain Bensoussan, Jens Frehse, Phillip Yamen Limba Engleză Paperback – 17 oct 2013
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Specificații
ISBN-13: 9781461485070
ISBN-10: 146148507X
Pagini: 140
Ilustrații: X, 128 p.
Dimensiuni: 155 x 235 x 7 mm
Greutate: 0.2 kg
Ediția:2013
Editura: Springer
Colecția Springer
Seria SpringerBriefs in Mathematics
Locul publicării:New York, NY, United States
ISBN-10: 146148507X
Pagini: 140
Ilustrații: X, 128 p.
Dimensiuni: 155 x 235 x 7 mm
Greutate: 0.2 kg
Ediția:2013
Editura: Springer
Colecția Springer
Seria SpringerBriefs in Mathematics
Locul publicării:New York, NY, United States
Public țintă
ResearchCuprins
Introduction.- General Presentation of Mean Field Control Problems.- Discussion of the Mean Field game.- Discussion of the Mean Field Type Control.- Approximation of Nash Games with a large number of players.- Linear Quadratic Models.- Stationary Problems- Different Populations.- Nash differential games with Mean Field effect.
Recenzii
From the book reviews:
“This brief monograph is a presentation of some aspects of MFG theory and of a related class of problems, called mean field type control, where the state of the control system is driven by a McKean-Vlasov equation, namely, a stochastic differential equation where the drift depends also on the distribution of the state itself. … I believe the book should be mandatory reading for all mathematicians and engineers working in the field of MFG and related topics.” (Martino Bardi, Mathematical Reviews, November, 2014)
“This brief monograph is a presentation of some aspects of MFG theory and of a related class of problems, called mean field type control, where the state of the control system is driven by a McKean-Vlasov equation, namely, a stochastic differential equation where the drift depends also on the distribution of the state itself. … I believe the book should be mandatory reading for all mathematicians and engineers working in the field of MFG and related topics.” (Martino Bardi, Mathematical Reviews, November, 2014)
Caracteristici
This is the first contribution of this work to present a unified approach for both problems, using either HJB and FP coupled equations or stochastic maximum principle Subject matter is interesting and has received much recent attention Gives an overview of the mean-field game and mean-field type control problems