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The Master Equation and the Convergence Problem – (AMS–201) de Pierre Cardaliaguet

The Master Equation and the Convergence Problem – (AMS–201): Annals of Mathematics Studies

Autor Pierre Cardaliaguet, François Delarue, Jean–michel Lasry, Pierre–louis Lions
en Limba Engleză Paperback – 29 aug 2019
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population.
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Specificații

ISBN-13: 9780691190716
ISBN-10: 0691190712
Pagini: 224
Dimensiuni: 156 x 231 x 18 mm
Greutate: 0.39 kg
Editura: Princeton University Press
Seria Annals of Mathematics Studies

Notă biografică

Pierre Cardaliaguet is professor of mathematics at Paris Dauphine University. François Delarue is professor of mathematics at the University of Nice Sophia Antipolis. Jean-Michel Lasry is associate researcher of mathematics at Paris Dauphine University. Pierre-Louis Lions is professor of partial differential equations and their applications at the Collège de France.