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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.
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.
The first accessible and yet technically detailed introduction to mean-field game theory
Collects in one volume most of the PDE techniques developed in MFG theory
Includes a special chapter on numerical simulations, with applications to economics and crowd dynamics
- 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.
| Erscheinungsjahr: | 2021 |
|---|---|
| Fachbereich: | Analysis |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | C.I.M.E. Foundation Subseries |
| Inhalt: |
vii
310 S. 13 farbige Illustr. 310 p. 13 illus. in color. |
| ISBN-13: | 9783030598365 |
| ISBN-10: | 3030598365 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Achdou, Yves
Cardaliaguet, Pierre Delarue, François Porretta, Alessio Santambrogio, Filippo |
| Redaktion: |
Cardaliaguet, Pierre
Porretta, Alessio |
| Herausgeber: | Pierre Cardaliaguet/Alessio Porretta |
| Auflage: | 1st ed. 2020 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG C.I.M.E. Foundation Subseries |
| Maße: | 235 x 155 x 18 mm |
| Von/Mit: | Yves Achdou (u. a.) |
| Erscheinungsdatum: | 20.01.2021 |
| Gewicht: | 0,487 kg |
The first accessible and yet technically detailed introduction to mean-field game theory
Collects in one volume most of the PDE techniques developed in MFG theory
Includes a special chapter on numerical simulations, with applications to economics and crowd dynamics
- 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.
| Erscheinungsjahr: | 2021 |
|---|---|
| Fachbereich: | Analysis |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Reihe: | C.I.M.E. Foundation Subseries |
| Inhalt: |
vii
310 S. 13 farbige Illustr. 310 p. 13 illus. in color. |
| ISBN-13: | 9783030598365 |
| ISBN-10: | 3030598365 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Achdou, Yves
Cardaliaguet, Pierre Delarue, François Porretta, Alessio Santambrogio, Filippo |
| Redaktion: |
Cardaliaguet, Pierre
Porretta, Alessio |
| Herausgeber: | Pierre Cardaliaguet/Alessio Porretta |
| Auflage: | 1st ed. 2020 |
| Hersteller: |
Springer International Publishing
Springer International Publishing AG C.I.M.E. Foundation Subseries |
| Maße: | 235 x 155 x 18 mm |
| Von/Mit: | Yves Achdou (u. a.) |
| Erscheinungsdatum: | 20.01.2021 |
| Gewicht: | 0,487 kg |
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