عنوان

The master equation and the convergence problem in mean field games /

شابک

0691190704

شابک

0691190712

شابک

9780691190709

شابک

9780691190716

عنوان اصلي

The master equation and the convergence problem in mean field games /

نام عام مواد

[Book]

نام نخستين پديدآور

Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry, Pierre-Louis Lions.

محل نشرو پخش و غیره

Princeton, New Jersey :

نام ناشر، پخش کننده و غيره

Princeton University Press,

تاریخ نشرو بخش و غیره

2019.

تاریخ نشرو بخش و غیره

©2019

نام خاص و کميت اثر

x, 212 pages ;

ابعاد

24 cm.

عنوان فروست

Annals of mathematics studies ;

مشخصه جلد

number 201

متن يادداشت

Includes bibliographical references (pages 203-209) and index.

متن يادداشت

Presentation of the main results -- A starter : the first-order master equation -- Mean field game system with a common noise -- The second-order master equation -- Convergence of the Nash system.

بدون عنوان

0

متن يادداشت

"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. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit".--

موضوع مستند نشده

Differential equations.

موضوع مستند نشده

Game theory.

موضوع مستند نشده

Mean field theory.

موضوع مستند نشده

Differential equations.

موضوع مستند نشده

Game theory.

موضوع مستند نشده

Mean field theory.

موضوع مستند نشده

Mean-Field-Theorie

موضوع مستند نشده

Nash-Gleichgewicht

موضوع مستند نشده

Spieltheorie

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Cardaliaguet, Pierre

مستند نام اشخاص تاييد نشده

Delarue, François,1976-

مستند نام اشخاص تاييد نشده

Lasry, J. M.

مستند نام اشخاص تاييد نشده

Lions, P. L., (Pierre-Louis)

تاريخ عمليات

20200822123222.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y