Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games
Author:   René Carmona ,  François Delarue
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2018
Volume:   83
ISBN:  

9783319564371


Pages:   714
Publication Date:   12 March 2018
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games


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Author:   René Carmona ,  François Delarue
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2018
Volume:   83
Weight:   1.268kg
ISBN:  

9783319564371


ISBN 10:   3319564374
Pages:   714
Publication Date:   12 March 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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The text is very well-written and can be used to study the theory on various levels. It develops systematically from the wealth of motivating examples and heuristical considerations, through the carefully chosen collection of in-depth explained preliminaries, to the extensive nontrivial theory explained in full detail. ... The book is highly recommended for those interested in the foundations and the up-to-date development of MFGs, as well as in the general area of stochastic control and related issues of analysis and probability. (Vassili, Mathematical Reviews, January, 2019)


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