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Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games
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First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach Numerous applications with explicit examples including numerical solutions Self-contained treatment of related topics such as analysis on Wasserstein space and mean field control problems
First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach Numerous applications with explicit examples including numerical solutions Self-contained treatment of related topics such as analysis on Wasserstein space and mean field control problems
Additional information
| Book Format | Hardcover, Softcover |
|---|
Book information
Edition
1st Edition
ISBN [Hardcover]
9783319564371
ISBN [Softcover]
9783030132606
Publisher
Birkhäuser
Year
2018
Pages
XXVI, 714 p.
Series Title
Probability Theory and Stochastic Modelling
Language
English

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