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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

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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

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Hardcover, Softcover

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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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