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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations

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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

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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

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Hardcover]
9783319564357
ISBN [Softcover]
9783030132590
Publisher
Birkhäuser
Year
2018
Pages
XXIV, 700 p.
Series Title
Probability Theory and Stochastic Modelling
Language
English
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