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

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II tackl...

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Main Authors: Carmona, René, Delarue, François (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Published: Cham Springer International Publishing 2018, 2018
Edition:1st ed. 2018
Series:Probability Theory and Stochastic Modelling
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • MFGs with a Common Noise
  • Optimization in a Random Environment
  • MFGs with a Common Noise: Strong and Weak Solutions
  • Solving MFGs with a Common Noise
  • Part II: The Master Equation, Convergence, and Approximation Problems
  • The Master Field and the Master Equation
  • Classical Solutions to the Master Equation
  • Convergence and Approximations
  • Epilogue to Volume II
  • Extensions for Volume II
  • References
  • Indices