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...
Main Authors: | , |
---|---|
Format: | eBook |
Language: | English |
Published: |
Cham
Springer International Publishing
2018, 2018
|
Edition: | 1st ed. 2018 |
Series: | Probability Theory and Stochastic Modelling
|
Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Foreword
- Preface to Volume II
- Part I: 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