The Master Equation and the Convergence Problem in Mean Field Games
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| 著者名 | Pierre Cardaliaguet/Franois Delarue/Jean/Michel Lasry |
| 出版社名 | PRINCETON UNIV PR |
| ISBNコード | 9780691190716 |
| 発売日/出版年度 | 2019年 |
商品説明
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population.