Finally, we discuss in details two applications of mean field games to the study of crowd motion and to macroeconomics, a comparison with mean field type control, and present numerical simulations.doi:10.1007/978-3-030-59837-2_4Achdou, Yves...
o Guéant, Olivier, Jean-Michel Lasry, and Pierre-Louis Lions. "Mean field games and applications."Paris-Princeton lectures on mathematical finance 2010. Springer, Berlin, Heidelberg, 2011. 205-266. oYang,Jiachen, et al. “Learning deep mean field games for modeling large population behavior.”...
Mean Field Games and Applications Olivier Guéant, Jean-Michel Lasry, and Pierre-Louis Lions About this text: This text is inspired from a “Cours Bachelier” held in January 2009 and taught by Jean-Michel Lasry. This course was based upon the articles of the three authors and upon unpublish...
Mean Field FBSDEs, Control, and Games Book ©2018 Overview Authors: René Carmona, François Delarue 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 solut...
内容提示: René Carmona • François DelarueProbabilistic Theory ofMean Field Gameswith Applications IMean Field FBSDEs, Control, and Games123 文档格式:PDF | 页数:721 | 浏览次数:41 | 上传日期:2019-10-16 08:41:06 | 文档星级: René Carmona • François DelarueProbabilistic Theory ofMean...
Cardaliaguet, P.: Notes on mean field games (2013) Guéant, O.: Mean field games and applications to economics. Ph.D. Thesis, Université Paris-Dauphine (2009) Guéant, O., Lasry, J.M., Lions, P.L.: Mean field games and applications. Paris-Princeton Lectures on Mathematical Finance...
Probability Theory and Stochastic Modelling(共40册),这套丛书还有 《Theory of Random Sets》《Stochastic Control Theory》《Foundations of Modern Probability》《Stochastic Evolution Systems》《Point Process Calculus in Time and Space: An Introduction with Applications》等。 我来说两句 短评 ··· 热门...
and G-Brownian Motion》《The Quasispecies Equation and Classical Population Models》《Marginal and Functional Quantization of Stochastic Processes》《Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies》《Probabilistic Theory of Mean Field Games with Applications II》 ...
Mean field games Jpn. J. Math. (2007) HuangM. et al. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle Commun. Inf. Syst. (2006) AchdouY. et al. Mean field games and applications: numerical aspects LaurièreM. Numerica...
46 Graphon Mean Field Games and the GMFG Equations 1:10:09 Graphon spectral decompositions for LQG control and games 47:55 Mitigating Epidemics_ Perspectives from Stackelberg Mean Field Games and Graphon 53:32 On nonlocal interactions in mean field games - Part 1 38:23 On nonlocal ...