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...
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...
Mean Field Games and Applications: Numerical Aspects The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numeric... Y ...
Lacker, A probabilistic weak formulation of mean field games and applications, Ann. Appl. Prob., 25(3):1189-1231, 2015Ren´e Carmona, Daniel Lacker, et al. A probabilistic weak formulation of mean field games and applications. The Annals of Applied Probability, 25(3): 1189-1231, 2015....
45 Statistical Network Models for Integrating Functional Connectivity with sMRI and 59:08 The Tumor Growth Paradox 46:37 A case study on stochastic games on large graphs in mean field and sparse regime 48:17 Differential Equations and Algebraic Geometry - 2 58:18 Differential Equations and ...
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...
48 Differential Equations and Algebraic Geometry - 4 53:46 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 interactions ...
Probability Theory and Stochastic Modelling(共39册),这套丛书还有 《Random Walks and Physical Fields》《Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications》《The Quasispecies Equation and Classical Population Models》《Dynamic Markov Bridges and Market Microstructure...
45 Statistical Network Models for Integrating Functional Connectivity with sMRI and 59:08 The Tumor Growth Paradox 46:37 A case study on stochastic games on large graphs in mean field and sparse regime 48:17 Differential Equations and Algebraic Geometry - 2 58:18 Differential Equations and ...