In the book the subject of mean field games and mean field type control problems are addressed. In general, the methodology used to address them differ in the sense that in the case of mean field games, dynamic programming is applied and in the case of mean field type control, stochastic ...
Gomes, D.A., Pimentel, E.A., Voskanyan, V.: Regularity Theory for Mean-field Game Systems. Springer, Berlin (2016) Book Google Scholar Huang, M., Malhamé, R.P., Caines, P.E., et al.: Large population stochastic dynamic games: closed-loop Mckean–Vlasov systems and the Nash cert...
Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for...
In the book the subject of mean field games and mean field type control problems are addressed. In general, the methodology used to address them differ in the sense that in the case of mean field games, dynamic programming is applied and in the case of mean field type control, stochastic ...
副标题: Mean Field Games with Common Noise and Master Equations: 2出版年: 2018-3-11页数: 724定价: GBP 112.00装帧: Hardcover丛书: Probability Theory and Stochastic ModellingISBN: 9783319564357豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单 分享到 ...
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 interactions in mean field games - Part 2 11:39 Z_2 harmonic ...
We study a family of mean field games with a state variable evolving as a multivariate jump–diffusion process. The jump component is driven by a Poisson process with a time-dependent intensity function. All coefficients, i.e. drift, volatility and jump size, are controlled. Under fairly gener...
with Robust CLT 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 Ap...
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 in mean field games - Part 2 11:39...
In other words, we introduce and study a new class of mean-field games (MFG in short) models with a major player. MFG models have been introduced by the authors first in the case without common noise for the players ([6], [7], [8]) and next in the general case with the ...