Delarue. Probabilistic analysis of mean-field games. SIAM J. Control Optim., 51(4):2705-2734, 2013.R. Carmona and F. Delarue. Probabilistic analysis of mean-field games,R. Carmona, F. Delarue (2013). Probabilis
the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its resultsto the analysis of stochastic mean field control ...
We study mean field games and corresponding N-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we use a probabilist
Probability Theory and Stochastic Modelling(共40册),这套丛书还有 《Probability on Compact Lie Groups》《Pseudo-Regularly Varying Functions and Generalized Renewal Processes》《Risk and Insurance: A Graduate Text》《Methods of Mathematical Finance》《Foundations of Modern Probability》等。 我来说两句 短评...
Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to include rank and nearest-neighbor effects. Moreover, the data...
Probability Theory and Stochastic Modelling(共40册),这套丛书还有 《Probability on Compact Lie Groups》《Stochastic Disorder Problems》《Markov Renewal and Piecewise Deterministic Processes》《Discrete Probability Models and Methods》《Continuous-Time Markov Decision Processes: Borel Space Models and General Co...
Weak Solutions for First Order Mean Field Games with Local Coupling 热度: Mean value coordinates in 3D 热度: 相关推荐 ReliabilityEngineeringandSystemSafety93(2008)325–336 Probabilisticuncertaintyanalysisbymean-value firstorderSaddlepointApproximation BeiqingHuang,XiaopingDu à DepartmentofMechanicalandAe...
(in the sixteenth century) concentrated around the determination of rules of winning strategies in simple games of chance. Later, the study of demography led to the discovery of laws that were probabilistic in nature and, finally, the analysis of measurement errors led to deep and useful results...
The initial stages of analysis involved evaluation of correlation of SPEI and its properties with 13 climate indices, and the subsequent analysis used only Niño 4 SST, SOI and EMI as these had statistically significant correlation and that are indicators of the ENSO event. For SPEI prediction,...
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