Carmona, R., Delarue, F.: Probabilistic analysis of mean-field games. SIAM J. Control Optim. 51 , 2705–2734 (2013) MathSciNet MATHCarmona, R., Delarue, F.: Probabilistic analysis of mean-field games. SIAM J. Control Optim. 51 (4), 2705–2734 (2013) MathSciNet MATH...
Probability Theory and Stochastic Modelling(共39册),这套丛书还有 《Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion》《Stochastic Disorder Problems》《Foundations of Modern Probability》《Dynamic Markov Bridges and Market Microstructure》《Stochastic Flows...
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 ...
Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the ...
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over conditional McKean-Vlasov stochastic differential equations. The...
We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over conditional McKean-Vlasov stochastic differential equations. The...
【预订】Probabilistic Theory of Mean Field Games with ApplicatioII:Common-Noise-Master-Equations 当当自营 商品详情 开本: 纸张: 包装: 是否套装: 国际标准书号ISBN:9783319564371 所属分类:图书>英文原版书>科学与技术 Science & Techology 进口书预订说明 ...
当当网图书频道在线销售正版《【预订】Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations》,作者:,出版社:Thames&Hudson。最新《【预订】Probabilistic Theory of Mean Field Games with Appli
of f i nite horizongames approximate the inf i nite horizon one. Under a weakened Lasry-Lions monotonicitycondition, we can quantify the convergence rate of solutions for the f i nite horizon gamesto the one for the inf i nite horizon game using a novel stability result for mean f i eld...
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