London Jeans

Master Equation and the Convergence Problem in Mean Field Games, Paperback by...

Description: Master Equation and the Convergence Problem in Mean Field Games, Paperback by Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-michel; Lions, Pierre-Louis, ISBN 0691190712, ISBN-13 9780691190716, Brand New, Free shipping in the US

This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity.

Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit.

This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.

Price: 73.05 USD

Location: Jessup, Maryland

End Time: 2025-01-05T07:47:25.000Z

Shipping Cost: 0 USD

Product Images

Master Equation and the Convergence Problem in Mean Field Games, Paperback by...

Item Specifics

Restocking Fee: No

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 14 Days

Refund will be given as: Money Back

Book Title: Master Equation and the Convergence Problem in Mean Field Games

Number of Pages: 224 Pages

Publication Name: Master Equation and the Convergence Problem in Mean Field Games

Language: English

Publisher: Princeton University Press

Item Height: 0.7 in

Publication Year: 2019

Subject: Game Theory, Functional Analysis, Differential Equations / Partial, Physics / General

Item Weight: 13.5 Oz

Type: Textbook

Author: François Delarue, Pierre-Louis Lions, Pierre Cardaliaguet, Jean-Michel Lasry

Subject Area: Mathematics, Science

Item Length: 9.1 in

Series: Annals of Mathematics Studies

Item Width: 6.1 in

Format: Trade Paperback

Recommended

Carmichael - Statistical Methods in Quantum Optics 1   Master Equation - N555z
Carmichael - Statistical Methods in Quantum Optics 1 Master Equation - N555z

$96.91

View Details
Mastering Differential Equations: The Visual Method
Mastering Differential Equations: The Visual Method

$28.93

View Details
Mastering Differential Equations : The Visual Method by Robert L. Devaney (Trade
Mastering Differential Equations : The Visual Method by Robert L. Devaney (Trade

$20.00

View Details
Ken Kwong-Kay W Mastering Partial Least Squares Structural Equation  (Paperback)
Ken Kwong-Kay W Mastering Partial Least Squares Structural Equation (Paperback)

$15.49

View Details
ALGEBRA'SCOOL Units A & B Blackline Masters + DVD's, Operations, Equations Lot/4
ALGEBRA'SCOOL Units A & B Blackline Masters + DVD's, Operations, Equations Lot/4

$36.99

View Details
Great Courses Mastering Differential Equations Visual - Excellent Condition
Great Courses Mastering Differential Equations Visual - Excellent Condition

$14.99

View Details
Irwin Oppenheim / Stochastic Processes in Chemical Physics The Master Equation
Irwin Oppenheim / Stochastic Processes in Chemical Physics The Master Equation

$45.00

View Details
The $500,000 Vending Machine Equation: Master Branding with Social Media, Innova
The $500,000 Vending Machine Equation: Master Branding with Social Media, Innova

$24.93

View Details
MasterBooks Principles of Mathematics Books 1 and 2 STUDENT AND TEACHER BOOKS
MasterBooks Principles of Mathematics Books 1 and 2 STUDENT AND TEACHER BOOKS

$65.00

View Details
Master Math: Algebra - 9781564141941, paperback, Debra Anne Ross
Master Math: Algebra - 9781564141941, paperback, Debra Anne Ross

$4.95

View Details