Mean Field Games

Mean Field Games
Author: Yves Achdou
Publisher: Springer Nature
Total Pages: 316
Release: 2021-01-19
Genre: Mathematics
ISBN: 3030598373

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This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.


Mean Field Games
Language: en
Pages: 316
Authors: Yves Achdou
Categories: Mathematics
Type: BOOK - Published: 2021-01-19 - Publisher: Springer Nature

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This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibr
Mean Field Games and Mean Field Type Control Theory
Language: en
Pages: 132
Authors: Alain Bensoussan
Categories: Science
Type: BOOK - Published: 2013-10-16 - Publisher: Springer Science & Business Media

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​Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control
Probabilistic Theory of Mean Field Games with Applications I
Language: en
Pages: 728
Authors: René Carmona
Categories: Mathematics
Type: BOOK - Published: 2018-03-01 - Publisher: Springer

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This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained
Regularity Theory for Mean-Field Game Systems
Language: en
Pages: 165
Authors: Diogo A. Gomes
Categories: Mathematics
Type: BOOK - Published: 2016-09-14 - Publisher: Springer

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Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then i
Mean-Field-Type Games for Engineers
Language: en
Pages: 526
Authors: Julian Barreiro-Gomez
Categories: Technology & Engineering
Type: BOOK - Published: 2021-11-18 - Publisher: CRC Press

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The contents of this book comprise an appropriate background to start working and doing research on mean-field-type control and game theory. To make the exposit