Tracked shipping to South Africa with premium packaging for just R199 

Ship to
South Africa
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201) (Annals of Mathematics Studies, 201)
Type
Physical Book
Publisher
Author
Language
English
Format
Hardcover
ISBN13
9780691190709

The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201) (Annals of Mathematics Studies, 201)

Pierre Cardaliaguet; François Delarue; Jean-Michel Lasry; Pierre-Louis Lions (Author) · Princeton Univ Pr · Hardcover

The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201) (Annals of Mathematics Studies, 201) - Pierre Cardaliaguet; François Delarue; Jean-Michel Lasry; Pierre-Louis Lions

Cheaper New Book Imported to South Africa
Delivery: 17 Aug - 28 Aug Shipping: 11 to 15 business days.
R 3,178
Faster New Book Imported to South Africa
Delivery: 18 Aug - 27 Aug Shipping: 12 to 14 business days.
R 4,475
R 3,178

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201) (Annals of Mathematics Studies, 201)"

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.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews