Mean Field Games

Cetraro, Italy 2019

von Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio

310 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Mathematische Analysis, allgemein Differentialrechnung und -gleichungen
• ISBN: 9783030598365
• Sprache: Englisch
• Erscheinungsdatum: 20.01.2021
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing
• Herausgegeben von: Pierre Cardaliaguet, Alessio Porretta