Achdou / Cardaliaguet / Delarue Mean Field Games

Cetraro, Italy 2019
1. Auflage 2020
ISBN: 978-3-030-59837-2
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 2281, 310 Seiten, eBook

Reihe: Lecture Notes in Mathematics

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.

Zielgruppe

Research

Autoren/Hrsg.

Achdou, Yves

Cardaliaguet, Pierre

Delarue, François

Porretta, Alessio

Santambrogio, Filippo

Inhaltsverzeichnis

- An Introduction to Mean Field Game Theory. - Lecture Notes on Variational Mean Field Games. - Master Equation for Finite State Mean Field Games with Additive Common Noise. - Mean Field Games and Applications: Numerical Aspects.