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Mean Field Games.
・ISBN 978-1-4704-5586-6 paper US$ 120.00
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| 著者・編者 | Delarue, Francois (ed.), |
|---|---|
| シリーズ | (Proceedings of Symposia in Applied Mathematics) |
| 出版社 | (American Mathematical Society, US) |
| 出版年月 | 2022 |
| ページ数 | 284 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-22287＞ |
解説
This volume is based on lectures delivered at the 2020 AMS Short Course ""Mean Field Games: Agent Based Models to Nash Equilibria,"" held January 13-14, 2020, in Denver, Colorado.
Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects.
The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.
Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects.
The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.