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商品詳細
Probabilistic Theory of Mean Field Games with Applications I-II. 1st ed. 2018.
・ISBN 978-3-319-59820-8 hard EUR 279.00
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お気に入り
★★★
| 著者・編者 | Carmona, Rene / Delarue, Francois, |
|---|---|
| シリーズ | Probability Theory and Stochastic Modelling |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2018 |
| ページ数 | 1371 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-4405＞ |
解説
This two-volume set offers an expansive overview of the probabilistic approach to game models and their applications. Considered the first comprehensive treatment of the theory of mean field games, much of the content is original and has been designed especially for the purpose of this book.
Volume I of the set is entirely devoted to the theory of mean field games without a common noise, whereas Volume II analyzes mean field games in which the players are subject to games with a common noise.
Together, both Volume I and Volume II will benefit researchers in the field as well as PhD and graduate students working on the subject due to the self-contained nature and applications with explicit examples throughout.