Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling, 84) - Image 1

£94.87

Springer Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling, 84)

Name: Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling, 84)
Brand: Springer
Price: 94.87 GBP
Availability: InStock

Optimisation

It has never been this cheap. We have no record of a lower price.

£95 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 61 days · 61 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 61 days • 1 price levels

Days at Price

Price Analysis

Most common price: £95 (61 days, 100.0%)

Price range: £95 - £95

Price levels: 1 different prices over 61 days

Description

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3319564358
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Optimisation
Domain: Amazon UK
Release Date: 20 March 2018
Listed Since: 01 March 2017

Barcode

No barcode data available

Springer Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling, 84)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations: 84 (Probability Theory and Stochastic Modelling, 84)

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

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

Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games: 83 (Probability Theory and Stochastic Modelling, 83)

Advances in Dynamic and Mean Field Games: Theory, Applications, and Numerical Methods: 15 (Annals of the International Society of Dynamic Games, 15)

Game Theory: Stochastics, Information, Strategies and Cooperation: 25 (Theory and Decision Library C, 25)

Mean Field Games: Ams Short Course, Mean Field Games, Agent Based Models to Nash Equilibria, January 13--14, 2020, Denver, Colorado: 78 (Proceedings of Symposia in Applied Mathematics)

Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games: 83 (Probability Theory and Stochastic Modelling, 83)

Mean Field Games: Cetraro, Italy 2019: 2281 (Lecture Notes in Mathematics, 2281)

Springer Chapters in Game Theory - Theory and Decision Library

Frontiers of Dynamic Games: Game Theory and Management, St. Petersburg, 2017 (Static & Dynamic Game Theory: Foundations & Applications)

Advances in Dynamic Games: Theory, Applications, and Numerical Methods: 13 (Annals of the International Society of Dynamic Games, 13)

Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control: 7 (Annals of the International Society of Dynamic Games, 7)

Frontiers of Dynamic Games: Game Theory and Management, St. Petersburg, 2019 (Static & Dynamic Game Theory: Foundations & Applications)

Advances in Dynamic Games: Theory, Applications, and Numerical Methods for Differential and Stochastic Games: 12 (Annals of the International Society of Dynamic Games, 12)

Functional Analytic Techniques for Diffusion Processes (Springer Monographs in Mathematics)

Functional Analytic Techniques for Diffusion Processes (Springer Monographs in Mathematics)

Frontiers of Dynamic Games: Game Theory and Management, St. Petersburg, 2019 (Static & Dynamic Game Theory: Foundations & Applications)

Advances in Dynamic Games: Games of Conflict, Evolutionary Games, Economic Games, and Games Involving Common Interest: 17 (Annals of the International Society of Dynamic Games, 17)

Game-Theoretic Foundations for Probability and Finance: 455 (Wiley Series in Probability and Statistics)

Differential Games: A Concise Introduction

Repeated Games: 55 (Econometric Society Monographs, Series Number 55)

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems: 67 (Studies in Systems, Decision and Control, 67)

Political Economy, Oligopoly and Experimental Games: The Selected Essays of Martin Shubik Volume One: 1 (Economists of the Twentieth Century series)