Articoli correlati a The Master Equation and the Convergence Problem in...
The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201) - Brossura
Libro 192 di 202: Annals of Mathematics Studies
Sinossi
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity.
Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit.
This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull'autore
Pierre Cardaliaguet is professor of mathematics at Paris Dauphine University. François Delarue is professor of mathematics at the University of Nice Sophia Antipolis. Jean-Michel Lasry is associate researcher of mathematics at Paris Dauphine University. Pierre-Louis Lions is professor of partial differential equations and their applications at the Collège de France.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per The Master Equation and the Convergence Problem in...
Foto dell'editore
The Master Equation and the Co
Editore:
Princeton University Press, 2019
ISBN 10: 0691190712
ISBN 13: 9780691190716
Antico o usato
Brossura
Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00107149032
Compra usato
EUR 36,15
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
The Master Equation and the Convergence Problem in Mean Field Games (Annals of Mathematics Studies, 201)
Editore:
Princeton University Press, 2019
ISBN 10: 0691190712
ISBN 13: 9780691190716
Antico o usato
Brossura
Da: Scissortail, Oklahoma City, OK, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: very_good. This is a well-cared-for used book with light signs of previous use. There may be minor cover wear, a faint crease, or slight spine wear, but overall it's in great shape and fully readable. Please note: -May contain library or rental stickers. -Supplemental materials e.g., CDs, access codes, inserts are not guaranteed. -Box sets may not include original exterior box. Your satisfaction is our top priority! If you have any questions or concerns about your order, please don't hesitate to reach out. Thank you for shopping with us and supporting small businessâ"happy reading! Codice articolo STM.NXN
Compra usato
EUR 41,14
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
The Master Equation and the Convergence Problem in Mean Field Games (Annals of Mathematics Studies, 201)
Editore:
Princeton University Press, 2019
ISBN 10: 0691190712
ISBN 13: 9780691190716
Antico o usato
Brossura
Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-F-029-01604
Compra usato
EUR 59,21
Spedizione EUR 12,46
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Master Equation and the Convergence Problem in Mean Field Games
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 34692585-n
Compra nuovo
EUR 70,23
Spedizione EUR 2,29
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 8 disponibili
Foto dell'editore
The Master Equation and the Convergence Problem in Mean Field Games
Da: PBShop.store US, Wood Dale, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WP-9780691190716
Compra nuovo
EUR 72,60
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 2 disponibili
Foto dell'editore
The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Valutazione del venditore 5 su 5 stelle
Condizione: New. 2019. Paperback. . . . . . Codice articolo V9780691190716
Compra nuovo
EUR 72,28
Spedizione EUR 9,50
Spedito da Irlanda a U.S.A.
Spedito da Irlanda a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Master Equation and the Convergence Problem in Mean Field Games
Editore:
Princeton University Press, 2019
ISBN 10: 0691190712
ISBN 13: 9780691190716
Antico o usato
Brossura
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 34692585
Compra usato
EUR 80,55
Spedizione EUR 2,29
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 8 disponibili
Foto dell'editore
The Master Equation and the Convergence Problem in Mean Field Games
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
Valutazione del venditore 5 su 5 stelle
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WP-9780691190716
Compra nuovo
EUR 80,03
Spedizione EUR 4,87
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Master Equation and the Convergence Problem in Mean Field Games
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 34692585-n
Compra nuovo
EUR 74,69
Spedizione EUR 17,56
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 8 disponibili
Immagini fornite dal venditore
The Master Equation and the Convergence Problem in Mean Field Games
Editore:
Princeton University Press, US, 2019
ISBN 10: 0691190712
ISBN 13: 9780691190716
Nuovo
Paperback
Da: Rarewaves USA, OSWEGO, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Paperback. Condizione: New. This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity.Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit.This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics. Codice articolo LU-9780691190716
Compra nuovo
EUR 93,69
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili