9780691190709 - the master equation and the convergence problem in mean field games: (ams-201) di cardaliaguet, pierre; delarue, franois; lasry, jean-michel; lions, pierre-louis (12 risultati)
The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201) (Annals of Mathematics Studies, 201, Band 201)
Delarue, Francois, Pierre Cardaliaguet Pierre-Louis Lions u. a.:
Lingua: Inglese
Editore: Princeton University Press, 2019
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Da: Studibuch, Stuttgart, GermaniaStudibuch
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EUR 26,06
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hardcover. Condizione: Gut. 224 Seiten; 9780691190709.3 Gewicht in Gramm: 1.
Master Equation and the Convergence Problem in Mean Field Games
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-michel; Lions, Pierre-Louis
Lingua: Inglese
Editore: Princeton University Press, 2019
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 149,38
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Condizione: New.
Lingua: Inglese
Editore: Princeton University Press, 2019
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: Princeton University Press, 2019
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Condizione: New. 2019. Hardcover. . . . . .
Master Equation and the Convergence Problem in Mean Field Games
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-michel; Lions, Pierre-Louis
Lingua: Inglese
Editore: Princeton University Press, 2019
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: New.
Master Equation and the Convergence Problem in Mean Field Games
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-michel; Lions, Pierre-Louis
Lingua: Inglese
Editore: Princeton University Press, 2019
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 174,78
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Princeton University Press, 2019
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Master Equation and the Convergence Problem in Mean Field Games
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-michel; Lions, Pierre-Louis
Lingua: Inglese
Editore: Princeton University Press, 2019
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 175,60
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Condizione: As New. Unread book in perfect condition.
The Master Equation and the Convergence Problem in Mean Field Games
Jean-Michel Lasry, Pierre-Louis Lions, Pierre Cardaliaguet, François Delarue
Lingua: Inglese
Editore: Princeton University Press, US, 2019
- Rilegato
Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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Hardback. 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 div…erse 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.
Lingua: Inglese
Editore: Princeton University Press, 2019
- Rilegato
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condizione: New. 2019. Hardcover. . . . . . Books ship from the US and Ireland.
The Master Equation and the Convergence Problem in Mean Field Games: Ams-201
Cardaliaguet, Pierre/ Delarue, François/ Lasry, Jean-michel/ Lions, Pierre-Louis
Lingua: Inglese
Editore: Princeton Univ Pr, 2019
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 226,56
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Hardcover. Condizione: Brand New. 212 pages. 9.75x6.50x0.75 inches. In Stock.
The Master Equation and the Convergence Problem in Mean Field Games
Jean-Michel Lasry, Pierre-Louis Lions, Pierre Cardaliaguet, François Delarue
Lingua: Inglese
Editore: Princeton University Press, US, 2019
- Rilegato
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 205,02
EUR 43,37 spedizioneSpedito in U.S.A.Quantità: 7 disponibili
Hardback. 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 div…erse 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.
