Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)
by René Carmona, François Delarue
René Carmona and François Delarue continue their probabilistic treatment of mean field games in this second volume. Concentrating on common noise and master equations, the book offers advanced mathematical material for readers interested in probability theory, stochastic modelling, and the analysis of interacting-agent systems.
About This Book
This volume develops probabilistic theory for mean field games, with emphasis on models involving common noise.
It focuses on master equations, a central analytical framework for describing mean field game systems and their dependence on underlying distributions.
Written by René Carmona and François Delarue, the book presents advanced material within probability theory and stochastic modelling.
As the second volume of a two-part treatment, it is intended for readers seeking a detailed mathematical study of mean field games and related stochastic methods.
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