Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83)
by René Carmona, François Delarue
This book develops the probabilistic theory of mean field games using forward-backward stochastic differential equations and explores applications in control and games.
About This Book
This volume presents a rigorous mathematical framework for mean field games and their applications.
It develops the theory of mean field forward-backward stochastic differential equations and associated control problems.
The book covers existence and uniqueness results for mean field games and related stochastic systems.
Applications to large population control and game theory are discussed in detail.
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