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 volume presents an advanced mathematical treatment of mean field games, with emphasis on mean field forward-backward stochastic differential equations, control, and games. Part of the Probability and Stochastic Modelling series, it provides a focused reference for readers studying probability, stochastic methods, and game-theoretic models.
About This Book
This volume develops the probabilistic theory of mean field games.
Its focus includes mean field forward-backward stochastic differential equations, control, and games.
The book is part of the Probability and Stochastic Modelling series and is intended for readers seeking an advanced mathematical treatment of these topics.
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