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Annals of Mathematics Studies: Master Equation and the Convergence Problem in Mean Field Games by François Delarue, Pierre-Louis Lions, Pierre Cardaliaguet and Jean-Michel Lasry (2019, Trade Paperback)
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This book rigorously establishes this convergence, which has been an open problem until now. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion.
- Buy it nowPierre Cardaliaguet Pierre-Louis The Master Equation and the Conve (Paperback)
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About this product
Product Identifiers
PublisherPrinceton University Press
ISBN-100691190712
ISBN-139780691190716
eBay Product ID (ePID)15046605506
Product Key Features
Number of Pages224 Pages
LanguageEnglish
Publication NameMaster Equation and the Convergence Problem in Mean Field Games
SubjectGame Theory, Functional Analysis, Differential Equations / Partial, Physics / General
Publication Year2019
TypeTextbook
AuthorFrançois Delarue, Pierre-Louis Lions, Pierre Cardaliaguet, Jean-Michel Lasry
Subject AreaScience, Mathematics
SeriesAnnals of Mathematics Studies
FormatTrade Paperback
Dimensions
Item Height0.7 in
Item Weight13.5 oz.
Item Length9.1 in
Item Width6.1 in
Additional Product Features
Intended AudienceCollege Audience
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