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PDE Models for Multi-Agent Phenomena by Francesco Salvarani, Pierre Cardaliaguet, Alessio Porretta (Hardcover, 2019)

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ISBN-13: 9783030019464, 978-3030019464. Publisher: Springer Nature Switzerland AG, Switzerland.

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This volume covers selected topics addressed and discussed during the workshop PDE models for multi-agent phenomena, which was held in Rome, Italy, from November 28th to December 2nd, 2016. The content mainly focuses on kinetic equations and mean field games, which provide a solid framework for the description of multi-agent phenomena. The book includes original contributions on the theoretical and numerical study of the MFG system: the uniqueness issue and finite difference methods for the MFG system, MFG with state constraints, and application of MFG to market competition. The book also presents new contributions on the analysis and numerical approximation of the Fokker-Planck-Kolmogorov equations, the isotropic Landau model, the dynamical approach to the quantization problem and the asymptotic methods for fully nonlinear elliptic equations. Chiefly intended for researchers interested in the mathematical modeling of collective phenomena, the book provides an essential overview of recent advances in the field and outlines future research directions.