Titlebook: Probabilistic Theory of Mean Field Games with Applications I; Mean Field FBSDEs, C René Carmona,Fran?ois Delarue Book 2018 Springer Interna

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Optimal Control of SDEs of McKean-Vlasov Type other models already considered in the framework of mean field games. Finally, we highlight the similarities and the differences between this problem and MFG problems with which it is often confused.

Dedication

Probabilistic Theory of Mean Field Games with Applications IMean Field FBSDEs, C

清楚

René Carmona,Fran?ois Delarueunsolved problems in mathematics, and ends with a short descriptive account of iteration, Julia sets and the Mandelbrot set. Clear and careful explanations are backed up with worked examples and more than 100 exercises, for which full solutions are provided.978-1-85233-733-9978-1-4471-0027-0Series ISSN 1615-2085 Series E-ISSN 2197-4144

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Stochastic Differential Mean Field Gamesbution of the solution appears in the coefficients. In this way, both the optimization and interaction components of the problem are captured by a single FBSDE, avoiding the twofold reference to Hamilton-Jacobi-Bellman equations on the one hand, and to Kolmogorov equations on the other hand.

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2199-3130 sultsto the analysis of stochastic mean field control problems.?. .Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The a978-3-030-13260-6978-3-319-58920-6Series ISSN 2199-3130 Series E-ISSN 2199-3149

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