Mean field games : Cetraro, Italy 2019 / Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio ; Pierre Cardaliaguet, Alessio Porretta, editors.

Format:

Book

Author/Creator:

Achdou, Yves, author.

Cardaliaguet, Pierre, author, editor.

Delarue, François, 1976- author.

Porretta, Alessio, author, editor.

Santambrogio, Filippo, author.

Series:

Lecture notes in mathematics (Springer-Verlag) ; 2281.

Lecture notes in mathematics (Springer-Verlag). CIME Foundation subseries

Lecture notes in mathematics, 0075-8434 ; volume 2281. C.I.M.E. foundation subseries

Language:

English

Subjects (All):

Probabilities.

Mathematical optimization.

Game theory.

Computer science--Mathematics.

Computer science.

Mathematical analysis.

Physical Description:

vii, 307 pages : illustrations (some color) ; 24 cm.

Place of Publication:

Cham, Switzerland : Springer, [2020]

Summary:

This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field game theory, the volume offers an overview of recent developments which explore several important directions: from partial differential equations to stochastic analysis, from the calculus of variations to modeling and aspects related to numerical methods. Arising from the CIME Summer School "Mean Field Games" held in Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F. Delarue, A. Porretta and F. Santambrogio. These notes will be valuable for researchers and advanced graduate students who wish to approach this theory and explore its connections with several different fields in mathematics.

Notes:

Includes bibliographical references.

ISBN:

9783030598365

3030598365

OCLC:

1237309902