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The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)

Pierre Cardaliaguet, François Delarue, Jean-Michel Lasry, and Pierre-Louis Lions

Published in print:
2019
Published Online:
May 2020
ISBN:
9780691190716
eISBN:
9780691193717
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691190716.001.0001
Subject:
Mathematics, Applied Mathematics

This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical ... More


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