The Master Equation and the Convergence Problem in Mean Field Games

Author/Contributor(s):	Cardaliaguet, Pierre
Publisher:	Princeton University Press
Date:	08/13/2019
Binding:	Paperback
Condition:	NEW

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 distribution of a population.