The Master Equation and the Convergence Problem in Mean Field Games

The Master Equation and the Convergence Problem in Mean Field Games

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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.