The Master Equation and the Convergence Problem in Mean Field Games - Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis
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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.

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Produktbeschreibung
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.
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Autorenporträt
Pierre Cardaliaguet is professor of mathematics at Paris Dauphine University. François Delarue is professor of mathematics at the University of Nice Sophia Antipolis. Jean-Michel Lasry is associate researcher of mathematics at Paris Dauphine University. Pierre-Louis Lions is professor of partial differential equations and their applications at the Collège de France.