LIBROS DEL AUTOR: francois delarue

5 resultados para LIBROS DEL AUTOR: francois delarue

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  • Mean Field Games
    François Delarue / Pierre Cardaliaguet / Yves Achdou
    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 se...
    Disponible

    47,69 €

  • Mean Field Games
    François Delarue / Pierre Cardaliaguet / Yves Achdou
    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 se...
    Disponible

    74,89 €

  • Probabilistic Theory of Mean Field Games with Applications I
    François Delarue / René Carmona
    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume I of the book is entirely devoted to the theory of mean field games without a common nois...
    Disponible

    211,54 €

  • Probabilistic Theory of Mean Field Games with Applications II
    François Delarue / Rene Carmona
    This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions.Volume II tackles the analysis of mean field games in which the players are affected by a common...
    Disponible

    185,67 €

  • The Master Equation and the Convergence Problem in Mean Field Games
    François Delarue / Jean-Michel Lasry / Pierre Cardaliaguet
    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. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurit...
    Disponible

    108,26 €