LIBROS DEL AUTOR: jean michel lasry

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  • 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...
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    108,26 €