Description: About this Item The item is a book Paperback The Author Name is Pierre-Louis Lions The Title is The Master Equation and the Convergence Problem in Mean Field Games : AMS-201 Condition New Other Comments Pages Count - 224. Category - Mathematics Product Description - 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 cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics. We Use Stock Images Because we have over 2 million items for sale we have to use stock images, this listing does not include the actual image of the item for sale. The purchase of this specific item is made with the understanding that the image shown in this listing is a stock image and not the actual item for sale. For example: some of our stock images include stickers, labels, price tags, hyper stickers, obi's, promotional messages, signatures and or writing which may not be available in the actual item. When possible we will add details of the items we are selling to help buyers know what is included in the item for sale. The details are provided automatically from our central master database and can sometimes be wrong. Books are released in many editions and variations, such as standard edition, re-issue, not for sale, promotional, special edition, limited edition, and many other editions and versions. The Book you receive could be any of these editions or variations. If you are looking for a specific edition or version please contact us to verify what we are selling. Gift IdeasThis is a great Christmas gift idea. Hours of ServiceWe have many warehouses, some of the warehouses process orders seven days a week, but the Administration Support Staff are located at a head office location, outside of the warehouses, and typically work only Monday to Friday. Location ID 9000z iHaveit SKU ID 167347978
Price: 106 USD
Location: US
End Time: 2024-11-21T11:19:17.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
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Item must be returned within: 30 Days
Refund will be given as: Money Back
Fiction/Non-Fiction: Non-Fiction
Genre/Subject: Mathematics
Brand: Annals of Mathematics Studies
Weight: 0.39
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Title: The Master Equation and the Convergence Problem in Mean Field Gam
Release Title: The Master Equation and the Convergence Problem in Mean Field Gam
Record Grading: New
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Film/TV Title: The Master Equation and the Convergence Problem in Mean Field Ga
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Movie/TV Title: The Master Equation and the Convergence Problem in Mean Field Ga
UPC: 9780691190716
EAN: 9780691190716
ISBN: 9780691190716
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Number of Pages: 224 Pages
Publication Name: Master Equation and the Convergence Problem in Mean Field Games
Language: English
Publisher: Princeton University Press
Subject: Game Theory, Functional Analysis, Differential Equations / Partial, Physics / General
Publication Year: 2019
Item Height: 0.7 in
Type: Textbook
Item Weight: 13.5 Oz
Author: François Delarue, Pierre-Louis Lions, Pierre Cardaliaguet, Jean-Michel Lasry
Subject Area: Mathematics, Science
Item Length: 9.1 in
Series: Annals of Mathematics Studies
Item Width: 6.1 in
Format: Trade Paperback
