Screen LibraryThe master equation and the convergence problem in mean field games /
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| Main Authors: | |
|---|---|
| Group Author: | ; ; |
| Published: |
Princeton University Press,
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| Publisher Address: | Princeton, New Jersey : |
| Publication Dates: | [2019] |
| Literature type: | Book |
| Language: | English |
| Series: |
Annals of mathematics studies ;
number 201 |
| Subjects: | |
| Carrier Form: | x, 212 pages ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages [203]-209) and index. |
| ISBN: |
9780691190709 0691190704 9780691190716 0691190712 |
| Index Number: | QA269 |
| CLC: | O225 |
| Call Number: | O225/C266 |
| Contents: | Presentation of the main results -- A starter : the first-order master equation -- Mean field game system with a common noise -- The second-order master equation -- Convergence of the Nash system. |