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2199-3130 uthors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interest978-3-030-13259-0978-3-319-56436-4Series ISSN 2199-3130 Series E-ISSN 2199-3149
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978-3-030-13259-0Springer International Publishing AG, part of Springer Nature 2018
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Probabilistic Theory of Mean Field Games with Applications II978-3-319-56436-4Series ISSN 2199-3130 Series E-ISSN 2199-3149
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René Carmona,François DelarueFirst comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach.Numerous applications with explicit examples including numerical sol
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Optimization in a Random Environmentme. By necessity, we revisit the basic tools introduced in Chapters (Vol I)-3 and (Vol I)-4 for mean field games without common noise, and in particular, the theory of forward-backward stochastic differential equations and its connection with optimal stochastic control. Our goal is to investigate op
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发表于 2025-3-23 09:37:59
MFGs with a Common Noise: Strong and Weak Solutionsy many player games from which the mean field game is derived, the states of the individual players are subject to correlated noise terms. In a typical model, each individual player feels an idiosyncratic noise as well as random shocks common to all the players. At the level of the mathematical anal