Titlebook: Probabilistic Theory of Mean Field Games with Applications I; Mean Field FBSDEs, C René Carmona,François Delarue Book 2018 Springer Interna

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https://doi.org/10.1007/978-3-319-58920-6Mean Field Games; Mean Field Control; Master Equations; Forward Backward Stochastic Differential Equati

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978-3-030-13260-6Springer International Publishing AG 2018

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2199-3130 applications with explicit examples including numerical sol.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 exampl

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Probabilistic Approach to Stochastic Differential Gamessed on the stochastic Pontryagin maximum principle and show how BSDEs and FBSDEs can be brought to bear in the search for Nash equilibria. We emphasize the differences between open loop and closed loop or Markov equilibria and we illustrate the results of the chapter with detailed analyses of some of the models introduced in Chapter .

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Book 2018f-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 noise. The first half of the volume provides a self-contained introducti

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