Titlebook: Probabilistic Theory of Mean Field Games with Applications II; Mean Field Games wit René Carmona,François Delarue Book 2018 Springer Intern

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The Master Field and the Master Equationinite dimensional forward-backward system of stochastic partial differential equations characterizing the equilibria. The forward equation is a stochastic Fokker-Planck equation and the backward equation a stochastic Hamilton-Jacobi-Bellman equation. We show that whenever existence and uniqueness of

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Extensions for Volume IIvolume to revisit some of the examples introduced in Chapter (Vol I)-1, and complete their mathematical analysis. We use some of the tools introduced for the analysis of mean field games with a common noise to study important game models which are not amenable to the theory covered by the first volu

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René Carmona,François Delarue functions of the form .(.) + . z ¯MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharq

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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