Probabilistic theory of mean field g...
Carmona, Rene.

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  • Probabilistic theory of mean field games with applications.. II,. Mean field games with common noise and master equations
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Probabilistic theory of mean field games with applications./ by Rene Carmona, Francois Delarue.
    其他題名: Mean field games with common noise and master equations
    作者: Carmona, Rene.
    其他作者: Delarue, Francois.
    出版者: Cham :Springer International Publishing : : 2018.,
    面頁冊數: xxiv, 700 p. :ill., digital ;24 cm.
    內容註: Foreword -- Preface to Volume II -- Part I: MFGs with a Common Noise -- Optimization in a Random Environment -- MFGs with a Common Noise: Strong and Weak Solutions -- Solving MFGs with a Common Noise -- Part II: The Master Equation, Convergence, and Approximation Problems -- The Master Field and the Master Equation -- Classical Solutions to the Master Equation -- Convergence and Approximations -- Epilogue to Volume II -- Extensions for Volume II -- References -- Indices.
    Contained By: Springer eBooks
    標題: Mean field theory. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-56436-4
    ISBN: 9783319564364
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W9343765 電子資源 11.線上閱覽_V 電子書 EB QC174.85.M43 C376 2018 一般使用(Normal) 在架 0
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