Probabilistic theory of mean field games with applications ii: mean field games with common noise and master equations
Auteur :
Carmona, René / Delarue, François
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030132590
Date de publication :
29 oct. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.