This book PDF is perfect for those who love Mathematics genre, written by Jean-François Chassagneux and published by American Mathematical Society which was released on 10 November 2022 with total hardcover pages 136. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria books below.
| Author | : Jean-François Chassagneux |
| File Size | : 42,6 Mb |
| Publisher | : American Mathematical Society |
| Language | : English |
| Release Date | : 10 November 2022 |
| ISBN | : 9781470453756 |
| Pages | : 136 pages |
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This volume is based on lectures delivered at the 2020 AMS Short Course “Mean Field Games: Agent Based Models to Nash Equilibria,” held January 13–14, 2020, in Denver, Colorado. Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued
Get BookProviding an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.
Get BookIn Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate
Get BookThis volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a large number of agents. Besides giving an accessible presentation of the main features of mean-field
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