Date de parution
TAILLE DU FICHIER: 9,43 MB
DATE DE PUBLICATION: 2018-Mar-01
AUTEUR: René Carmona
NOM DE FICHIER: Probabilistic Theory of Mean Field Games with Applications - Pack en 2 volumes : Tome I, Mean Field FBSDEs, Control, and Games ; tome II, Mean Field Games with Common Noise and Master Equations.pdf
...for the Numerical Solution of Mean Field Control and Games: II -- The Finite Horizon Case. is more general and can also be applied to the FBSDE arising in the theory of mean field games. Mean-Field Neural ODEs via Relaxed Optimal Control. We develop a framework for the analysis of...
Mean Field Games with Common Noise and Master Equations. By: René Carmona; François Delarue. Publisher: Springer.