Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations by Francois Delarue, Rene Carmona

Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations

Probability Theory and Stochastic Modelling

Francois Delarue, Rene Carmona

700 pages • missing pub info (editions)

nonfiction mathematics medium-paced
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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 examples throu...

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