Mean field games : AMS Short Course, Mean Field Games, Agent Based Models to Nash Equilibria, January 13-14, 2020, Denver, Colorado / François Delarue, editor.

Format
Book
Language
English
Published/​Created
  • Providence, Rhode Island : American Mathematical Society, [2021]
  • ©2021
Description
ix, 284 pages : color illustration, graphs (chiefly color) ; 26 cm.

Details

Subject(s)
Editor
Contributor
Series
Summary note
"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 to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects. The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques." Provided by publisher.
Bibliographic references
Includes bibliographical references. Sixth (last) contribution includes index. Book concludes with a second (mystery) "Index."
Contents
  • An overview of the theory of mean field games
  • Mean field games: a paradigm for individual-mass interactions / Roland P. Malhamé and Christy Graves
  • Mean field games and master equation / François Delarue
  • Connection with games with finitely many players
  • The mean field game convergence problem / Daniel Lacker
  • Refined convergence results for interacting diffusions and mean-field games / Kavita Ramanan
  • Applications and numerical methods
  • Applications of mean field games in financial engineering and economic theory / René Carmona
  • Numerical methods for mean field games and mean field type control / Mathieu Laurière.
Other title(s)
AMS short course, mean field games
Title page verso has title
  • Lecture notes prepared for the American Mathematical Society Short Course on Mean Field Games: Agent Based Models to Nash Equilibria ...
ISBN
  • 9781470455866 ((paperback ; : acid-free paper))
  • 1470455862 ((paperback ; : acid-free paper))
LCCN
2021034943
OCLC
1264735116
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