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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.
Availability
Available Online
Proceedings of Symposia in Applied Mathematics - 2021
Details
Subject(s)
Mean field theory
[Browse]
Game theory
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Mathematical analysis
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Editor
Delarue, François, 1976-
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Contributor
Delarue, François, 1976-
[Browse]
Series
Proceedings of symposia in applied mathematics ; v. 78.
[More in this series]
Proceedings of symposia in applied mathematics. AMS short course lecture notes
[More in this series]
Proceedings of symposia in applied mathematics, 0160-7634 ; Volume 78
[More in this 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.
Show 6 more Contents items
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
Statement on language in description
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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Mean field games : AMS Short Course, Mean Field Games, Agent Based Models to Nash Equilibria, January 13-14, 2020, Denver, Colorado / François Delarue, editor.
id
99125593350906421
Mean field games : AMS Short Course, Mean Field Games, Agent Based Models to Nash Equilibria, January 13--14, 2020, Denver, Colorado/ François Delarue, editor.
id
99129076619006421