Mean Field Games

✍ Scribed by Yves Achdou, Pierre Cardaliaguet, François Delarue, Alessio Porretta, Filippo Santambrogio

Publisher: Springer
Year: 2020
Tongue: English
Leaves: 316
Series: Lecture Notes in Mathematics 2281
Category: Library

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✦ Synopsis

The first accessible and yet technically detailed introduction to mean-field game theory

Collects in one volume most of the PDE techniques developed in MFG theory

Includes a special chapter on numerical simulations, with applications to economics and crowd dynamics

✦ Table of Contents

1 An Introduction to Mean Field Game Theory 1
2 Lecture Notes on Variational Mean Field Games 159
3 Master Equation for Finite State Mean Field Games with Additive Common Noise 203
4 Mean Field Games and Applications: Numerical Aspects 249

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