2018 - Probabilistic Theory of Mean Field Games with Applications
This is an interesting recent publication from 2018. It covers the mathematical game's field. The authors affirms that this is a first book in the domain and that it is original. So we hope in the SPE, scientific pdf ebooks, that you will find it enjoyable.
From the introduction of this book :
Since its creation ten years ago, the theory of Mean Field Games quickly became an essential and exciting source of progress in the researches concerning dynamic of large systems. The introduction of statistical physics ideas to identify approximate balances for large dynamic games have created a new wave of interest for studying large populations competitive individuals with "middle field" interactions.
The present piece (in two volumes) is the fruit of multiple lectures and courses presented in the last decade on the mathematical theory of Mean Field Games especially from the perspective of some applications in different fields.
Although this is actually the origin of the object of the book, we opted to insist on the probabilistic face to the game models.
In an innovative presentation from 2006, L & the Ls established a methodology to find an approximation to Nash equilibrium in the case of a large sample of players.
Perhaps this subject didn't go fast initially, but it has nowadays grown, so that multiple conferences, books, researches are generated.
The paradigm of the average field game became interesting since it developped to its foundation, hence this manual, focused on the probabilistic approach.
The large majority of examples and ideas are for the first time written in a book, so the text in almost original.
We choose to divide this manual into two books for one reason : a simple pedagogic approach.
2018 - Probabilistic Theory of Mean Field Games with Applications
Keywords: math, game theory, english ebooks
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