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

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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations By René Carmona
English | PDF,EPUB | 2018 | 712 Pages | ISBN : 3319564358 | 22.8 MB
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 throughout, including numerical solutions.

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