Probabilistic Theory of Mean Field Games with Applications I
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Publication:5347088
DOI10.1007/978-3-319-58920-6zbMath1422.91014OpenAlexW2791784110MaRDI QIDQ5347088
François Delarue, René A. Carmona
Publication date: 22 May 2017
Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-58920-6
Differential games (aspects of game theory) (91A23) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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