Probabilistic Theory of Mean Field Games with Applications I
Delarue, François / Carmona, René![Probabilistic Theory of Mean Field Games with Applications I](https://support.digitalhusky.com/media/annotations/sorted/225/22509545/CHSBZCOP0322509545.jpg)
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.Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduct...