Books by Pierre Cardaliaguet
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This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population.
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This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has appli...cations in areas as diverse as mathematical finance, crowd phenomena,
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The book includes original contributions on the theoretical and numerical study of the MFG system: the uniqueness issue and finite difference methods for the MFG system, MFG with state constraints, and application of MFG to market competition.
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This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M.
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Focusing on various aspects of dynamic game theory, this volume includes cutting-edge research that demonstrates the vitality of the field. The selection of expert contributions includes real-world applications in communication and transportation networks.
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