Wellposedness Of Second Order Master Equations For Mean Field Games With Nonsmooth Data
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Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data
Author: Chenchen Mou
language: en
Publisher: American Mathematical Society
Release Date: 2024-12-13
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The Wave Equation with Acoustic Boundary Conditions on Non-Locally Reacting Surfaces
Author: Delio Mugnolo
language: en
Publisher: American Mathematical Society
Release Date: 2025-01-08
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Mean Field Games
Author: François Delarue
language: en
Publisher: American Mathematical Society
Release Date: 2021-12-14
This volume is based on lectures delivered at the 2020 AMS Short Course “Mean Field Games: Agent Based Models to Nash Equilibria,” held January 13–14, 2020, in Denver, Colorado. Mean field game theory offers a robust methodology for studying large systems of interacting rational agents. It has been extraordinarily successful and has continued to develop since its inception. The six chapters that make up this volume provide an overview of the subject, from the foundations of the theory to applications in economics and finance, including computational aspects. The reader will find a pedagogical introduction to the main ingredients, from the forward-backward mean field game system to the master equation. Also included are two detailed chapters on the connection between finite games and mean field games, with a pedestrian description of the different methods available to solve the convergence problem. The volume concludes with two contributions on applications of mean field games and on existing numerical methods, with an opening to machine learning techniques.