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Название: Mean-Field-Type Games for Engineers
Автор: Julian Barreiro-Gomez, Hamidou Tembine
Издательство: CRC Press
Год: 2022
Страниц: 526
Язык: английский
Формат: pdf (true)
Размер: 13.9 MB
The contents of this book comprises an appropriate background to start working and doing research on mean-field-type control and game theory. To make the exposition and explanation even easier, we first study the deterministic optimal control and differential linear-quadratic games. Then, we progressively add complexity step-by-step and little-by-little to the problem settings until we finally study and analyze mean-field-type control and game problems incorporating several stochastic processes, e.g., Brownian motions, Poisson jumps, and random coefficients.
Автор: Julian Barreiro-Gomez, Hamidou Tembine
Издательство: CRC Press
Год: 2022
Страниц: 526
Язык: английский
Формат: pdf (true)
Размер: 13.9 MB
The contents of this book comprises an appropriate background to start working and doing research on mean-field-type control and game theory. To make the exposition and explanation even easier, we first study the deterministic optimal control and differential linear-quadratic games. Then, we progressively add complexity step-by-step and little-by-little to the problem settings until we finally study and analyze mean-field-type control and game problems incorporating several stochastic processes, e.g., Brownian motions, Poisson jumps, and random coefficients.