Weak Solutions to the Master Equation of Potential Mean Field Games

AMERICAN MATHEMATICAL SOCIETYISBN: 9781470477622

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By Alekos Cecchin, Francois Delarue
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AMERICAN MATHEMATICAL SOCIETY
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PAPERBACK
Dimensions:
254 x 178 mm
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Pages:
115

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Description

Alekos Cecchin, University of Padova, Italy. Francois Delarue, Universite Cote d'Azur, Nice, France

Chapters; 1. Introduction; 2. Mean field game and control problem; 3. Elements of Fourier analysis; 4. Generalized solutions to the HJB equation; 5. Application to mean field games; A. Appendix

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