The master equation and the convergence problem in mean field games / (Record no. 81445)
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| fixed length control field | 05037cam a2200781 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | on1105145193 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220908100159.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190620s2019 nju ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | N$T |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | N$T |
| Modifying agency | N$T |
| -- | OCLCF |
| -- | JSTOR |
| -- | YDX |
| -- | EBLCP |
| -- | UKAHL |
| -- | DEGRU |
| -- | BRX |
| -- | GZS |
| -- | GZM |
| -- | OCLCQ |
| -- | GZS |
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| -- | OCLCA |
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| -- | OCLCO |
| 019 ## - | |
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| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780691193717 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0691193711 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780691190709 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000065541790 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1105145193 |
| Canceled/invalid control number | (OCoLC)1107577676 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 22573/ctvcjdck6 |
| Source of stock number/acquisition | JSTOR |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 9452505 |
| Source of stock number/acquisition | IEEE |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA269 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 011000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 007020 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.3 |
| Edition number | 23 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cardaliaguet, Pierre, |
| Relator term | author. |
| 9 (RLIN) | 65350 |
| 245 14 - TITLE STATEMENT | |
| Title | The master equation and the convergence problem in mean field games / |
| Statement of responsibility, etc. | Pierre Cardaliaguet, Fran�cois Delarue, Jean-Michel Lasry, Pierre-Louis Lions. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Princeton, New Jersey : |
| Name of producer, publisher, distributor, manufacturer | Princeton University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2019. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | �2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Annals of mathematics studies ; |
| Volume/sequential designation | Number 201 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Online resource; title from PDF title page (EBSCO, viewed June 21, 2019). |
| 505 00 - FORMATTED CONTENTS NOTE | |
| Title | Frontmatter -- |
| -- | Contents -- |
| -- | Preface -- |
| -- | 1. Introduction -- |
| -- | 2. Presentation of the Main Results -- |
| -- | 3. A Starter: The First-Order Master Equation -- |
| -- | 4. Mean Field Game System with a Common Noise -- |
| -- | 5. The Second-Order Master Equation -- |
| -- | 6. Convergence of the Nash System -- |
| -- | A. Appendix -- |
| -- | References -- |
| -- | Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 originating in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players, as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | IEEE |
| Provenance (VM) [OBSOLETE] | IEEE Xplore Princeton University Press eBooks Library |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Game theory. |
| 9 (RLIN) | 6996 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Differential equations. |
| 9 (RLIN) | 65351 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mean field theory. |
| 9 (RLIN) | 22729 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Th�eorie des jeux. |
| 9 (RLIN) | 65352 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | �Equations diff�erentielles. |
| 9 (RLIN) | 65353 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Th�eorie de champ moyen. |
| 9 (RLIN) | 65354 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | MATHEMATICS |
| General subdivision | Applied. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 5811 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | General. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 5812 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | MATHEMATICS |
| General subdivision | Game Theory. |
| Source of heading or term | bisacsh |
| 9 (RLIN) | 65355 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Differential equations. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst00893446 |
| 9 (RLIN) | 65351 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Game theory. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst00937501 |
| 9 (RLIN) | 6996 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mean field theory. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst01013145 |
| 9 (RLIN) | 22729 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 9 (RLIN) | 3294 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Delarue, Fran�cois, |
| Dates associated with a name | 1976- |
| Relator term | author. |
| 9 (RLIN) | 65356 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lasry, J. M., |
| Relator term | author. |
| 9 (RLIN) | 65357 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lions, P. L. |
| Fuller form of name | (Pierre-Louis), |
| Relator term | author. |
| 9 (RLIN) | 65358 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Cardaliaguet, Pierre. |
| Title | Master Equation and the Convergence Problem in Mean Field Games : (ams-201). |
| Place, publisher, and date of publication | Princeton : Princeton University Press, �2019 |
| International Standard Book Number | 9780691190709 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Annals of mathematics studies ; |
| Volume/sequential designation | no. 201. |
| 9 (RLIN) | 65359 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ieeexplore.ieee.org/servlet/opac?bknumber=9452505">https://ieeexplore.ieee.org/servlet/opac?bknumber=9452505</a> |
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