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Autor(en): 
  • Alain Bensoussan
  • Jens Frehse
  • Phillip Yam
  • Mean Field Games and Mean Field Type Control Theory 
     

    (Buch)
    Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!


    Übersicht

    Auf mobile öffnen
     
    Lieferstatus:   Auf Bestellung
    Genre:  Schulbücher 
     
    Analysis / C / Differential calculus & equations / Mathematics and Statistics / Partial Differential Equations / Probabilities / Probability & statistics / Probability Theory / Probability Theory and Stochastic Processes / Stochastics / System Theory / Systems Theory, Control
    ISBN:  9781461485070 
    EAN-Code: 
    9781461485070 
    Verlag:  Springer Nature EN 
    Einband:  Kartoniert  
    Sprache:  English  
    Serie:  SpringerBriefs in Mathematics  
    Dimensionen:  H 235 mm / B 155 mm / D  
    Gewicht:  2234 gr 
    Seiten:  128 
    Bewertung: Titel bewerten / Meinung schreiben
    Inhalt:
    ?Mean field games and Mean field type control introduce new problems in Control Theory. The terminology "games" may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced but terms which are not directly related to the state or the control of the decision maker. They are however, indirectly related to him, in the sense that they model a very large community of agents similar to the representative agent. All the agents behave similarly and impact the representative agent. However, because of the large number an aggregation effect takes place. The interesting consequence is that the impact of the community can be modeled by a mean field term, but when this is done, the problem is reduced to a control problem.á?
      



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