Probabilistic Theory of Mean Field Games with Applications II Mean Field Games with Common Noise and Master Equations

René Carmona, François Delarue

Research output: Chapter in Book/Report/Conference proceedingChapter

41 Scopus citations
Original languageEnglish (US)
Title of host publicationProbability Theory and Stochastic Modelling
PublisherSpringer Nature
Pages1-679
Number of pages679
StatePublished - 2018

Publication series

NameProbability Theory and Stochastic Modelling
Volume84
ISSN (Print)2199-3130
ISSN (Electronic)2199-3149

All Science Journal Classification (ASJC) codes

  • Control and Optimization
  • Modeling and Simulation
  • Statistics and Probability

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