000 03074nam a22005295i 4500
001 978-1-4614-8508-7
003 DE-He213
005 20140220082832.0
007 cr nn 008mamaa
008 131016s2013 xxu| s |||| 0|eng d
020 _a9781461485087
_9978-1-4614-8508-7
024 7 _a10.1007/978-1-4614-8508-7
_2doi
050 4 _aQ295
050 4 _aQA402.3-402.37
072 7 _aGPFC
_2bicssc
072 7 _aSCI064000
_2bisacsh
072 7 _aTEC004000
_2bisacsh
082 0 4 _a519
_223
100 1 _aBensoussan, Alain.
_eauthor.
245 1 0 _aMean Field Games and Mean Field Type Control Theory
_h[electronic resource] /
_cby Alain Bensoussan, Jens Frehse, Phillip Yam.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2013.
300 _aX, 128 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringerBriefs in Mathematics,
_x2191-8198
505 0 _aIntroduction -- General Presentation of Mean Field Control Problems -- Discussion of the Mean Field game -- Discussion of the Mean Field Type Control -- Approximation of Nash Games with a large number of players -- Linear Quadratic Models -- Stationary Problems- Different Populations -- Nash differential games with Mean Field effect.
520 _aMean 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. 
650 0 _aMathematics.
650 0 _aDifferential equations, partial.
650 0 _aSystems theory.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aSystems Theory, Control.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aPartial Differential Equations.
700 1 _aFrehse, Jens.
_eauthor.
700 1 _aYam, Phillip.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461485070
830 0 _aSpringerBriefs in Mathematics,
_x2191-8198
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-8508-7
912 _aZDB-2-SMA
999 _c96061
_d96061