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Mean-Field-Type Games for Engineers

Mean-Field-Type Games for Engineers

Hardcover

Technology & EngineeringNetworking

ISBN10: 0367566125
ISBN13: 9780367566128
Publisher: CRC Press
Published: Nov 18 2021
Pages: 526
Weight: 2.00
Height: 1.13 Width: 6.14 Depth: 9.21
Language: English

The contents of this book comprise an appropriate background to start working and doing research on mean-field-type control and game theory. To make the exposition and explanation even easier, we first study the deterministic optimal control and differential linear-quadratic games. Then, we progressively add complexity step-by-step and little-by-little to the problem settings until we finally study and analyze mean-field-type control and game problems incorporating several stochastic processes, e.g., Brownian motions, Poisson jumps, and random coefficients.

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