Mean field games and mean field type control theory | Perpustakaan Universitas Negeri Jakarta

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Mean field games and mean field type control theory

Bensoussan, Alain - Nama Orang; Frehse, Jens - Nama Orang; Yam, Phillip - Nama Orang;

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.

Ketersediaan

Perpustakaan Pusat E637

E637

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Informasi Detail

Judul Seri: -
No. Panggil: E637
Penerbit: New York : Springer, NY., 2013
Deskripsi Fisik: X, 128 hlm.
Bahasa: English
ISBN/ISSN: 9781461485087
Klasifikasi: NONE
Tipe Isi: text
Tipe Media: computer
Tipe Pembawa: online resource
Edisi: 1
Subjek: Teori Probabilitas dan Proses Stokastik
Info Detail Spesifik: -
Pernyataan Tanggungjawab: Alain Bensoussan, Jens Frehse, Phillip Yam

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Mean Field Games and Mean Field Type Control Theory
https://doi.org/10.1007/978-1-4614-8508-7

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