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"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."--
Page Count:
491
Publication Date:
2021-11-17
Publisher:
CRC Press
ISBN-10:
0367566125
ISBN-13:
9780367566128
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