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  • Mean Field FBSDEs, Control, and Games
    René Carmona; François Delarue
    978-3-319-58920-6
    2018
    Edition 1
    • First comprehensive presentation of state of the art theory of mean field games with special emphasis on the probabilistic approach
    • Numerous applications with explicit examples including numerical solutions
    • Self-contained treatment of related topics such as analysis on Wasserstein space and mean field control problems

    €300

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