This book comprises an appropriate background to work and do research on mean-field-type control and game theory. It starts with studying the deterministic optimal control and differential linear-quadratic games, and progressively moves to analyzing mean-field-type control and game problems incorporating several stochastic processes.
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This book comprises an appropriate background to work and do research on mean-field-type control and game theory. It starts with studying the deterministic optimal control and differential linear-quadratic games, and progressively moves to analyzing mean-field-type control and game problems incorporating several stochastic processes.
Read Less