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A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria

Softcover ISBN: | 978-1-4704-5375-6 |
Product Code: | MEMO/280/1379 |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
eBook ISBN: | 978-1-4704-7279-5 |
Product Code: | MEMO/280/1379.E |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
Softcover ISBN: | 978-1-4704-5375-6 |
eBook: ISBN: | 978-1-4704-7279-5 |
Product Code: | MEMO/280/1379.B |
List Price: | $170.00 $127.50 |
MAA Member Price: | $153.00 $114.75 |
AMS Member Price: | $136.00 $102.00 |

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A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
Softcover ISBN: | 978-1-4704-5375-6 |
Product Code: | MEMO/280/1379 |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
eBook ISBN: | 978-1-4704-7279-5 |
Product Code: | MEMO/280/1379.E |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
Softcover ISBN: | 978-1-4704-5375-6 |
eBook ISBN: | 978-1-4704-7279-5 |
Product Code: | MEMO/280/1379.B |
List Price: | $170.00 $127.50 |
MAA Member Price: | $153.00 $114.75 |
AMS Member Price: | $136.00 $102.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 280; 2022; 123 ppMSC: Primary 93; Secondary 60
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Table of Contents
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Chapters
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1. Introduction
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2. General step-up and overview of the results
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3. Chain rule – application to uniqueness of classical solutions
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4. Smoothness of the decoupling field and existence of classical solutions for small time horizons
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5. Large population stochastic control and global in time existence and uniqueness results
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6. Appendix
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Additional Material
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RequestsReview Copy – for publishers of book reviewsAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Requests
Volume: 280; 2022; 123 pp
MSC: Primary 93; Secondary 60
-
Chapters
-
1. Introduction
-
2. General step-up and overview of the results
-
3. Chain rule – application to uniqueness of classical solutions
-
4. Smoothness of the decoupling field and existence of classical solutions for small time horizons
-
5. Large population stochastic control and global in time existence and uniqueness results
-
6. Appendix
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.