发布求助
文献互助 智能选刊 最新文献

Proceedings of Symposia in Applied Mathematics最新文献

筛选
英文 中文
Applications of Mean Field Games in financial engineering and economic theory 平均场博弈在金融工程和经济理论中的应用
Proceedings of Symposia in Applied Mathematics Pub Date : 2020-12-09 DOI: 10.1090/psapm/078/05
R. Carmona
{"title":"Applications of Mean Field Games in financial engineering and economic theory","authors":"R. Carmona","doi":"10.1090/psapm/078/05","DOIUrl":"https://doi.org/10.1090/psapm/078/05","url":null,"abstract":"This is an expanded version of the lecture given at the AMS Short Course on Mean Field Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of Mean Field Games in finance and economics. I need to admit upfront that several of the examples reviewed in this chapter were already discussed in book form. Still, they are here accompanied with discussions of, and references to, works which appeared over the last three years. Moreover, several completely new sections are added to show how recent developments in financial engineering and economics can benefit from being viewed through the lens of the Mean Field Game paradigm. The new financial engineering applications deal with bitcoin mining and the energy markets, while the new economic applications concern models offering a smooth transition between macro-economics and finance, and contract theory.","PeriodicalId":427912,"journal":{"name":"Proceedings of Symposia in Applied Mathematics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125845749","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 27
Refined convergence results for interacting diffusions and mean-field games 相互作用扩散和平均场对策的精细收敛结果
Proceedings of Symposia in Applied Mathematics Pub Date : 1900-01-01 DOI: 10.1090/psapm/078/04
K. Ramanan
{"title":"Refined convergence results for interacting diffusions and mean-field games","authors":"K. Ramanan","doi":"10.1090/psapm/078/04","DOIUrl":"https://doi.org/10.1090/psapm/078/04","url":null,"abstract":"","PeriodicalId":427912,"journal":{"name":"Proceedings of Symposia in Applied Mathematics","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117044297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The mean field game convergence problem 平均场博弈收敛问题
Proceedings of Symposia in Applied Mathematics Pub Date : 1900-01-01 DOI: 10.1090/psapm/078/03
D. Lacker
{"title":"The mean field game convergence problem","authors":"D. Lacker","doi":"10.1090/psapm/078/03","DOIUrl":"https://doi.org/10.1090/psapm/078/03","url":null,"abstract":"","PeriodicalId":427912,"journal":{"name":"Proceedings of Symposia in Applied Mathematics","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132977759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Mean Field Games 平均野外游戏
Proceedings of Symposia in Applied Mathematics Pub Date : 1900-01-01 DOI: 10.1090/psapm/078
{"title":"Mean Field Games","authors":"","doi":"10.1090/psapm/078","DOIUrl":"https://doi.org/10.1090/psapm/078","url":null,"abstract":"Definition Mean Field Game theory studies the existence of Nash equilibria, together with the individual strategies which (MFG) generate them, in games involving a large number of agents modeled by controlled stochastic dynamical systems. This is achieved by exploiting the relationship between the finite and corresponding infinite limit population problems. The solution of the infinite population problem is given by the fundamental MFG Hamilton-Jacobi-Bellman (HJB) and Fokker-Planck-Kolmogorov (FPK) equations which are linked by the state distribution of a generic agent, otherwise known as the system's mean field.","PeriodicalId":427912,"journal":{"name":"Proceedings of Symposia in Applied Mathematics","volume":"200 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116150502","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 39
Mean field games and master equation 平均场游戏和主方程式
Proceedings of Symposia in Applied Mathematics Pub Date : 1900-01-01 DOI: 10.1090/psapm/078/02
F. Delarue
{"title":"Mean field games and master equation","authors":"F. Delarue","doi":"10.1090/psapm/078/02","DOIUrl":"https://doi.org/10.1090/psapm/078/02","url":null,"abstract":"","PeriodicalId":427912,"journal":{"name":"Proceedings of Symposia in Applied Mathematics","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116830607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mean Field Games: A paradigm for individual-mass interctions 平均场博弈:个体-群体互动的范例
Proceedings of Symposia in Applied Mathematics Pub Date : 1900-01-01 DOI: 10.1090/psapm/078/01
R. Malhamé, Christy V. Graves
{"title":"Mean Field Games: A paradigm for individual-mass interctions","authors":"R. Malhamé, Christy V. Graves","doi":"10.1090/psapm/078/01","DOIUrl":"https://doi.org/10.1090/psapm/078/01","url":null,"abstract":"","PeriodicalId":427912,"journal":{"name":"Proceedings of Symposia in Applied Mathematics","volume":"90 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130995833","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信