Carleman Estimates in Mean Field Games

This book provides a comprehensive exploration of Mean Field Games (MFG) theory, a mathematical framework for modeling the collective behavior of rational agents in complex systems. MFG theory can govern a range of societal phenomena, including finance, sociology, machine learning, and economics. The focus is on the system of two coupled nonlinear parabolic partial differential equations (PDEs) that define the Mean Field Games System. The book covers key theoretical topics such as solution stabi