Which textbooks and online courses would you recommend to learn :
- stochastic optimization
- mean field games applied to quantitative finance.
My goal would be to read research articles like the ones written by Dr Emma Hubert I am familiar with stochastic calculus. I may prefer an online course, with corrected exercises, instead of a textbook. There are several textbooks. Which one could provide an introduction ?
Some textbooks :
Fleming H. and M. Soner (1993). Controlled Markov processes and viscosity solutions. Springer
Oksendal B. and A. Sulem (2006). Applied Stochastic Control Of Jump Diffusions. Springer
Dimitri P. Bertsekas (1995). Dynamic programming and optimal control. Athena Scientific