Mean Field Games and Applications

Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions
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Jean-Michel Lasry: Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres
Pierre-Louis Lions: Collège de France - Chaire Équations aux dérivées partielles et applications - CdF (institution) - Collège de France

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Abstract: This text is inspired from a "Cours Bachelier" held in January 2009 and taught by Jean-Michel Lasry. This course was based upon the articles of the three authors and upon unpublished materials they developed. Proofs were not presented during the conferences and are now available. So are some issues that were only rapidly tackled during class.

Keywords: Rational expectation; Risky assets; Game theory; Nash equilibrium; Human capital (search for similar items in EconPapers)
Date: 2010-10-06
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Citations: View citations in EconPapers (55)

Published in Paris-Princeton Lectures on Mathematical Finance 2010, Springer, pp.205-266, 2010, Lecture Notes in Mathematics (LMN), 2003, 978-3-642-14660-2. ⟨10.1007/978-3-642-14660-2_3⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01393103

DOI: 10.1007/978-3-642-14660-2_3

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