Mean Field Games and Applications

Olivier Guéant, Pierre Louis Lions () and Jean-Michel Lasry
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Pierre Louis Lions: CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique, Collège de France - Chaire Équations aux dérivées partielles et applications - CdF (institution) - Collège de France
Jean-Michel Lasry: CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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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 This course was based upon the articles of the three authors and upon unpublished materials developed by the authors. Proofs were not presented during the conferences and are now available. So are some issues that were only rapidly tackled during class. The content of this text is therefore far more important than the actual "Cours Bachelier" conferences, though the guiding principle is the same and consists in a progressive introduction of the concepts, methodologies and mathematical tools of mean field games theory.

Keywords: Mean; field; games (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (53)

Published in Paris-Princeton Lectures on Mathematical Finance 2010, Springer, 2011

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

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