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Mean Field Games and Applications

Author

Listed:
  • Olivier Guéant

    (UPD7 UFR Mathématiques - Université Paris Diderot - Paris 7 - UFR Mathématiques - UPD7 - Université Paris Diderot - Paris 7)

  • 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)

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 This course was based upon the articles of the three authors and upon unpublished materials they developed.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.

Suggested Citation

  • Olivier Guéant & Jean-Michel Lasry & Pierre-Louis Lions, 2010. "Mean Field Games and Applications," Post-Print hal-01393103, HAL.
    • Handle: RePEc:hal:journl:hal-01393103
    DOI: 10.1007/978-3-642-14660-2_3
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