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Mean Field Games and Applications

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Paris-Princeton Lectures on Mathematical Finance 2010

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2003))

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 This course was based upon the articles of the three authors and upon unpublished materials they developed.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

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Author information

Authors and Affiliations

  1. UFR de Mathématiques, Université Paris-Diderot, 175, rue du Chevaleret, 75013, Paris, France

    Olivier Guéant

  2. Institut de Finance, Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, Paris Cedex 16, 75775, France

    Jean-Michel Lasry

  3. Collège de France, rue d’Ulm 3, Paris CX 05, 75005, France

    Pierre-Louis Lions

Authors
  1. Olivier Guéant
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  2. Jean-Michel Lasry
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  3. Pierre-Louis Lions
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Corresponding author

Correspondence to Olivier Guéant .

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Guéant, O., Lasry, JM., Lions, PL. (2011). Mean Field Games and Applications. In: Paris-Princeton Lectures on Mathematical Finance 2010. Lecture Notes in Mathematics, vol 2003. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14660-2_3

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