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Lecture Notes and/or Slides for the

2020 AMS Short Course on

Mean Field Games: Agent-based Models to Nash Equilibria



Mean Field Games and the Master Equation (notes)

Mean Field Games (slides)

François Delarue


Lecture Notes

Rene Carmona


Lecture Notes 


Christy Graves


Lecture Notes


Daniel Lacker


On Numerical Methods for Mean Field Games and Mean Field Control (slides)

Mathieu Laurière


Mean Field Games: A paradigm for Individual/Mass Interactions (slides)

Roland Malhamé


Deviations and Fluctuations for Mean Field Games

Kavita Ramanan




AMS Short Course on Mean Field Games: Agent Based Models to Nash Equilibria

Capitol Ballroom, 2, 3, 4th Floor, Hyatt Regency Denver

Monday January 13, 2020

8:30 a.m.     Registration

9:45 a.m.     Introduction

10:00 a.m.  The Nash certainty equivalence and applications,  Roland P. Malhamé, Polytechnique Montréal

11:00 a.m.   Break

11:30 a.m.  The Nash certainty equivalence and applications: Exercise Session,  Christy V. Graves, Princeton University

12:00 p.m.  Break for Lunch

 2:00 p.m.   The Master Equation, François Delarue, Universite Cote d'Azur, France

 3:15 p.m.   Discussion and Break

 4:00 p.m.   Applications of Mean Field Games in Economic TheoryRené Carmona, Princeton University,

 5:15 p.m.   Reception


Tuesday January 14, 2020

 9:00 a.m.   The convergence problem, Daniel Lacker, Columbia University

10:15 a.m.  Break

10:45 a.m.  Deviations and fluctuations for mean field games, Kavita Ramanan, Brown University

12:00 p.m.  Break for Lunch

 2:00 p.m.   Numerical methods,  Mathieu Laurière, ORFE, Princeton University