Mean Field Games and Applications

  • Olivier Guéant
  • Jean-Michel Lasry
  • Pierre-Louis Lions
Part of the Lecture Notes in Mathematics book series (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 This course was based upon the articles of the three authors and upon unpublished materials they developed.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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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Olivier Guéant
    • 1
  • Jean-Michel Lasry
    • 2
  • Pierre-Louis Lions
    • 3
  1. 1.UFR de MathématiquesUniversité Paris-DiderotParisFrance
  2. 2.Institut de FinanceUniversité Paris-Dauphine, Place du Maréchal de Lattre de TassignyParis Cedex 16France
  3. 3.Collège de FranceParis CX 05France

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