
Mean Field Games and Applications
Lasry, Jean-Michel; Lions, Pierre-Louis; Guéant, Olivier (2011), Mean Field Games and Applications, in Cousin, Areski; Crépey, Stéphane; Guéant, Olivier; Hobson, David; Jeanblanc, Monique; Lasry, Jean-Michel; Laurent, Jean-Paul; Lions, Pierre-Louis; Tankov, Peter, Paris-Princeton Lectures on Mathematical Finance 2010, Springer : Berlin, p. 205-266
View/ Open
Type
Communication / ConférenceDate
2011Conference title
Paris-Princeton Lectures on Mathematical FinanceConference date
2009-01Conference city
ParisConference country
FranceBook title
Paris-Princeton Lectures on Mathematical Finance 2010Book author
Cousin, Areski; Crépey, Stéphane; Guéant, Olivier; Hobson, David; Jeanblanc, Monique; Lasry, Jean-Michel; Laurent, Jean-Paul; Lions, Pierre-Louis; Tankov, PeterPublisher
Springer
Series title
Lecture Notes in MathematicsSeries number
2003Published in
Berlin
ISBN
978-3-642-14659-6
Number of pages
359Pages
205-266
Publication identifier
Metadata
Show full item recordAbstract (EN)
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 This course was based upon the articles of the three authors and upon unpublished materials they developed.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.Subjects / Keywords
Mean Field GamesRelated items
Showing items related by title and author.
-
Lasry, Jean-Michel; Lions, Pierre-Louis; Guéant, Olivier (2008) Document de travail / Working paper
-
Guéant, Olivier; Lasry, Jean-Michel; Lions, Pierre-Louis (2010) Chapitre d'ouvrage
-
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis (2015-09) Document de travail / Working paper
-
Cardaliaguet, Pierre; Lasry, Jean-Michel; Lions, Pierre-Louis; Porretta, Alessio (2012) Article accepté pour publication ou publié
-
Porretta, Alessio; Lions, Pierre-Louis; Lasry, Jean-Michel; Cardaliaguet, Pierre (2013) Article accepté pour publication ou publié