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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

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Type
Communication / Conférence
Date
2011
Conference title
Paris-Princeton Lectures on Mathematical Finance
Conference date
2009-01
Conference city
Paris
Conference country
France
Book title
Paris-Princeton Lectures on Mathematical Finance 2010
Book author
Cousin, Areski; Crépey, Stéphane; Guéant, Olivier; Hobson, David; Jeanblanc, Monique; Lasry, Jean-Michel; Laurent, Jean-Paul; Lions, Pierre-Louis; Tankov, Peter
Publisher
Springer
Series title
Lecture Notes in Mathematics
Series number
2003
Published in
Berlin
ISBN
978-3-642-14659-6
Number of pages
359
Pages
205-266
Publication identifier
Metadata
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Author(s)
Lasry, Jean-Michel
Lions, Pierre-Louis
Guéant, Olivier
Abstract (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 This course was based upon the articles of the three authors and upon unpublished materials they developed.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 Games
JEL
C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games