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2011 | OriginalPaper | Chapter

Mean Field Games and Applications

Authors : Olivier Guéant, Jean-Michel Lasry, Pierre-Louis Lions

Published in: Paris-Princeton Lectures on Mathematical Finance 2010

Publisher: Springer Berlin Heidelberg

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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 This course was based upon the articles of the three authors and upon unpublished materials they developed.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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Metadata
Title
Mean Field Games and Applications
Authors
Olivier Guéant
Jean-Michel Lasry
Pierre-Louis Lions
Copyright Year
2011
Publisher
Springer Berlin Heidelberg
Book
Paris-Princeton Lectures on Mathematical Finance 2010

Print ISBN: 978-3-642-14659-6

Electronic ISBN: 978-3-642-14660-2

Copyright Year: 2011

DOI
https://doi.org/10.1007/978-3-642-14660-2_3