Mean Field Games
Lasry–Lions mean field games and their PDE/probabilistic theory.
Mean Field Games. Lasry–Lions mean field games and their PDE/probabilistic theory.
Foundations and canonical references
The standard treatments of mean field games approach the subject from complementary angles. Carmona, Probabilistic Theory of Mean Field Games with Applications (2018) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to.
Recent technical contributions
A handful of recent papers carry the methodological frontier of mean field games forward. Mean field games (Lasry et al., 2007) is a primary reference for this area and develops new techniques or results that downstream work builds on.
Open methodological questions for mean field games include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.
Prerequisites
Sources
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- textbook · primary · 2018Probabilistic Theory of Mean Field Games with Applicationscarmona-2018, delarue-2018
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