M. Bardi, Explicit solutions of some linear-quadratic mean field games, Networks and Heterogeneous Media, vol.7, issue.2, 2011.
DOI : 10.3934/nhm.2012.7.243
URL : https://hal.archives-ouvertes.fr/hal-00664442

A. Bensoussan, K. C. Sung, S. C. Yam, and S. P. Yung, Linear-Quadratic Mean Field Games, Journal of Optimization Theory and Applications, vol.119, issue.10, 2011.
DOI : 10.1007/s10957-015-0819-4
URL : http://arxiv.org/abs/1404.5741

R. Buckdahn, B. Djehiche, and J. Li, Mean-field backward stochastic differential equations and related partial differential equations, Stochastic Processes and their Applications, pp.3133-3154, 2007.
DOI : 10.1016/j.spa.2009.05.002

R. Buckdahn, B. Djehiche, J. Li, and S. Peng, Mean-field backward stochastic differential equations: A limit approach. The Annals of Probability, pp.1524-1565, 2009.

P. Cardaliaguet, Notes on mean field games, 2010.

R. Carmona and F. Delarue, Optimal control of McKean-Vlasov stochastic dynamics, 2012.

R. Carmona, F. Delarue, and A. Lachapelle, Control of McKean???Vlasov dynamics versus mean field games, Mathematics and Financial Economics, vol.135, issue.3, 2012.
DOI : 10.1007/s11579-012-0089-y
URL : https://hal.archives-ouvertes.fr/hal-00655842

F. Delarue, On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case, Stochastic Processes and Applications, pp.209-286, 2002.
DOI : 10.1016/S0304-4149(02)00085-6

P. N. Giraud, O. Guéant, J. M. Lasry, and P. L. Lions, A mean field game model of oil production in presence of alternative energy producers

O. Guéant, J. M. Lasry, and P. L. Lions, Mean Field Games and Applications, Paris Princeton Lectures in Mathematical Finance IV Lecture Notes in Mathematics, 2003.
DOI : 10.1007/978-3-642-14660-2_3

O. Guéant, J. M. Lasry, and P. L. Lions, Mean field games and oil production. Finance and Sustainable Development : Seminar's lectures, 2009.

Y. Hu and S. Peng, Maximum principle for semilinear stochastic evolution control systems, Stochastics An International Journal of Probability and Stochastic Processes, vol.33, issue.3, pp.159-180, 1990.
DOI : 10.1080/17442509008833671

M. Huang, P. E. Caines, and R. P. Malhamé, Individual and mass behavior in large population stochastic wireless power control problems: centralized and Nash equilibrium solutions, pp.98-103, 2003.

M. Huang, P. E. Caines, and R. P. Malhamé, Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle, Communications in Information and Systems, vol.6, pp.221-252, 2006.

M. Huang, P. E. Caines, and R. P. Malhamé, Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized <formula formulatype="inline"> <tex>$\varepsilon$</tex></formula>-Nash Equilibria, IEEE Transactions on Automatic Control, vol.52, issue.9, pp.1560-1571, 2007.
DOI : 10.1109/TAC.2007.904450

B. Jourdain, S. Meleard, and W. Woyczynski, Nonlinear SDEs driven by Lévy processes and related PDEs, ALEA, Latin American Journal of Probability, vol.4, pp.1-29, 2008.

A. Lachapelle, Human crowds and groups interactions: a mean field games approach, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00484097

A. Lachapelle and J. M. Lasry, A mean field games model for the choice of insulation technology of households, 2010.

J. M. Lasry and P. L. Lions, JeuxàJeuxà champ moyen i. le cas stationnaire. Comptes Rendus de l'Académie des Sciences de Paris, ser, p.343, 2006.
DOI : 10.1016/j.crma.2006.09.019

J. M. Lasry and P. L. Lions, JeuxàJeuxà champ moyen ii. horizon fini et contrôle optimal, Comptes Rendus de l'Académie des Sciences de Paris, p.343, 2006.
DOI : 10.1016/j.crma.2006.09.019

J. M. Lasry and P. L. Lions, Mean field games, Japanese Journal of Mathematics, vol.4, issue.1, 2007.
DOI : 10.1007/s11537-007-0657-8
URL : https://hal.archives-ouvertes.fr/hal-00667356

J. Ma and J. Yong, Forward-Backward Stochastic Differential Equations and their Applications, Lecture Notes in Mathematics, vol.1702, 2007.
DOI : 10.1007/978-3-540-48831-6

S. Peng and Z. Wu, Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control, SIAM Journal on Control and Optimization, vol.37, issue.3, pp.825-843, 1999.
DOI : 10.1137/S0363012996313549

H. Pham, Continuous-time Stochastic Control and Optimization with Financial Applications. Stochastic Modelling and Applied Probability, 2009.
URL : https://hal.archives-ouvertes.fr/hal-00401892

S. T. Rachev and L. Ruschendorf, Mass Transportation Problems I: Theory, 1998.

A. S. Sznitman and D. L. Burkholder, Topics in propagation of chaos, Lecture Notes in Mathematics, vol.22, issue.1, pp.165-251, 1989.
DOI : 10.1070/SM1974v022n01ABEH001689

J. Yong and X. Zhou, Stochastic Controls: Hamiltonian Systems and HJB Equations, 1999.
DOI : 10.1007/978-1-4612-1466-3