Mean Field Games and Applications
Résumé
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 This course was based upon the articles of the three authors and upon unpublished materials developed by the authors. Proofs were not presented during the conferences and are now available. So are some issues that were only rapidly tackled during class. The content of this text is therefore far more important than the actual "Cours Bachelier" conferences, though the guiding principle is the same and consists in a progressive introduction of the concepts, methodologies and mathematical tools of mean field games theory.