Mean Field Games

@inproceedings{Lasry2007MeanFG,
  title={Mean Field Games},
  author={Jean-Michel Lasry and Pierre-Louis Lions},
  year={2007}
}
We survey here some recent studies concerning what we call mean-field models by analogy with Statistical Mechanics and Physics. More precisely, we present three examples of our mean-field approach to modelling in Economics and Finance (or other related subjects. . . ). Roughly speaking, we are concerned with situations that involve a very large number of “rational players” with a limited information (or visibility) on the “game”. Each player chooses his optimal strategy in view of the global… CONTINUE READING
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