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Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents.
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Huang, M., Malhamé, R.P., Caines, P.E. (2006). Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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Lasry, J.-M., Lions, P.-L. Jeux à champ moyen. I. Le cas stationnaire
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Lasry, J.-M., Lions, P.-L. Jeux à champ moyen. II. Horizon fini et contrôle optimal
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Lasry, J.-M., Lions, P.-L. Mean field games
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Cardaliaguet P. Weak solutions for first order mean field games with local coupling
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Cardaliaguet P, Graber J., Porretta A., Tonon D., Second order mean field games with degenerate diffusion and local coupling. To appear in NoDEA
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Cardaliaguet P., Delarue F., Lasry J.-M., Lions P.-L. The master equation and the convergence problem in mean field games
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Carmona R., Delarue F. (2013) Probabilist analysis of Mean-Field Games
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Achdou, Y., Han, J., Lasry, J. M., Lions, P. L., and Moll, B. (2014). Heterogeneous agent models in continuous time
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Achdou, Y., Buera, F. J., Lasry, J. M., Lions, P. L., and Moll, B. (2014). Partial differential equation models in macroeconomics
2028
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