5
$\begingroup$

I am looking for a good introductory level textbook (or lecture notes) on mean field games that would be suitable for a graduate course. Ideally, it would include some brief words about optimal control and dynamic programming. Thanks!

$\endgroup$
3
$\begingroup$

The lecture notes on mean-field games of Lions, from a course at the Collège de France, have been typed out by Pierre Cardaliaguet. They address both optimal control and dynamic programming. I would think it will be hard to beat these for an authoritative exposition. For a summary of open problems you could look here.

$\endgroup$
1
  • $\begingroup$ Thank you Carlo. $\endgroup$ Jul 14 at 14:12
2
$\begingroup$

Here's my go to links:

  1. PDE flavor notes by Ryzhik: https://math.stanford.edu/~ryzhik/STANFORD/MEAN-FIELD-GAMES/notes-mean-field.pdf

  2. Probability flavor notes by Lacker: http://www.columbia.edu/~dl3133/MFGSpring2018.pdf

  3. Background material on mean-field interacting processes by Golse: https://arxiv.org/abs/1301.5494

Books:

1). There is a two volume textbook "Probabilistic Theory of Mean Field Games with Applications " by Carmona and Delarue

2). A very comprehensive textbook on MFG is being written by Tamer Basar, but I don't know if it is ready yet.

$\endgroup$
1
  • $\begingroup$ Thank you Piyush! $\endgroup$ Jul 14 at 14:13

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.