Future Internet involves several emerging technologies such as 5G and beyond 5G
networks, vehicular networks, unmanned aerial vehicle (UAV) networks, and Internet of …

The purpose of this article is to get mathematicians interested in studying a number of partial
differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come …

The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …

This paper presents a general mean-field game (GMFG) framework for simultaneous
learning and decision-making in stochastic games with a large population. It first establishes …

In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to
the consideration of various finite state Mean Field Game settings (finite horizon, $\gamma …

Conic optimization is a significant and thriving research area within the optimization
community. Conic optimization is the general class of problems concerned with optimizing a …

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 …

A theory of existence and uniqueness is developed for general stochastic differential mean
field games with common noise. The concepts of strong and weak solutions are introduced …

Mean field game theory is devoted to the analysis of differential games with a (very) larger
number of “small” players. By “small” player, we mean a player who has very little influence …

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of
approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time …