Francois Delarue

Ebooks

The Master Equation and the Convergence Problem in Mean Field Games

Mean Field Games: Cetraro, Italy 2019

Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games

Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations

A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria