Samy Mekkaoui

Samy Mekkaoui

PhD student in stochastic control applied to mean field games

An overview of Mean Field Games

less than 1 minute read

Published:

In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.

This blog post is mainly inspired from the excellent book of Carmona-Delarue : Probabilistic Theory of Mean Field Games with Applications I available here

Table of contents

  1. Interacting particle systems
    1. Some interaction functions
    2. McKean-Vlasov equations
  2. Stochastic differential games
  3. The master equation

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