Description: This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population.
Review Quotes: "This book . . . . is a major contribution to the state of the art in MFGs which is a must read for researchers in the field. . . . . The authors use the book format (and not a more compact paper format) to explain all their steps carefully. Because of its structured approach, it could be used as a textbook for an advanced course on the subject."---Adhemar Bultheel, European Mathematical Society