Titlebook: Mean Field Games; Cetraro, Italy 2019 Yves Achdou,Pierre Cardaliaguet,Filippo Santambrog Book 2020 The Editor(s) (if applicable) and The Au

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Master Equation for Finite State Mean Field Games with Additive Common Noise,y inspired from earlier works in the field on continuous state mean field games, see in particular the monograph (P. Cardaliaguet et al., The Master Equation and the Convergence Problem in Mean Field Games. Annals of Mathematics Studies, vol. 201. Princeton University Press, Princeton, NJ, 2019), th

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Mean Field Games and Applications: Numerical Aspects,nity. Since very few mean field games have explicit or semi-explicit solutions, numerical simulations play a crucial role in obtaining quantitative information from this class of models. They may lead to systems of evolutive partial differential equations coupling a backward Bellman equation and a f

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Master Equation for Finite State Mean Field Games with Additive Common Noise,o discrete state spaces is mostly dictated by pedagogical reasons, it turns out that not only the results in their own but also the structure of the underpinning common noise are new in the literature on mean field games.

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