LESSON 1: Examples of mean field games: toy as well as applicative models. Deterministic and stochastic optimal control problems: maximum principle, dynamic programming and the Hamilton-Jacobi-Bellman equation. (References: Cardaliaguet, Bardi and Capuzzo Dolcetta, Evans)
LESSON 2: Non-cooperative games and Nash equilibria. On the transport equations. (References: Bardi and Capuzzo Dolcetta, Bressan, Evans)
LESSON 3: Mean field games: from N players to infinitely many players and the system of partial differential equations (References: Cardaliaguet).
LESSON 4: Analysis of the mean field games system of partial differential equations (References: Cardaliaguet).
LESSON 5: Switching, hybrid and mean field games on networks (References: to be suggested).