1. A. Bensoussan, J. Frehse, P. Yam, The master equation in mean-field theory. Technical report.
http://arxiv.org/abs/1404.4150
2. P. Cardaliaguet, Notes on mean field games. Notes from P.L. Lions’ lectures at the Collège de France
https://www.ceremade.dauphine.fr/cardalia/MFG100629.pdf
(2012)
3. R. Carmona, F. Delarue, Forward-backward stochastic differential equations and controlled McKean Vlasov dynamics. in Annals of Probability To appear
4. R. Carmona, F. Delarue, Probabilistic analysis of mean field games. SIAM J. Control Optim. 51, 2705–2734 (2013)
5. R. Carmona, F. Delarue, D. Lacker, Mean field games with a common noise. Technical report.
http://arxiv.org/abs/1407.6181