An introductory thesis on Mean Field Games that derives solutions for infinite populations of agents via the Stochastic Maximum Principle and applies the framework to the continuous-time Aiyagari macroeconomic model.
/ Strauss, A., Introduction to Optimal Control Theory , Berlin-Heidelberg-New York, Springer?Verlag 1982
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An Introduction to Mean Field Games using probabilistic methods
An introductory thesis on Mean Field Games that derives solutions for infinite populations of agents via the Stochastic Maximum Principle and applies the framework to the continuous-time Aiyagari macroeconomic model.