A short version of the tutorial is now available.


  • puceblackShort history, motivations
  • puceblackConnection to mathematical physics, population games, random matrix theory
  • puceblackReplica method, fluid approximation, stochastic approximation
  • puceblackDynamical system approach to large-scale systems
  • puceblackWhat is mean field?
  • puceblackWhy mean field stochastic games?
  • puceblackRelevance in large-scale systems
    • puceblackInternet of things with 2 billions of nodes
    • puceblackNetwork of sensors deployed along a volcano, collecting large quantities of data to monitor seismic activities where transmissions are from relay-node to relay-node until finally delivered to a base station
    • puceblackDisruption-tolerant networks with opportunistic meeting in a large population of 20.000.000 nodes
  • puceblackAdvantages and Limitations of Mean Field Approaches



  • puceblack Static mean field games
    • puceblack limit of  sequences of games
    • puceblack limit of sequence of equilibria
    • puceblack ex-post  resilience
    • puceblack evolutionarily stable strategy
    • puceblack mean field taking strategy
  • puceblackIntroduction to dynamic games (discrete time, continous time)
    • puceblackEvolutionary games
    • puceblackStochastic games
    • puceblackDifference games
    • puceblackDifferential games
    • puceblackDynamic cooperative games

III- Basic mean field stochastic game models

  • puceblackDiscrete time models
    • puceblackProbabilistic transitions between states
    • puceblackState evolution described by difference equation or inclusion
  • puceblackContinuous time models
    • puceblackDeterministic state dynamics
    • puceblackStochastic differential equation
    • puceblackImperfect state observation

IV-Asymptotic analysis


  • puceblackMean field convergence
  • puceblackPropagation of chaos and asymptotic indistinguishability per class/type
    • puceblackNon-commutativity in stationary regime, double limit
    • puceblackHow to stabilize a controlled mean field game dynamics?
  • puceblackMean field optimality :Backward-Forward optimality equation
    • puceblackMean field Hamilton-Jacobi-Bellman-Fleming equation
    • puceblackFokker-Planck-Kolmogorov equation
    • puceblackLink with optimal control
    • puceblackBellman-Shapley optimality coupled with Kolmogorov  forward equation
    • puceblackMcKean-Vlasov equations
    • puceblackBackward-forward FPK-McV: existence, uniqueness conditions
  • puceblackMean field equilibria, epsilon-equilibria, population-size dependent approximation, mean field response
    • puceblackSufficiency conditions for Existence of solution
    • puceblackSufficiency conditions for uniqueness of regular solutions (HJBF/FPK-McV)
  • puceblackMean field learning
    • puceblackHybrid learning in large populations
    • puceblackQ-learning for coupled BS-K equations
    • puceblackH-learning for coupled HJBF-K equations


  • puceblackInformation dissemination in opportunistic networks
  • puceblackAccess control in stochastic networks
  • puceblackEvolutionary biology: resource competition and aggregative interaction
  • puceblackPower allocation under log-normal channels
  • puceblackMean field predictor in noisy environment
  • puceblackControlled McKean-Vlasov equations
  • puceblackHow mobility influences the energy consumption in heterogeneous ad hoc networks?
  • puceblackMobility and power saving in wireless networks (link with dynamic stochastic geometry)
  • puceblackMean field dynamics in chemical reaction networks



  • puceblackRisk-sensitive mean field stochastic games: Markov games
    • puceblackMultiplicative Poisson equation, Multiplicative dynamic programming
  • puceblackRisk-sensitive mean field stochastic games: difference games
  • puceblackRisk-sensitive mean field stochastic games: differential games
  • puceblackHybrid mean field stochastic games
  • puceblackRobust mean field stochastic games



Probably very imcomplete.If you think something should be includes, please write me an e-mail.

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  • puceblackHuibing Yin,   Mehta, P.G.,   Meyn, S.P.,   Shanbhag, U.V., Synchronization of coupled oscillators is a game, American Control Conference (ACC), 2010 
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