The lecture is a short presentation of the theory of Mean Field Games (MFG) and Mean Field Control (MFC). After explaining how to derive these models from optimal control problems and games with a large number of players, we will describe the basic results of MFG (existence, uniqueness of the solution) and MFC, writing in the later case the associated infinite dimensional Hamilton-Jacobi equation and the optimality conditions.
35Q89 ; 49J55 ; 49K20