Y. Achdou, F. Camilli, and I. C. Dolcetta, Mean Field Games: Convergence of a Finite Difference Method, SIAM Journal on Numerical Analysis, vol.51, issue.5, 2012.
DOI : 10.1137/120882421

URL : https://hal.archives-ouvertes.fr/hal-01456506

Y. Achdou, F. Camilli, and I. C. Dolcetta, Mean Field Games: Numerical Methods for the Planning Problem, SIAM Journal on Control and Optimization, vol.50, issue.1, pp.79-109, 2012.
DOI : 10.1137/100790069

URL : https://hal.archives-ouvertes.fr/hal-00465404

Y. Achdou and I. C. Dolcetta, Mean Field Games: Numerical Methods, SIAM Journal on Numerical Analysis, vol.48, issue.3, pp.48-31136, 2010.
DOI : 10.1137/090758477

URL : https://hal.archives-ouvertes.fr/hal-00392074

L. Ambrosio, N. Gigli, and G. Savaré, Gradient flows in metric spaces and in the space of probability measures, 2008.

M. Bardi and I. C. Dolcetta, Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations, Birkauser, 1996.
DOI : 10.1007/978-0-8176-4755-1

F. Camilli and M. Falcone, An approximation scheme for the optimal control of diffusion processes, ESAIM: Mathematical Modelling and Numerical Analysis, vol.29, issue.1, pp.97-122, 1995.
DOI : 10.1051/m2an/1995290100971

F. Camilli and F. J. Silva, A semi-discrete in time approximation for a first order-finite mean field game problem, Network and Heterogeneous Media, pp.7-2263, 2012.

P. Cardaliaguet, Notes on Mean Field Games: from P.-L. Lions' lectures atColì ege de France. Lecture Notes given at Tor Vergata, 2010.

E. Carlini and F. J. Silva, A Fully Discrete Semi-Lagrangian Scheme for a First Order Mean Field Game Problem, SIAM Journal on Numerical Analysis, vol.52, issue.1, pp.1212-4757, 2012.
DOI : 10.1137/120902987

URL : https://hal.archives-ouvertes.fr/hal-00800507

M. Falcone and R. Ferretti, Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations, MOS-SIAM Series on Optimization
DOI : 10.1137/1.9781611973051

URL : https://hal.archives-ouvertes.fr/hal-00916055

W. H. Fleming and H. M. Soner, Controlled Markov processes and viscosity solutions, 1993.

O. Guéant, MEAN FIELD GAMES EQUATIONS WITH QUADRATIC HAMILTONIAN: A SPECIFIC APPROACH, Mathematical Models and Methods in Applied Sciences, vol.22, issue.09, 2012.
DOI : 10.1142/S0218202512500224

O. Guéant, New numerical methods for mean field games with quadratic costs. Networks and Heterogenous Media, pp.315-336, 2012.

O. Guéant, J. Lasry, and P. Lions, Mean Field Games and Applications, Paris-Princeton Lectures on Mathematical Finance, pp.205-266, 2003.
DOI : 10.1007/978-3-642-14660-2_3

A. Lachapelle, J. Salomon, and G. Turinici, COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS, Mathematical Models and Methods in Applied Sciences, pp.20-4567, 2010.
DOI : 10.1142/S0218202510004349

URL : https://hal.archives-ouvertes.fr/hal-00346214

O. A. Ladyzhenskaya, V. A. Solonnikov, and N. N. , Ural'ceva. Linear and quasilinear equations of parabolic type, Translation of Mathematical Monographs, vol.23, 1967.

J. Lasry and P. Lions, Jeux ?? champ moyen. I ??? Le cas stationnaire, Comptes Rendus Mathematique, vol.343, issue.9, pp.619-625, 2006.
DOI : 10.1016/j.crma.2006.09.019

J. Lasry and P. Lions, Jeux ?? champ moyen. II ??? Horizon fini et contr??le optimal, Comptes Rendus Mathematique, vol.343, issue.10, pp.679-684, 2006.
DOI : 10.1016/j.crma.2006.09.018

J. Lasry and P. Lions, Mean field games, Japanese Journal of Mathematics, vol.4, issue.1, pp.229-260, 2007.
DOI : 10.1007/s11537-007-0657-8

URL : https://hal.archives-ouvertes.fr/hal-00667356

P. Lions, Cours auColì ege de France. www.college-de-france.fr, 2007.