[lq_mean_field_games] New lecture: Linear Quadratic Mean Field Games

lectures/_static/quant-econ.bib

@@ -5474,3 +5474,101 @@ @article{Sargent1980q
   pages   = {107--154},
   year    = {1980}
 }
+
+@techreport{AlvarezArgente2026,
+  author      = {Alvarez, Fernando and Argente, David},
+  title       = {Strategic Complementarity and Persistence in Linear-Quadratic
+                 Mean Field Games},
+  institution = {University of Chicago and Yale University},
+  year        = {2026}
+}
+
+@article{LasryLions2007,
+  author  = {Lasry, Jean-Michel and Lions, Pierre-Louis},
+  title   = {Mean Field Games},
+  journal = {Japanese Journal of Mathematics},
+  volume  = {2},
+  number  = {1},
+  pages   = {229--260},
+  year    = {2007}
+}
+
+@article{HuangMalhameCaines2006,
+  author  = {Huang, Minyi and Malham{\'e}, Roland P. and Caines, Peter E.},
+  title   = {Large Population Stochastic Dynamic Games: Closed-Loop
+             {McKean-Vlasov} Systems and the Nash Certainty Equivalence
+             Principle},
+  journal = {Communications in Information and Systems},
+  volume  = {6},
+  number  = {3},
+  pages   = {221--252},
+  year    = {2006}
+}
+
+@article{AchdouEtAl2022,
+  author  = {Achdou, Yves and Han, Jiequn and Lasry, Jean-Michel and
+             Lions, Pierre-Louis and Moll, Benjamin},
+  title   = {Income and Wealth Distribution in Macroeconomics: A
+             Continuous-Time Approach},
+  journal = {Review of Economic Studies},
+  volume  = {89},
+  number  = {1},
+  pages   = {45--86},
+  year    = {2022}
+}
+
+@book{CarmonaDelarue2018,
+  author    = {Carmona, Ren{\'e} and Delarue, Fran{\c c}ois},
+  title     = {Probabilistic Theory of Mean Field Games with Applications},
+  publisher = {Springer},
+  address   = {Cham},
+  year      = {2018}
+}
+
+@book{LancasterRodman1995,
+  author    = {Lancaster, Peter and Rodman, Leiba},
+  title     = {Algebraic {R}iccati Equations},
+  publisher = {Oxford University Press},
+  address   = {Oxford},
+  year      = {1995}
+}
+
+@article{Kimball1995,
+  author    = {Kimball, Miles S.},
+  title     = {The Quantitative Analytics of the Basic Neomonetarist Model},
+  journal   = {Journal of Money, Credit and Banking},
+  volume    = {27},
+  number    = {4},
+  pages     = {1241--1277},
+  year      = {1995}
+}
+
+@article{KlenowWillis2016,
+  author  = {Klenow, Peter J. and Willis, Jonathan L.},
+  title   = {Real Rigidities and Nominal Price Changes},
+  journal = {Economica},
+  volume  = {83},
+  number  = {331},
+  pages   = {443--472},
+  year    = {2016}
+}
+
+@article{Midrigan2011,
+  author  = {Midrigan, Virgiliu},
+  title   = {Menu Costs, Multiproduct Firms, and Aggregate Fluctuations},
+  journal = {Econometrica},
+  volume  = {79},
+  number  = {4},
+  pages   = {1139--1180},
+  year    = {2011}
+}
+
+@article{AlvarezLippi2014,
+  author  = {Alvarez, Fernando and Lippi, Francesco},
+  title   = {Price Setting with Menu Cost for Multiproduct Firms},
+  journal = {Econometrica},
+  volume  = {82},
+  number  = {1},
+  pages   = {89--135},
+  year    = {2014}
+}

lectures/_toc.yml

@@ -169,6 +169,7 @@ parts:
   - file: ak2
   - file: ak_aiyagari
   - file: two_computation
+  - file: lq_mean_field_games
 - caption: Asset Pricing and Finance
   numbered: true
   chapters: