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, 2010.
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

J. P. Aubin and H. Frankowska, Set valued analysis, 1990.
DOI : 10.1007/978-1-4612-1576-9_5

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

J. F. Bonnans and A. Shapiro, Perturbation analysis of optimization problems, 2000.
DOI : 10.1007/978-1-4612-1394-9

P. Cannarsa and C. Sinestrari, Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control, Progress in Nonlinear Differential Equations and Their Applications. Birkauser, 2004.

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

I. and C. Dolcetta, On a discrete approximation of the Hamilton-Jacobi equation of dynamic programming, Applied Mathematics & Optimization, vol.8, issue.1, pp.367-377, 1983.
DOI : 10.1007/BF01448394

I. , C. Dolcetta, and M. Falcone, Discrete dynamic programming and viscosity solutions of the Bellman equation Annales de l'institut Henri Poincaré (C) Analyse non linéaire, pp.161-183, 1989.

I. , C. Dolcetta, and H. Ishii, Approximate solutions of the Bellman equation of deterministic control theory, Appl. Math. Opt, vol.11, pp.161-181, 1984.

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

D. A. Gomes, J. Mohr, and R. Souza, Discrete time, finite state space mean field games, Journal de Math??matiques Pures et Appliqu??es, vol.93, issue.3, pp.308-328, 2010.
DOI : 10.1016/j.matpur.2009.10.010
URL : http://dx.doi.org/10.1016/j.matpur.2009.10.010

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

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

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.