Add three lectures and revise auction and fault-tree lectures

lectures/_static/quant-econ.bib

@@ -5445,3 +5445,238 @@ @article{Geweke1982
   pages   = {304--313},
   year    = {1982}
 }
+
+@article{Blackwell1965,
+  author  = {Blackwell, David},
+  title   = {Discounted Dynamic Programming},
+  journal = {Annals of Mathematical Statistics},
+  volume  = {36},
+  number  = {1},
+  pages   = {226--235},
+  year    = {1965}
+}
+
+@article{HansenSargent1980,
+  author  = {Hansen, Lars Peter and Sargent, Thomas J.},
+  title   = {Formulating and Estimating Dynamic Linear Rational Expectations
+             Models},
+  journal = {Journal of Economic Dynamics and Control},
+  volume  = {2},
+  pages   = {7--46},
+  year    = {1980}
+}
+
+@article{BrockMirman1972,
+  author  = {Brock, William A. and Mirman, Leonard J.},
+  title   = {Optimal Economic Growth and Uncertainty: The Discounted Case},
+  journal = {Journal of Economic Theory},
+  volume  = {4},
+  number  = {3},
+  pages   = {479--513},
+  year    = {1972}
+}
+
+@article{Sargent1980q,
+  author  = {Sargent, Thomas J.},
+  title   = {``{T}obin's q'' and the Rate of Investment in General Equilibrium},
+  journal = {Carnegie-Rochester Conference Series on Public Policy},
+  volume  = {12},
+  pages   = {107--154},
+  year    = {1980}
+}
+
+@book{Krishna2009,
+  author    = {Krishna, Vijay},
+  title     = {Auction Theory},
+  edition   = {2nd},
+  publisher = {Academic Press},
+  address   = {San Diego},
+  year      = {2009}
+}
+
+@article{ShapleyShubik1971,
+  author  = {Shapley, Lloyd S. and Shubik, Martin},
+  title   = {The Assignment Game {I}: The Core},
+  journal = {International Journal of Game Theory},
+  volume  = {1},
+  number  = {1},
+  pages   = {111--130},
+  year    = {1971}
+}
+
+@article{CrawfordKnoer1981,
+  author  = {Crawford, Vincent P. and Knoer, Elsie Marie},
+  title   = {Job Matching with Heterogeneous Firms and Workers},
+  journal = {Econometrica},
+  volume  = {49},
+  number  = {2},
+  pages   = {437--450},
+  year    = {1981}
+}
+
+@article{DemangeGaleSotomayor1986,
+  author  = {Demange, Gabrielle and Gale, David and Sotomayor, Marilda},
+  title   = {Multi-Item Auctions},
+  journal = {Journal of Political Economy},
+  volume  = {94},
+  number  = {4},
+  pages   = {863--872},
+  year    = {1986}
+}
+
+@article{Leonard1983,
+  author  = {Leonard, Herman B.},
+  title   = {Elicitation of Honest Preferences for the Assignment of
+             Individuals to Positions},
+  journal = {Journal of Political Economy},
+  volume  = {91},
+  number  = {3},
+  pages   = {461--479},
+  year    = {1983}
+}
+
+@article{EdelmanOstrovskySchwarz2007,
+  author  = {Edelman, Benjamin and Ostrovsky, Michael and Schwarz, Michael},
+  title   = {Internet Advertising and the Generalized Second-Price Auction:
+             Selling Billions of Dollars Worth of Keywords},
+  journal = {American Economic Review},
+  volume  = {97},
+  number  = {1},
+  pages   = {242--259},
+  year    = {2007}
+}
+
+@article{RileySamuelson1981,
+  author  = {Riley, John G. and Samuelson, William F.},
+  title   = {Optimal Auctions},
+  journal = {American Economic Review},
+  volume  = {71},
+  number  = {3},
+  pages   = {381--392},
+  year    = {1981}
+}
+
+@article{Klemperer1999,
+  author  = {Klemperer, Paul},
+  title   = {Auction Theory: A Guide to the Literature},
+  journal = {Journal of Economic Surveys},
+  volume  = {13},
+  number  = {3},
+  pages   = {227--286},
+  year    = {1999}
+}
+
+@book{Milgrom2004,
+  author    = {Milgrom, Paul},
+  title     = {Putting Auction Theory to Work},
+  publisher = {Cambridge University Press},
+  address   = {Cambridge},
+  year      = {2004}
+}
+
+@book{DavidNagaraja2003,
+  author    = {David, Herbert A. and Nagaraja, Haikady N.},
+  title     = {Order Statistics},
+  edition   = {3rd},
+  publisher = {Wiley},
+  address   = {Hoboken, NJ},
+  year      = {2003}
+}
+
+@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

@@ -159,6 +159,8 @@ parts:
   - file: lake_model
   - file: endogenous_lake
   - file: rational_expectations
+  - file: lucas_prescott_investment
+  - file: optimal_growth_uncertainty
   - file: re_with_feedback
   - file: markov_perf
   - file: uncertainty_traps
@@ -167,6 +169,7 @@ parts:
   - file: ak2
   - file: ak_aiyagari
   - file: two_computation
+  - file: lq_mean_field_games
 - caption: Asset Pricing and Finance
   numbered: true
   chapters: