  The goal of the paper is to introduce a set of problems which we call mean
field games of timing. We motivate the formulation by a dynamic model of bank
run in a continuous-time setting. We briefly review the economic and game
theoretic contributions at the root of our effort, and we develop a
mathematical theory for continuous-time stochastic games where the strategic
decisions of the players are merely choices of times at which they leave the
game, and the interaction between the strategic players is of a mean field
nature.
