We consider a model where a Principal requires to design separate contracts with a large number of Agents in interaction. We focus on the optimal design of these contracts, and study in particular the mean field limit of this problem. Considering an infinite number of agents in Nash equilibrium, the interaction between the agents is represented by a so-called mean field game. We will see that the corresponding Principal-Mean Field Agents problem rewrites in fact as a stochastic control problem on a McKean-Vlasov SDE. Particular cases of applications will be discussd and soved explicitly. This is a joint work with Dylan Possamai (Univ. Paris-Dauphine) and Thibaut Mastrolia (Ecole Polytechnique). Speaker(s): Romuald Elie (Universite Paris-Est and UM (Sabbatical))