In this paper, a novel approach for joint power control and user scheduling is proposed for optimizing energy efficiency (EE), in terms of bits per unit power, in ultra dense small cell networks (UDNs). To address this problem, a dynamic stochastic game (DSG) is formulated between small cell base stations (SBSs). This game enables to capture the dynamics of both the queues and channel states of the system. To solve this game, assuming a large homogeneous UDN deployment, the problem is cast as a mean field game (MFG) in which the MFG equilibrium is analyzed with the aid of low-complexity tractable two partial differential equations. User scheduling is formulated as a stochastic optimization problem and solved using the drift plus penalty (DPP) approach in the framework of Lyapunov optimization. Remarkably, it is shown that by weaving notions from Lyapunov optimization and mean field theory, the proposed solution yields an equilibrium control policy per SBS which maximizes the network utility while ensuring users’ quality-of-service. Simulation results show that the proposed approach achieves up to 18.1% gains in EE and 98.2% reductions in the network’s outage probabilities compared to a baseline model.