Here I explain the idea that direct interactions along light cones, similar to the Wheeler-Feynman formulation of electrodynamics, can be implemented on the quantum level using integral equations for multi-time wave functions. Multi-time wave functions are wave functions psi(x_1,...,x_N) with N spacetime arguments x_i for N particles. The crucial point is that the N time variables of the x_i make it possible to express interactions with time delay, as relativity requires. Starting from the integral formulation of the non-relativistic Schrödinger equation, I derive a covariant integral equation as an evolution equation for psi, and discuss its mathematical structure. It is shown that the equation correctly reduces to the Schrödinger equation with a Coulomb potential when time delay effects are neglected. The main mathematical results are existence and uniqueness theorems for a simplified version of the equation. This talk is partly about joint work with Roderich Tumulka.