Equilibrium Price Formation with a Major Player and its Mean Field Limit

Author:

Fujii Masaaki,Takahashi Akihiko

Publisher

Elsevier BV

Reference60 articles.

1. An extended mean field games for storage in smart grids;C Alasseur;Journal of Optimization Theory and Applications,2020

2. Mean field games models of segregation;Y Achdou;Mathematical Models and Methods in Applied Sciences,2017

3. Mean field games and mean field type control theory;A Bensoussan;SpringerBriefs in Mathematics,2013

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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Machine Learning Architectures for Price Formation Models;Applied Mathematics & Optimization;2023-05-08

2. The potential method for price-formation models;2022 IEEE 61st Conference on Decision and Control (CDC);2022-12-06

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