On the asymptotic behavior of a Boltzmann-type price formation model-Reference-Cited by-同舟云学术

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On the asymptotic behavior of a Boltzmann-type price formation model

Published:2014 Issue:7 Volume:12 Page:1353-1361
ISSN:1539-6746
Container-title:Communications in Mathematical Sciences
language:en
Short-container-title:

Author:

Burger Martin¹,Caffarelli Luis²,Markowich Peter A.³,Wolfram Marie-Therese⁴

Affiliation:

1. Institute for Computational and Applied Mathematics, Münster, Germany

2. Department of Mathematics, University of Texas at Austin, Tx. U.S.A.

3. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, United Kingdom

4. King Abdullah University of Science and Technology, Thuwal, Saudi Arabia

Publisher

International Press of Boston

Subject

Applied Mathematics,General Mathematics

Cited by 11 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. Markowitz Portfolio Optimization Extended Quadratic Mean-Field Games Approach;2022 IEEE 61st Conference on Decision and Control (CDC);2022-12-06

2. Data assimilation in price formation;Inverse Problems;2020-05-28

3. A Mean-Field Game Approach to Price Formation;Dynamic Games and Applications;2020-02-17

4. Pareto tails in socio-economic phenomena: a kinetic description;Economics;2018-03-18

5. Fokker–Planck equations in the modeling of socio-economic phenomena;Mathematical Models and Methods in Applied Sciences;2017-01

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