A mean field game price model with noise

Author:

Gomes Diogo, ,Gutierrez Julian,Ribeiro Ricardo, , , ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Applied Mathematics,Mathematical Physics,Analysis

Reference18 articles.

1. On a Boltzmann-type price formation model

2. On a price formation free boundary model by Lasry and Lions;Caffarelli LA, Markowich PA, Pietschmann JF;C R Math Acad Sci Paris

3. The master equation for large population equilibriums

4. Mean field games with common noise;Carmona R, Delarue F, Lacker D;Ann Probab

5. An extended mean field game for storage in smart grids

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2. Machine Learning Architectures for Price Formation Models with Common Noise;2023 62nd IEEE Conference on Decision and Control (CDC);2023-12-13

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

4. A mean field game model of firm-level innovation;Mathematical Models and Methods in Applied Sciences;2023-03-29

5. A Random-Supply Mean Field Game Price Model;SIAM Journal on Financial Mathematics;2023-02-07

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