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A mean field game price model with noise - MaRDI portal

A mean field game price model with noise (Q2167465)

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A mean field game price model with noise
scientific article

    Statements

    title
    A mean field game price model with noise (English)
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    DOI
    10.3934/mine.2021028
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    author
    Diogo Aguiar Gomes
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    Julian Gutierrez
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    Ricardo Ribeiro
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    publication date
    25 August 2022
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    Mathematics Subject Classification ID
    91B24
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    91A16
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    91A80
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    zbMATH DE Number
    7575668
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    zbMATH Keywords
    mean field games
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    price formation
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    common noise
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    linear quadratic model
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    constrained mean-field games
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    equilibrium pricing
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    OpenAlex ID
    W3044033178
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    arXiv ID
    2003.01945
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