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scientific article; zbMATH DE number 7689517

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7689517

Statements

scholarly article

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Tigran K. Bakaryan

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Diogo Aguiar Gomes

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Julian Gutierrez

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publication date

26 May 2023

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full work available at URL

https://arxiv.org/abs/2109.01791

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https://www.heldermann.de/MTA/MTA08/MTA081/mta08001.htm#mta081

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zbMATH Keywords

mean field games (MFG)

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price formation

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duality

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optimal transport

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MaRDI profile type

MaRDI publication profile

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An extended mean field game for storage in smart grids

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Convex analysis and monotone operator theory in Hilbert spaces

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An introduction to the Aubry-Mather theory

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

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On a price formation free boundary model by Lasry and Lions

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On a price formation free boundary model by Lasry and Lions: the Neumann problem

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A new method for large time behavior of degenerate viscous Hamilton-Jacobi equations with convex Hamiltonians

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Semiconcave functions, Hamilton-Jacobi equations, and optimal control

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Long time average of first order mean field games and weak KAM theory

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Price dynamics for electricity in smart grid via mean-field-type games

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Effective Hamiltonians and averaging for Hamiltonian dynamics. I

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Effective Hamiltonians and averaging for Hamiltonian dynamics. II

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Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens

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Solutions KAM faibles conjuguées et barrières de Peierls

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Orbites hétéroclines et ensemble de Peierls

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Sur la convergence du semi-groupe de Lax-Oleinik

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Convex Duality Approach to the Optimal Control of Diffusions

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A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition

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Equilibrium price formation with a major player and its mean field limit

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A stochastic analogue of Aubry-Mather theory*

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Generalized Mather problem and selection principles for viscosity solutions and mather measures

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A mean field game price model with noise

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The selection problem for some first-order stationary mean-field games

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The selection problem for discounted Hamilton-Jacobi equations: some non-convex cases

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A mean-field game approach to price formation

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Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations

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Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis

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Dynamical and geometric aspects of Hamilton-Jacobi and linearized Monge-Ampére equations. VIASM 2016. Based on lectures at the Rutgers University, NJ, USA, 2013

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Relaxation of optimal control problems to equivalent convex programs

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On the minimizing measures of Lagrangian dynamical systems

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ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION

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Selection problems for a discount degenerate viscous Hamilton-Jacobi equation

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A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6041367

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