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A mean-field game model of price formation with price-dependent agent behavior - MaRDI portal

A mean-field game model of price formation with price-dependent agent behavior (Q6656128)

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scientific article; zbMATH DE number 7961165
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A mean-field game model of price formation with price-dependent agent behavior
scientific article; zbMATH DE number 7961165

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    A mean-field game model of price formation with price-dependent agent behavior (English)
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    2 January 2025
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    mean-field games
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    price formation
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    linear-quadratic models
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    supply-demand equilibrium
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