Equilibrium price formation with a major player and its mean field limit
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Publication:5066570
DOI10.1051/cocv/2022015zbMath1485.49047OpenAlexW4220852885WikidataQ114011483 ScholiaQ114011483MaRDI QIDQ5066570
Akihiko Takahashi, Masaaki Fujii
Publication date: 29 March 2022
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2022015
mean field gamemarket clearingmajor agentmean-field type controlcontrolled-FBSDEsequilibrium price formation
Stochastic models in economics (91B70) General equilibrium theory (91B50) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
Related Items (4)
Strong Convergence to the Mean Field Limit of a Finite Agent Equilibrium ⋮ Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations ⋮ Machine learning architectures for price formation models ⋮ Unnamed Item
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