Machine learning architectures for price formation models

DOI10.1007/s00245-023-10002-8zbMath1515.35277arXiv2204.03968MaRDI QIDQ6166250

Julian Gutierrez, Diogo Aguiar Gomes, Mathieu Laurière

Publication date: 6 July 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.03968

zbMATH Keywords

Lagrange multiplierneural networksprice formationmean field games

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Mean field games and control (49N80) PDEs in connection with mean field game theory (35Q89)

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