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

DOI10.1007/S40863-024-00465-0MaRDI QIDQ6656128

Khaled Aljadhai, Melih Üçer, Diogo Gomes, Majid Almarhoumi

Publication date: 2 January 2025

Published in: São Paulo Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

price formationmean-field gameslinear-quadratic modelssupply-demand equilibrium

Mathematics Subject Classification ID

Nonassociative rings and algebras (17-XX) Associative rings and algebras (16-XX)

Cites Work

• Mean field game of controls and an application to trade crowding
• A mean field game price model with noise
• Price dynamics for electricity in smart grid via mean-field-type games
• A mean-field game approach to price formation
• Optimal Trading Policies for Wind Energy Producer
• A Random-Supply Mean Field Game Price Model
• Equilibrium price in intraday electricity markets

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