A mean-field game approach to price formation (Q2245619): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3006813074 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1807.07088 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two numerical approaches to stationary mean-field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic behavior of a Boltzmann-type price formation model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Boltzmann-type price formation model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a price formation free boundary model by Lasry and Lions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a price formation free boundary model by Lasry and Lions: the Neumann problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new method for large time behavior of degenerate viscous Hamilton-Jacobi equations with convex Hamiltonians / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aubry–Mather Measures in the Nonconvex Setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extended mean field game for storage in smart grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4399897 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adjoint and compensated compactness methods for Hamilton-Jacobi PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective Hamiltonians and averaging for Hamiltonian dynamics. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Effective Hamiltonians and averaging for Hamiltonian dynamics. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5500590 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-Dependent Mean-Field Games in the Subquadratic Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-dependent mean-field games in the superquadratic case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity Theory for Mean-Field Game Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games models -- a brief survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational mean field games for market competition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. I: The stationary case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. II: Finite horizon and optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Statistical Properties of a Cyclic Diffusion Process Arising in the Modeling of Thermostat-Controlled Electric Power System Loads / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3356197 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION / rank
 
Normal rank

Latest revision as of 04:04, 27 July 2024

scientific article
Language Label Description Also known as
English
A mean-field game approach to price formation
scientific article

    Statements

    A mean-field game approach to price formation (English)
    0 references
    0 references
    0 references
    15 November 2021
    0 references
    mean-field games
    0 references
    price formation
    0 references
    monotonicity methods
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references