A Random-Supply Mean Field Game Price Model (Q5886363)

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scientific article; zbMATH DE number 7671152
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English
A Random-Supply Mean Field Game Price Model
scientific article; zbMATH DE number 7671152

    Statements

    title
    A Random-Supply Mean Field Game Price Model (English)
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    author
    Julian Gutierrez
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    Ricardo Ribeiro
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    Diogo Aguiar Gomes
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    publication date
    31 March 2023
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    zbMATH Keywords
    mean field games
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    price formation
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    common noise
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    Lagrange mulitplier
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    Identifiers

    DOI
    10.1137/21M1443923
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    Mathematics Subject Classification ID
    35Q91
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    35K40
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    91A06
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    91A16
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    91B24
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    49M41
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    49L25
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    60H30
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    zbMATH DE Number
    7671152
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