A Random-Supply Mean Field Game Price Model
From MaRDI portal
Second-order parabolic systems (35K40) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDE constrained optimization (numerical aspects) (49M41) Applications of stochastic analysis (to PDEs, etc.) (60H30) (n)-person games, (n>2) (91A06) Mean field games (aspects of game theory) (91A16) Microeconomic theory (price theory and economic markets) (91B24)
Recommendations
Cites work
- A mean field game price model with noise
- A mean-field game approach to price formation
- An extended mean field game for storage in smart grids
- Backward Stochastic Differential Equations in Finance
- Convex analysis and monotone operator theory in Hilbert spaces
- scientific article; zbMATH DE number 1181255 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- Interest rate models -- theory and practice. With smile, inflation and credit
- Linear forward-backward stochastic differential equations with random coefficients
- Optimal stochastic control, stochastic target problems, and backward SDE.
- Price dynamics for electricity in smart grid via mean-field-type games
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Stochastic differential equations. An introduction with applications.
- The entry and exit game in the electricity markets: a mean-field game approach
Cited in
(21)- Hierarchical mean-field type control of price dynamics for electricity in smart grid
- 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
- An extended mean field game for storage in smart grids
- Kyle equilibrium under random price pressure
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
- Equilibrium price formation with a major player and its mean field limit
- A price model with finitely many agents
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
- Machine learning architectures for price formation models
- MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts
- A random-supply Mean Field Game price model
- A mean-field game model of electricity market dynamics
- A mean-field game model of price formation with price-dependent agent behavior
- A fully-discrete semi-Lagrangian scheme for a price formation MFG model
- Conservation laws of mean field games equations
- Mean-field equilibrium price formation with exponential utility
- A mean field Jacobi process for modeling sustainable tourism
- Price formation in financial markets: a mean-field game perspective
This page was built for publication: A Random-Supply Mean Field Game Price Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5886363)
