A Random-Supply Mean Field Game Price Model
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PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Second-order parabolic systems (35K40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of stochastic analysis (to PDEs, etc.) (60H30) (n)-person games, (n>2) (91A06) Microeconomic theory (price theory and economic markets) (91B24) Mean field games (aspects of game theory) (91A16) PDE constrained optimization (numerical aspects) (49M41)
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Cites work
- scientific article; zbMATH DE number 1181255 (Why is no real title available?)
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- scientific article; zbMATH DE number 765034 (Why is no real title available?)
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Cited in
(19)- Conservation laws of mean field games equations
- A fully-discrete semi-Lagrangian scheme for a price formation MFG model
- A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
- Hierarchical mean-field type control of price dynamics for electricity in smart grid
- Price dynamics for electricity in smart grid via mean-field-type games
- MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts
- Kyle equilibrium under random price pressure
- An extended mean field game for storage in smart grids
- Mean-field equilibrium price formation with exponential utility
- A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets
- A mean-field game model of electricity market dynamics
- A price model with finitely many agents
- Machine learning architectures for price formation models
- Equilibrium price formation with a major player and its mean field limit
- A mean field game price model with noise
- A mean-field game approach to price formation
- A random-supply Mean Field Game price model
- A mean-field game model of price formation with price-dependent agent behavior
- Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
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