A Random-Supply Mean Field Game Price Model
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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)
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Cited in
(23)- 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
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- Machine learning architectures for price formation models
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- A random-supply Mean Field Game price model
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