A mean field game price model with noise

DOI10.3934/mine.2021028zbMath1498.91194arXiv2003.01945OpenAlexW3044033178MaRDI QIDQ2167465

Julian Gutierrez, Ricardo Ribeiro, Diogo Aguiar Gomes

Publication date: 25 August 2022

Published in: Mathematics in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.01945

zbMATH Keywords

price formationmean field gamescommon noiseequilibrium pricinglinear quadratic modelconstrained mean-field games

Mathematics Subject Classification ID

Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Mean field games (aspects of game theory) (91A16)

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