A mean-field game approach to price formation
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Publication:2245619
DOI10.1007/s13235-020-00348-xzbMath1475.91102arXiv1807.07088OpenAlexW3006813074MaRDI QIDQ2245619
João Saúde, Diogo Aguiar Gomes
Publication date: 15 November 2021
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.07088
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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