A price model with finitely many agents

MaRDI QIDQ5147453zbMATH OpenFDO

Authors D. Gomes

Publication date 26 January 2021

Full work available at URL https://revistas.rcaap.pt/boletimspm/article/view/21028

zbMATH Keywords

dynamic gamesmarket equilibriumprice formation model

Mathematics Subject Classification ID

Mean field games (aspects of game theory) (91A16) Dynamic games (91A25) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• An extended mean field game for storage in smart grids
• scientific article; zbMATH DE number 4207963 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• On a Boltzmann-type price formation model
• On a price formation free boundary model by Lasry and Lions
• On the Statistical Properties of a Cyclic Diffusion Process Arising in the Modeling of Thermostat-Controlled Electric Power System Loads
• Variational mean field games for market competition

Cited in

(8)

• A McKean-Vlasov game of commodity production, consumption and trading
• A mean-field game approach to price formation
• Price-volume agreements: a one principal/two agents model
• scientific article; zbMATH DE number 3978759 (Why is no real title available?)
• A Random-Supply Mean Field Game Price Model
• A variational approach for price formation models in one dimension
• Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
• A mean-field game model of price formation with price-dependent agent behavior

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