137 citations · 323 across the 50 of their papers we have counts for
63 papers
Derivative-Free Global Minimization in One Dimension: Relaxation, Monte Carlo, and Sampling
Alexandra A. Gomes, Diogo A. Gomes
We introduce a derivative-free global optimization algorithm that efficiently computes minima for various classes of one-dimensional functions, including non-convex, and non-smooth…
Machine Learning architectures for price formation models with common noise
Diogo Gomes, Julian Gutierrez, Mathieu Laurière
We propose a machine learning method to solve a mean-field game price formation model with common noise. This involves determining the price of a commodity traded among rational ag…
A First-Order Mean-Field Game on a Bounded Domain with Mixed Boundary Conditions
AbdulRahman M. Alharbi, Yuri Ashrafyan, Diogo Gomes
Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures thes…
First-order mean-field games on networks and Wardrop equilibrium
Fatimah Al Saleh, Tigran Bakaryan, Diogo A. Gomes +1
Here, we examine the Wardrop equilibrium model on networks with flow-dependent costs and its connection with stationary mean-field games (MFG). In the first part of this paper, we…
The Potential Method For Price-Formation Models
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes +1
We consider the mean-field game price formation model introduced by Gomes and Saúde. In this MFG model, agents trade a commodity whose supply can be deterministic or stochastic. Ag…
A Variational Approach For Price Formation Models In One Dimension
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes +1
In this paper, we study a class of first-order mean-field games (MFGs) that model price formation. Using Poincar{é} Lemma, we eliminate one of the equations and obtain a variationa…