137 citations · 323 across the 50 of their papers we have counts for
4 papers · 1 filter
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…
Machine Learning architectures for price formation models
Diogo Gomes, Julián Gutiérrez, Mathieu Laurière
Here, we study machine learning (ML) architectures to solve a mean-field games (MFGs) system arising in price formation models. We formulate a training process that relies on a min…