activity
20202023
most citedA duality approach to a price formation MFG model

3 citations · 7 across the 7 of their papers we have counts for

collaborators

7 papers

math.DS2023

Multi-population opinion dynamics model

Tigran Bakaryan, Yuliang Gu, Naira Hovakimyan +2

We introduce multi-population opinion dynamics models linked to the bounded confidence model, aiming to explore how interactions between individuals contribute to the emergence of…

math.NA20221 cited

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…

math.AP20221 cited

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…

math.AP2021

Discrete Approximation Of Stationary Mean Field Games

Tigran Bakaryan, Diogo Gomes, Héctor Sánchez Morgado

In this paper, we focus on stationary (ergodic) mean-field games (MFGs). These games arise in the study of the long-time behavior of finite-horizon MFGs. Motivated by a prior schem…

math.AP20213 cited

A duality approach to a price formation MFG model

Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes +1

We study the connection between the Aubry-Mather theory and a mean-field game (MFG) price-formation model. We introduce a framework for Mather measures that is suited for constrain…

math.AP2021

A Potential Approach for Planning Mean-Field Games in One Dimension

Tigran Bakaryan, Rita Ferreira, Diogo Gomes

This manuscript discusses planning problems for first- and second-order one-dimensional mean-field games (MFGs). These games are comprised of a Hamilton-Jacobi equation coupled wit…