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math.OC2021
Particle approximation of one-dimensional Mean-Field-Games with local interactions
Marco Di Francesco, Serikbolsyn Duisembay, Diogo Aguiar Gomes +1
We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hami…
math.AP2021★ 2 cited
A random-supply Mean Field Game price model
Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro
We consider a market where a finite number of players trade an asset whose supply is a stochastic process. The price formation problem consists of finding a price process that ensu…