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math.AP2026
Weak-Strong Uniqueness for Second-Order Mean-Field Games
Rita Ferreira, Diogo Gomes, Bashayer Majrashi
We extend the weak-strong uniqueness principle for mean-field game (MFG) systems to a broad class of second-order stationary and time-dependent problems. Under standard monotonicit…
math.AP2018
A mean-field game approach to price formation in electricity markets
Diogo Gomes, João Saúde
Here, we introduce a price-formation model where a large number of small players can store and trade electricity. Our model is a constrained mean-field game (MFG) where the price i…