7 citations · 28 across the 16 of their papers we have counts for
3 papers · 1 filter
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…
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…
A mean-field game price model with noise
Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro
In this paper, we propose a mean-field game model for the price formation of a commodity whose production is subjected to random fluctuations. The model generalizes existing determ…