7 citations · 28 across the 16 of their papers we have counts for
5 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…
Rational Verification for Probabilistic Systems
Julian Gutierrez, Lewis Hammond, Anthony W. Lin +2
Rational verification is the problem of determining which temporal logic properties will hold in a multi-agent system, under the assumption that agents in the system act rationally…
Equilibrium Design for Concurrent Games
Julian Gutierrez, Muhammad Najib, Giuseppe Perelli +1
In game theory, mechanism design is concerned with the design of incentives so that a desired outcome of the game can be achieved. In this paper, we study the design of incentives…
Multi-Agent Reinforcement Learning with Temporal Logic Specifications
Lewis Hammond, Alessandro Abate, Julian Gutierrez +1
In this paper, we study the problem of learning to satisfy temporal logic specifications with a group of agents in an unknown environment, which may exhibit probabilistic behaviour…