9 citations · 19 across the 16 of their papers we have counts for
3 papers · 1 filter
A First-Order Mean-Field Game on a Bounded Domain with Mixed Boundary Conditions
AbdulRahman M. Alharbi, Yuri Ashrafyan, Diogo Gomes
Entry-exit dynamics are crucial in modeling crowd movement. Here, we present a novel first-order, stationary mean-field game model on a bounded domain that accurately captures thes…
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…
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…