9 citations · 16 across the 8 of their papers we have counts for
3 papers · 1 filter
Bregman-projected mirror methods for regularized stationary mean-field games
Hussain Al Abdulaziz, Yuri Ashrafyan, Yeva Gevorgyan +1
We develop and analyze a Bregman-projected mirror iteration for low-order regularizations of stationary mean-field game (MFG) systems in their natural Banach space setting. For sep…
A Fully-discrete Semi-Lagrangian scheme for a price formation MFG model
Yuri Ashrafyan, Diogo Gomes
Here, we examine a fully-discrete Semi-Lagrangian scheme for a mean-field game price formation model. We show the existence of the solution of the discretized problem and that it i…
The Potential Method For Price-Formation Models
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes +1
We consider the mean-field game price formation model introduced by Gomes and Saúde. In this MFG model, agents trade a commodity whose supply can be deterministic or stochastic. Ag…