9 citations · 19 across the 16 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
math.NA2022★ 1 cited
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…
math.AP2022★ 1 cited
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…