A mean-field game approach to price formation

DA Gomes, J Saúde - Dynamic Games and Applications, 2021 - Springer
Here, we introduce a price formation model where a large number of small players can store
and trade a commodity such as electricity. Our model is a constrained mean-field game …

A mean-field game price model with noise

D Gomes, J Gutierrez, R Ribeiro - arXiv preprint arXiv:2003.01945, 2020 - arxiv.org
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 …

[PDF][PDF] A price model with finitely many agents

A Alharbi, T Bakaryan, R Cabral, S Campi… - 2019 - repository.kaust.edu.sa
Here, we propose a price-formation model, with a population consisting of a finite number of
agents storing and trading a commodity. The supply of this commodity is determined …

Deep-ultraviolet optoelectronic devices enabled by the hybrid integration of next-generation semiconductors and emerging device platforms

N Alfaraj - 2019 - repository.kaust.edu.sa
In this dissertation, the design and fabrication of deep-ultraviolet photodetectors were
investigated based on gallium oxide and its alloys, through the heterogeneous integration …

A Price Model with Finitely Many Agents

D Gomes - Boletim da Sociedade Portuguesa de Matemática, 2019 - revistas.rcaap.pt
Neste trabalho, estudamos um modelo de formação de preços numa população com um
número finito de agentes que compram e vendem uma mercadoria. A oferta desta …