Skip to main content
King Abdullah University of Science and Technology
Applied Mathematics and Computational Sciences
AMCS
Applied Mathematics and Computational Sciences
  • Study
    • Prospective Students
    • Current Students
  • Research
    • Research Areas
    • Research Groups
  • People
    • All People
    • Faculty
    • Affiliate Faculty
    • Instructional Faculty
    • Research Scientists
    • Research Staff
    • Postdoctoral Fellows
    • Administrative Staff
    • Alumni
    • Students
  • News
  • Events
  • SIAM Student Chapter
  • CEMSE Division
  • About
  • Apply

linear-quadratic problem

On mean-field game price models

Diogo Gomes, Program Chair, Applied Mathematics and Computational Sciences
Nov 7, 12:00 - 13:00

B9 L2 H1 R2322

mean-field games price formation modeling linear-quadratic problem optimal transport with constraints supply and demand balance

Abstract In this talk, we discuss a mean-field game price formation model. This model describes a large number of rational agents that can trade a commodity with an exogenous supply. The price is determined by a balance condition between supply and demand. We discuss the well-posedness of the model, the uniqueness and regularity of the price function. Then, we examine two explicit models - the linear-quadratic problem and a model with finitely many agents. Time permitting, we will examine the connections between this problem and optimal transport with constraints. Brief Biography Diogo Gomes

Applied Mathematics and Computational Sciences (AMCS)

Footer

  • A-Z Directory
    • All Content
    • Browse Related Sites
  • Site Management
    • Log in

© 2024 King Abdullah University of Science and Technology. All rights reserved. Privacy Notice