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The potential method for price-formation models:
, In:
2022 IEEE 61st Conference on Decision and Control (CDC)
,
Ashrafyan, Yuri
;
Bakaryan, Tigran
;
Gomes, Diogo
. - p. 7565-7570 , 2022
Link:
https://doi.org/10.1109/CDC51059.2022.9992621
RT T1 <cTitle>2022 IEEE 61st Conference on Decision and Control (CDC)</cTitle>: T1 <Title>The potential method for price-formation models</Title> UL https://suche.suub.uni-bremen.de/peid=ieee-9992621&Exemplar=1&LAN=DE A1 Ashrafyan, Yuri A1 Bakaryan, Tigran A1 Gomes, Diogo A1 Gutierrez, Julian YR 2022 SN 2576-2370 K1 Supply and demand K1 Recurrent neural networks K1 Stochastic processes K1 Machine learning K1 Games K1 Mean Field Games K1 Price formation K1 Potential Function K1 Lagrange multiplier SP 7565 OP 7570 LK http://dx.doi.org/https://doi.org/10.1109/CDC51059.2022.9992621 DO https://doi.org/10.1109/CDC51059.2022.9992621 SF ELIB - SuUB Bremen
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