Gomes, Diogo

1. A random-supply Mean Field Game price model
   2021/09/03 by Diogo A. Gomes, Gomes, Diogo, Julian Gutierrez +3 · 3 citations
   Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Stochastic processes and financial applications
2. Existence of weak solutions to stationary mean-field games through variational inequalities
   2015/12/17 by Ferreira, Rita, Gomes, Diogo · 2 citations
   #Analysis of PDEs (math.AP) #FOS: Mathematics
3. Machine Learning architectures for price formation models
   2022/04/08 by Diogo A. Gomes, Gomes, Diogo, Julián Gutiérrez +3 · 3 citations
   Economics, Econometrics and Finance · #35Q89 #49N80 #68T07 #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications
4. A duality approach to a price formation MFG model
   2021/09/04 by Yuri Ashrafyan, Tigran Bakaryan, Ashrafyan, Yuri +5 · 2 citations
   Economics, Econometrics and Finance · #Economic theories and models
5. An infinite-dimensional Weak KAM theory via random variables
   2015/08/01 by Gomes, Diogo, Nurbekyan, Levon · 1 citation
   #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics
6. Short-time existence of solutions for mean-field games with congestion
   2015/03/22 by Gomes, Diogo, Voskanyan, Vardan · 1 citation
   #35K51 (35A01 35A09) #Analysis of PDEs (math.AP) #FOS: Mathematics
7. A mean-field game approach to price formation in electricity markets
   2018/07/18 by Gomes, Diogo, Saúde, João · 1 citation
   #Analysis of PDEs (math.AP) #FOS: Mathematics
8. A mean-field game price model with noise
   2020/03/04 by Gomes, Diogo, Gutierrez, Julian, Ribeiro, Ricardo · 1 citation
   #Analysis of PDEs (math.AP) #FOS: Mathematics
9. A Fully-discrete Semi-Lagrangian scheme for a price formation MFG model
   2024/03/05 by Ashrafyan, Yuri, Gomes, Diogo · 1 citation
   #35Q89 #65M22 #FOS: Mathematics #Numerical Analysis (math.NA)