A primal-dual price-optimization method for computing equilibrium prices in mean-field games models
Fuente:
arXiv
Saved in:
| Main Authors: | Wang, Xu, Fung, Samy Wu, Nurbekyan, Levon |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Interest Rate Dynamics and Commodity Prices
by: Gouel, Christophe, et al.
Published: (2023)
by: Gouel, Christophe, et al.
Published: (2023)
Strategic complementarities as stochastic control under sticky price
by: Dong, Lambert
Published: (2024)
by: Dong, Lambert
Published: (2024)
Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
by: Possamaï, Dylan, et al.
Published: (2025)
by: Possamaï, Dylan, et al.
Published: (2025)
An integral transformation approach to differential games: a climate model application
by: Boucekkine, Raouf, et al.
Published: (2025)
by: Boucekkine, Raouf, et al.
Published: (2025)
Side-by-side first-price auctions with imperfect bidders
by: Heymann, Benjamin
Published: (2025)
by: Heymann, Benjamin
Published: (2025)
Existence, uniqueness, and regularity of solutions to nonlinear and non-smooth parabolic obstacle problems
by: Durandard, Théo, et al.
Published: (2024)
by: Durandard, Théo, et al.
Published: (2024)
Comparative Statics for Optimal Stopping Problems in Nonstationary Environments
by: Durandard, Théo, et al.
Published: (2024)
by: Durandard, Théo, et al.
Published: (2024)
Distorted optimal transport
by: Liu, Haiyan, et al.
Published: (2023)
by: Liu, Haiyan, et al.
Published: (2023)
Nonlinear preconditioned primal-dual method for a class of structured minimax problems
by: Zhang, Lu, et al.
Published: (2024)
by: Zhang, Lu, et al.
Published: (2024)
A new family of models with generalized orientation in data envelopment analysis
by: Bolos, V. J., et al.
Published: (2025)
by: Bolos, V. J., et al.
Published: (2025)
Sequential optimal contracting in continuous time
by: Alvarez, Guillermo Alonso, et al.
Published: (2024)
by: Alvarez, Guillermo Alonso, et al.
Published: (2024)
Locational Energy Storage Bid Bounds for Facilitating Social Welfare Convergence
by: Qi, Ning, et al.
Published: (2025)
by: Qi, Ning, et al.
Published: (2025)
Numerical analysis of a first-order computational algorithm for reaction-diffusion equations via the primal-dual hybrid gradient method
by: Liu, Shu, et al.
Published: (2024)
by: Liu, Shu, et al.
Published: (2024)
Optimal Pricing Strategies for Heterogeneous Customers in Dual-Channel Closed-Loop Supply Chains: A Modeling Approach
by: Xiao, Yang, et al.
Published: (2025)
by: Xiao, Yang, et al.
Published: (2025)
The Power of Simple Menus in Robust Selling Mechanisms
by: Wang, Shixin
Published: (2023)
by: Wang, Shixin
Published: (2023)
Equitable Auction Design: With and Without Distributions
by: Wang, Ruiqin, et al.
Published: (2025)
by: Wang, Ruiqin, et al.
Published: (2025)
A Theory of Saving under Risk Preference Dynamics
by: Ma, Qingyin, et al.
Published: (2025)
by: Ma, Qingyin, et al.
Published: (2025)
Bilevel Programming Problems: A view through Set-valued Optimization
by: Som, Kuntal, et al.
Published: (2025)
by: Som, Kuntal, et al.
Published: (2025)
Principal-agent problems with adverse selection: A stochastic target problem formulation
by: Alvarez, Guillermo Alonso, et al.
Published: (2026)
by: Alvarez, Guillermo Alonso, et al.
Published: (2026)
Detection of coordinated fleet vehicles in route choice urban games. Part I. Inverse fleet assignment theory
by: Jamróz, Grzegorz, et al.
Published: (2025)
by: Jamróz, Grzegorz, et al.
Published: (2025)
A continuous perspective on the inertial corrected primal-dual proximal splitting
by: Luo, Hao
Published: (2024)
by: Luo, Hao
Published: (2024)
Network-Based Optimal Control of Pollution Growth
by: Gozzi, Fausto, et al.
Published: (2024)
by: Gozzi, Fausto, et al.
Published: (2024)
Penney's Game Odds From No-Arbitrage
by: Miller, Joshua B.
Published: (2019)
by: Miller, Joshua B.
Published: (2019)
Price Levels in Heterogeneous-Agent Models
by: Höfer, Felix
Published: (2025)
by: Höfer, Felix
Published: (2025)
Lexicographic Preferences over Random Availability Functions
by: Lahiri, Somdeb
Published: (2025)
by: Lahiri, Somdeb
Published: (2025)
Optimal Transfer Mechanism for Municipal Soft-Budget Constraints in Newfoundland
by: Guo, Xinli
Published: (2025)
by: Guo, Xinli
Published: (2025)
Rigidity and default in production networks
by: Como, Giacomo, et al.
Published: (2026)
by: Como, Giacomo, et al.
Published: (2026)
Blackwell Equilibrium in Repeated Games
by: Cavounidis, Costas, et al.
Published: (2025)
by: Cavounidis, Costas, et al.
Published: (2025)
Multi-to -one dimensional and semi-discrete screening
by: Halim, Omar Abdul, et al.
Published: (2025)
by: Halim, Omar Abdul, et al.
Published: (2025)
What does a dynamic oligopoly maximize? The continuous time Markov case
by: Rincón-Zapatero, Juan Pablo
Published: (2024)
by: Rincón-Zapatero, Juan Pablo
Published: (2024)
The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
by: Anunrojwong, Jerry, et al.
Published: (2024)
by: Anunrojwong, Jerry, et al.
Published: (2024)
Optimal Savings under Transition Uncertainty and Learning Dynamics
by: Ma, Qingyin, et al.
Published: (2026)
by: Ma, Qingyin, et al.
Published: (2026)
Contracting a crowd of heterogeneous agents
by: Alvarez, Guillermo Alonso, et al.
Published: (2025)
by: Alvarez, Guillermo Alonso, et al.
Published: (2025)
The Moroccan Public Procurement Game
by: Riane, Nizar
Published: (2025)
by: Riane, Nizar
Published: (2025)
Contracting with discretionary bonuses
by: Alvarez, Guillermo Alonso, et al.
Published: (2025)
by: Alvarez, Guillermo Alonso, et al.
Published: (2025)
Best Garbling is No Garbling: Persuasion in Real Time
by: Urgun, Can, et al.
Published: (2025)
by: Urgun, Can, et al.
Published: (2025)
On spatial systems of cities
by: Lanzara, Gianandrea, et al.
Published: (2025)
by: Lanzara, Gianandrea, et al.
Published: (2025)
Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions
by: Toda, Alexis Akira
Published: (2023)
by: Toda, Alexis Akira
Published: (2023)
Aggregating Elo Ratings: An Axiomatization
by: Seven, Mehmet Mars
Published: (2026)
by: Seven, Mehmet Mars
Published: (2026)
Optimal Blackjack Betting Strategies Through Dynamic Programming and Expected Utility Theory
by: Bordeu, Lucas, et al.
Published: (2025)
by: Bordeu, Lucas, et al.
Published: (2025)
Similar Items
-
Interest Rate Dynamics and Commodity Prices
by: Gouel, Christophe, et al.
Published: (2023) -
Strategic complementarities as stochastic control under sticky price
by: Dong, Lambert
Published: (2024) -
Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
by: Possamaï, Dylan, et al.
Published: (2025) -
An integral transformation approach to differential games: a climate model application
by: Boucekkine, Raouf, et al.
Published: (2025) -
Side-by-side first-price auctions with imperfect bidders
by: Heymann, Benjamin
Published: (2025)