Diogo Gomes

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 7

Top Topics

Monte Carlo Simulation

Top Venues

SIAM J. Financial Math.

SIAM J. Math. Anal.

Publications

Yuri Ashrafyan, Diogo Gomes
A Fully-discrete Semi-Lagrangian scheme for a price formation MFG model. CoRR (2024)
Diogo Gomes, Julian Gutierrez, Mathieu Laurière
Machine Learning Architectures for Price Formation Models with Common Noise. CDC (2023)
Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro
A Random-Supply Mean Field Game Price Model. SIAM J. Financial Math. 14 (1) (2023)
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes, Julian Gutierrez
The potential method for price-formation models. CDC (2022)
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes, Julian Gutierrez
The Potential Method For Price-Formation Models. CoRR (2022)
Rita Ferreira, Diogo Gomes
Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities. SIAM J. Math. Anal. 50 (6) (2018)
Noha Almulla, Rita Ferreira, Diogo Gomes
Two Numerical Approaches to Stationary Mean-Field Games. Dyn. Games Appl. 7 (4) (2017)
Diogo Gomes, Roberto Machado Velho, Marie-Therese Wolfram
Dual two-state mean-field games. CDC (2014)
F. Cagnetti, Diogo Gomes, H. V. Tran
Aubry-Mather Measures in the Nonconvex Setting. SIAM J. Math. Anal. 43 (6) (2011)