Diogo Gomes

11 papers Journal 8Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Fully-Discrete Semi-Lagrangian Scheme for a Price Formation MFG Model.
Dyn. Games Appl.
Yuri Ashrafyan, Diogo Gomes
2025 J jnl
Hessian Riemannian Flow For Multi-Population Wardrop Equilibrium.
CoRR
Tigran Bakaryan, Christoph Aoun, Ricardo de Lima Ribeiro, Naira Hovakimyan, Diogo Gomes
2024 J jnl
A Fully-discrete Semi-Lagrangian scheme for a price formation MFG model.
CoRR
Yuri Ashrafyan, Diogo Gomes
2023 J jnl
A Random-Supply Mean Field Game Price Model.
SIAM J. Financial Math.
Diogo Gomes, Julian Gutierrez, Ricardo Ribeiro
2023 — conf
Machine Learning Architectures for Price Formation Models with Common Noise.
CDC
Diogo Gomes, Julian Gutierrez, Mathieu Laurière
2022 J jnl
The Potential Method For Price-Formation Models.
CoRR
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes, Julian Gutierrez
2022 — conf
The potential method for price-formation models.
CDC
Yuri Ashrafyan, Tigran Bakaryan, Diogo Gomes, Julian Gutierrez
2018 J jnl
Existence of Weak Solutions to Stationary Mean-Field Games through Variational Inequalities.
SIAM J. Math. Anal.
Rita Ferreira, Diogo Gomes
2017 J jnl
Two Numerical Approaches to Stationary Mean-Field Games.
Dyn. Games Appl.
Noha Almulla, Rita Ferreira, Diogo Gomes
2014 — conf
Dual two-state mean-field games.
CDC
Diogo Gomes, Roberto Machado Velho, Marie-Therese Wolfram
2011 J jnl
Aubry-Mather Measures in the Nonconvex Setting.
SIAM J. Math. Anal.
Filippo Cagnetti, Diogo Gomes, H. V. Tran