We consider a standard heterogeneous agent model (HAM) that is widely used to analyze price developments in financial markets. The model is linear in log-prices and, in its basic setting, populated by fundamentalists and chartists. As the number of fundamentalists increases and exceeds a...

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an algorithm and give performance guarantees for the resulting...