The entry and exit game in the electricity markets: a mean-field game approach
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Publication:2068791
DOI10.3934/JDG.2021012OpenAlexW3137289247MaRDI QIDQ2068791
René Aïd, Peter Tankov, Roxana Dumitrescu
Publication date: 20 January 2022
Published in: Journal of Dynamics and Games (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.14057
Applications of game theory (91A80) Stopping times; optimal stopping problems; gambling theory (60G40) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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