René Aïd

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets	2024-03-11	Paper
Equilibrium price in intraday electricity markets	2023-09-28	Paper
Optimal dynamic regulation of carbon emissions market	2023-09-28	Paper
Optimal Electricity Demand Response Contracting with Responsiveness Incentives	2022-09-26	Paper
A McKean-Vlasov game of commodity production, consumption and trading	2022-09-23	Paper
The entry and exit game in the electricity markets: a mean-field game approach	2022-01-20	Paper
An impulse-regime switching game model of vertical competition	2022-01-20	Paper
Correction to: ``No-arbitrage commodity option pricing with market manipulation	2021-05-05	Paper
No-arbitrage commodity option pricing with market manipulation	2020-06-18	Paper
A Mckean-Vlasov approach to distributed electricity generation development	2020-06-15	Paper
Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications	2020-04-30	Paper
The entry and exit game in the electricity markets: a mean-field game approach	2020-04-29	Paper
A policy iteration algorithm for nonzero-sum stochastic impulse games	2019-07-11	Paper
Explicit investment rules with time-to-build and uncertainty	2018-11-15	Paper
Capacity expansion games with application to competition in power generation investments	2018-08-09	Paper
An optimal trading problem in intraday electricity markets	2016-03-08	Paper
A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension	2015-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q5495104	2014-07-30	Paper
Hedging and Vertical Integration in Electricity Markets	2014-01-20	Paper
A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES	2013-09-04	Paper
A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES	2010-01-08	Paper
Robust mid-term power generation management	2009-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q4520739	2001-02-27	Paper
Estimateur de Richardson à pas variable	2000-02-15	Paper
Numerical investigations on global error estimation for ordinary differential equations	1998-05-27	Paper

Research outcomes over time

Doctoral students

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