Multi-resolution large population stochastic differential games and their application to demand response management in the smart grid

DOI10.1007/S13235-013-0072-0zbMATH Open1290.91024OpenAlexW2020028709MaRDI QIDQ367448FDOQ367448

Quanyan Zhu, Tamer Başar

Publication date: 16 September 2013

Published in: Dynamic Games and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13235-013-0072-0

zbMATH Keywords

stochastic differential gamessmart griddemand responselarge-population gamesmean-field Nash equilibriummulti-resolution gamespower grid

Mathematics Subject Classification ID

Applications of game theory (91A80) Differential games (aspects of game theory) (91A23) Inventory, storage, reservoirs (90B05)

Cites Work

• A survey on networking games in telecommunications
• Mean field games
• Game theory meets network security and privacy
• Rate control for communication networks: shadow prices, proportional fairness and stability
• Prices of anarchy, information, and cooperation in differential games
• A stochastic multiscale model for electricity generation capacity expansion
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach
• A Stackelberg network game with a large number of followers
• The propagation of chaos for interacting individuals in a large population
• Title not available (Why is that?)

Cited In (5)

• Mean–field moral hazard for optimal energy demand response management
• Risk-sensitive mean field games via the stochastic maximum principle
• Allocating revenues in a Smart TV ecosystem
• Stochastic Games for the Smart Grid Energy Management With Prospect Prosumers
• Stochastic differential games and energy-efficient power control

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