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

DOI10.1007/s13235-013-0072-0zbMath1290.91024OpenAlexW2020028709MaRDI QIDQ367448

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

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

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Allocating revenues in a Smart TV ecosystem, Risk-sensitive mean field games via the stochastic maximum principle

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