An Adverse Selection Approach to Power Pricing

DOI10.1137/19M1260578zbMath1443.91193arXiv1706.01934OpenAlexW3125248342MaRDI QIDQ5220189

Dylan Possamaï, Clémence Alasseur, Nicolás Hernández Santibáñez, Ivar Ekeland, Romuald Elie

Publication date: 11 March 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01934

zbMATH Keywords

calculus of variationscontract theorypower managementadverse selectionelectricity pricing\(u\)-convexity

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Contract theory (moral hazard, adverse selection) (91B41) Principal-agent models (91B43)

Related Items (5)

Pollution Regulation for Electricity Generators in a Transmission Network ⋮ Dynamic pricing and strategic retailers in the energy sector: a multi-leader-follower approach ⋮ Principal-agent problem with multiple principals ⋮ Sharing Profits in the Sharing Economy ⋮ Optimal Electricity Demand Response Contracting with Responsiveness Incentives

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