Mean–field moral hazard for optimal energy demand response management
DOI10.1111/mafi.12291zbMath1522.91170arXiv1902.10405MaRDI QIDQ6054139
Emma Hubert, Dylan Possamaï, Thibaut Mastrolia, Romuald Elie
Publication date: 27 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.10405
moral hazardelectricity marketsmean-field games with common noisedemand response modelsMcKean-Vlasov controlled SDEs
Applications of game theory (91A80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Consumer behavior, demand theory (91B42) Mean field games (aspects of game theory) (91A16) Principal-agent models (91B43)
Related Items (8)
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