Energy transition under scenario uncertainty: a mean-field game of stopping with common noise

Author:

Dumitrescu Roxana,Leutscher Marcos,Tankov PeterORCID

Funder

Agence Nationale de la Recherche

Publisher

Springer Science and Business Media LLC

Reference65 articles.

1. Alasseur, C., Tahar, I.B., Matoussi, A.: An extended mean field game for storage in smart grids. J. Optim. Theory Appl. 184(2), 644–670 (2020)

2. Alasseur, C., Campi, L., Dumitrescu, R., et al.: MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. arXiv:2101.06031, (2021)

3. Aliprantis, C., Border, K.: Infinite dimensional analysis: A hitchhiker’s guide. Springer, Berlin Heidelberg (2007)

4. Aïd, R., Dumitrescu, R., Tankov, P.: The entry and exit game in the electricity markets: A mean-field game approach. Journal of Dynamics and Games 8, 331–358 (2021)

5. Bagagiolo, F., Bauso, D.: Mean-field games and dynamic demand management in power grids. Dynamic Games and Applications 4(2), 155–176 (2014)

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