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Mean–field moral hazard for optimal energy demand response management - MaRDI portal

Mean–field moral hazard for optimal energy demand response management (Q6054139)

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scientific article; zbMATH DE number 7742862
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English
Mean–field moral hazard for optimal energy demand response management
scientific article; zbMATH DE number 7742862

    Statements

    title
    Mean–field moral hazard for optimal energy demand response management (English)
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    author
    Romuald Elie
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    Emma Hubert
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    Thibaut Mastrolia
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    Dylan Possamaï
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    publication date
    27 September 2023
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    zbMATH Keywords
    demand response models
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    electricity markets
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    mean-field games with common noise
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    McKean-Vlasov controlled SDEs
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    moral hazard
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    cites work

    Identifiers

    arXiv ID
    1902.10405
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    DOI
    10.1111/mafi.12291
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    Mathematics Subject Classification ID
    91B74
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    91B42
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    91B43
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    91A16
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    91A80
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    zbMATH DE Number
    7742862
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