An extended mean field game for storage in smart grids

DOI10.1007/s10957-019-01619-3zbMath1433.49060arXiv1710.08991OpenAlexW3000523922WikidataQ126314850 ScholiaQ126314850MaRDI QIDQ2302762

Clémence Alasseur, Imen Ben Taher, Anis Matoussi

Publication date: 26 February 2020

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.08991

zbMATH Keywords

stochastic controlNash equilibriummean field gamesdistributed generationsmart gridoptimal storageextended mean field gamestochastic renewable generation

Mathematics Subject Classification ID

Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Variational principles of physics (49S05)

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