The entry and exit game in the electricity markets: a mean-field game approach
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Publication:6339655
DOI10.3934/jdg.2021012zbMath1532.91068arXiv2004.14057MaRDI QIDQ6339655
René Aïd, Roxana Dumitrescu, Peter Tankov
Publication date: 29 April 2020
Applications of game theory (91A80) Stopping times; optimal stopping problems; gambling theory (60G40) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Games of timing (91A55) Mean field games (aspects of game theory) (91A16)
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