Energy transition under scenario uncertainty: a mean-field game of stopping with common noise
DOI10.1007/S11579-023-00352-WMaRDI QIDQ6631632
Peter Tankov, Marcos Leutscher, Roxana Dumitrescu
Publication date: 1 November 2024
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
optimal stoppingpartial informationelectricity marketenergy transitioncommon noisemean-field gamesscenario uncertainty
Applications of game theory (91A80) 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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