A mean field game model for renewable investment under long-term uncertainty and risk aversion

DOI10.1007/s13235-024-00554-xMaRDI QIDQ6657670

Célia Escribe, Emmanuel Gobet, Josselin Garnier

Publication date: 6 January 2025

Published in: Dynamic Games and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic controlNash equilibriumelectricity marketsrenewable energymean field games

Mathematics Subject Classification ID

Game theory (91Axx)

Cites Work

• Title not available (Why is that?)
• Nonlinear elliptic systems and mean-field games
• Mean field games with common noise
• A general characterization of the mean field limit for stochastic differential games
• Mean field games
• On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
• Explicit solutions of some linear-quadratic mean field games
• The entry and exit game in the electricity markets: a mean-field game approach
• An extended mean field game for storage in smart grids
• Probabilistic Analysis of Mean-Field Games
• Generation Capacity Expansion in a Risky Environment: A Stochastic Equilibrium Analysis
• Learning in mean field games: The fictitious play
• Wellposedness of Mean Field Games with Common Noise under a Weak Monotonicity Condition
• The Master Equation and the Convergence Problem in Mean Field Games
• Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements
• Discrete-time mean field games with risk-averse agents
• Mean field and n‐agent games for optimal investment under relative performance criteria
• Probabilistic Theory of Mean Field Games with Applications I
• Optimal Transport

This page was built for publication: A mean field game model for renewable investment under long-term uncertainty and risk aversion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6657670)