Zobrazeno 1 - 10
of 54
pro vyhledávání: '"Aid, Rene"'
We frame dynamic persuasion in a partial observation stochastic control game with an ergodic criterion. The Receiver controls the dynamics of a multidimensional unobserved state process. Information is provided to the Receiver through a device design
Externí odkaz:
http://arxiv.org/abs/2410.07735
We consider a mean-field model of firms competing \`a la Cournot on a commodity market, where the commodity price is given in terms of a power inverse demand function of the industry-aggregate production. Investment is irreversible and production cap
Externí odkaz:
http://arxiv.org/abs/2305.00541
Utilities and transmission system operators (TSO) around the world implement demand response programs for reducing electricity consumption by sending information on the state of balance between supply demand to end-use consumers. We construct a Bayes
Externí odkaz:
http://arxiv.org/abs/2302.12770
We investigate the optimal regulation of energy production reflecting the long-term goals of the Paris Climate Agreement. We analyze the optimal regulatory incentives to foster the development of non-emissive electricity generation when the demand fo
Externí odkaz:
http://arxiv.org/abs/2302.12167
We study a nonzero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The objective of each player is to maximize her total expected discounted profits. The resolution methodology relies on the con
Externí odkaz:
http://arxiv.org/abs/2112.10213
We propose a model where a producer and a consumer can affect the price dynamics of some commodity controlling drift and volatility of, respectively, the production rate and the consumption rate. We assume that the producer has a short position in a
Externí odkaz:
http://arxiv.org/abs/2111.04391
Autor:
Aïd, René, Biagini, Sara
We consider the problem of reducing the carbon emissions of a set of firms over a finite horizon. A regulator dynamically allocates emission allowances to each firm. Firms face idiosyncratic as well as common economic shocks on emissions, and have li
Externí odkaz:
http://arxiv.org/abs/2102.12423
We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have continuously updated forec
Externí odkaz:
http://arxiv.org/abs/2010.09285
We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a representative down
Externí odkaz:
http://arxiv.org/abs/2006.04382
We develop a model for the industry dynamics in the electricity market, based on mean-field games of optimal stopping. In our model, there are two types of agents: the renewable producers and the conventional producers. The renewable producers choose
Externí odkaz:
http://arxiv.org/abs/2004.14057