1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2023★ 1 cited
A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy
René Aid, Matteo Basei, Giorgio Ferrari
We consider a mean-field model of firms competing à la Cournot on a commodity market, where the commodity price is given in terms of a power inverse demand function of the industry…
math.OC2021
Nonzero-sum stochastic impulse games with an application in competitive retail energy markets
René Aïd, Lamia Ben Ajmia, M'hamed Gaïgi +1
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 exp…