most citedA Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy

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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…