39 citations · 62 across the 18 of their papers we have counts for
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math.OC2021
A McKean-Vlasov game of commodity production, consumption and trading
René Aïd, Ofelia Bonesini, Giorgia Callegaro +1
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 co…
math.OC2021
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts
Clémence Alasseur, Luciano Campi, Roxana Dumitrescu +1
We consider an energy system with consumers who are linked by a Demand Side Management (DSM) contract, i.e. they agreed to diminish, at random times, their aggregated power con…