Mean Field Games in Energy Market

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：sky011

【摘要】

：

　　We employ mean field game approach to model an energy market with a continuum of producers.Nash equilibrium is obtained by solving a doubly coupled system o

【作者】

：

Ludkovski Mike Xuwei Yang

【机构】

：

UC Santa Barbara

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　We employ mean field game approach to model an energy market with a continuum of producers.Nash equilibrium is obtained by solving a doubly coupled system of Hamilton-Jacobi-Bellman equation and probability transport equation.

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Mean Field Games in Energy Market

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