Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls
Author:
Affiliation:
1. Department of Industrial Engineering and Operations Research, University of California, Berkeley, Berkeley, California 94720-1777;
2. EDF R&D, 75008 Paris, France;
3. The Alan Turing Institute, British Library, NW1 2DB London, United Kingdom
Abstract
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Computer Science Applications,General Mathematics
Reference25 articles.
1. Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications
2. A Zero-Sum Stochastic Differential Game with Impulses, Precommitment, and Unrestricted Cost Functions
3. Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
4. Sequential Capacity Expansion Options
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