Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
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Cited by:
- Mike Ludkovski, 2022. "Regression Monte Carlo for Impulse Control," Papers 2203.06539, arXiv.org.
- Sadana, Utsav & Reddy, Puduru Viswanadha & Zaccour, Georges, 2021. "Nash equilibria in nonzero-sum differential games with impulse control," European Journal of Operational Research, Elsevier, vol. 295(2), pages 792-805.
- Ren'e Aid & Lamia Ben Ajmia & M'hamed Gaigi & Mohamed Mnif, 2021. "Nonzero-sum stochastic impulse games with an application in competitive retail energy markets," Papers 2112.10213, arXiv.org.
- Diego Zabaljauregui, 2019. "A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games," Papers 1909.03574, arXiv.org, revised Jun 2020.
- Rongtao Chen & Shiguo Peng, 2023. "Leader-Follower Quasi-Consensus of Multi-Agent Systems with Packet Loss Using Event-Triggered Impulsive Control," Mathematics, MDPI, vol. 11(13), pages 1-15, July.
- Diego Zabaljauregui, 2020. "Optimal market making under partial information and numerical methods for impulse control games with applications," Papers 2009.06521, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ENE-2018-04-09 (Energy Economics)
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