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Here, we introduce a price-formation model where a large number of small players can store and trade electricity.
On the statistical properties of a cyclic diffusion process arising in the modeling of thermostat-controlled electric power system loads
Roland Malhamé and Chee-Yee Chong · 1988
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On the statistical properties of a cyclic diffusion process arising in the modeling of thermostat-controlled electric power system loads
Roland Malhamé and Chee-Yee Chong · 1988
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On-line identification of electric load models for load management
Roland Malhamé, Sofiène Kamoun, and Denis Dochain · 1989
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On-line identification of electric load models for load management
Roland Malhamé, Sofiène Kamoun, and Denis Dochain · 1989
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Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
M. Bardi and I. Capuzzo-Dolcetta · 1997
Earlier work this paper cites.
Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
M. Bardi and I. Capuzzo-Dolcetta · 1997
Earlier work this paper cites.
Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
M. Huang, R. P. Malhamé, and P. E. Caines · 2006
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Jeux à champ moyen. I. Le cas stationnaire
J.-M. Lasry and P.-L. Lions · 2006
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Jeux à champ moyen. II. Horizon fini et contrôle optimal
J.-M. Lasry and P.-L. Lions · 2006
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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
M. Huang, R. P. Malhamé, and P. E. Caines · 2006
Earlier work this paper cites.
Jeux à champ moyen. I. Le cas stationnaire
J.-M. Lasry and P.-L. Lions · 2006
Earlier work this paper cites.
Jeux à champ moyen. II. Horizon fini et contrôle optimal
J.-M. Lasry and P.-L. Lions · 2006
Earlier work this paper cites.
Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized ϵ \epsilon -Nash equilibria
M. Huang, P. E. Caines, and R. P. Malhamé · 2007
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Mean field games
J.-M. Lasry and P.-L. Lions · 2007
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Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized ϵ \epsilon -Nash equilibria
M. Huang, P. E. Caines, and R. P. Malhamé · 2007
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Mean field games
J.-M. Lasry and P.-L. Lions · 2007
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On a parabolic free boundary equation modeling price formation
P. A. Markowich, N. Matevosyan, J.-F. Pietschmann, and M.-T. Wolfram · 2009
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On a parabolic free boundary equation modeling price formation
P. A. Markowich, N. Matevosyan, J.-F. Pietschmann, and M.-T. Wolfram · 2009
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Adjoint and compensated compactness methods for Hamilton-Jacobi PDE
L. C. Evans · 2010
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Mean Field Games and Oil Production
Olivier Guéant, Jean Michel Lasry, and Pierre Louis Lions · 2010
Cited alongside, same era.
Adjoint and compensated compactness methods for Hamilton-Jacobi PDE
L. C. Evans · 2010
Cited alongside, same era.
Mean Field Games and Oil Production
Olivier Guéant, Jean Michel Lasry, and Pierre Louis Lions · 2010
Cited alongside, same era.
On a price formation free boundary model by Lasry and Lions
L. A. Caffarelli, P. A. Markowich, and J.-F. Pietschmann · 2011
Cited alongside, same era.
On a price formation free boundary model by Lasry and Lions: the Neumann problem
L. A. Caffarelli, P. A. Markowich, and M.-T. Wolfram · 2011
Cited alongside, same era.
Notes on mean-field games
P. Cardaliaguet · 2011
Cited alongside, same era.
Collective target tracking mean field control for markovian jump-driven models of electric water heating loads
A.C. Kizilkale and R.P. Malhame · 2014
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On the asymptotic behavior of a Boltzmann-type price formation model
M. Burger, L. A. Caffarelli, P. A. Markowich, and M.-T. Wolfram · 2014
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Mean field games models—a brief survey
D. Gomes and J. Saúde · 2014
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A class of collective target tracking problems in energy systems: Cooperative versus non-cooperative mean field control solutions
A.C. Kizilkale and R.P. Malhame · 2014
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Collective target tracking mean field control for electric space heaters
A.C. Kizilkale and R.P. Malhame · 2014
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Collective target tracking mean field control for markovian jump-driven models of electric water heating loads
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Electrical Vehicles in the Smart Grid: A Mean Field Game Analysis
R. Couillet, S. Medina Perlaza, H. Tembine, and M. Debbah · 2011
Cited alongside, same era.
Collège de France course on mean-field games
P. L. Lions · 2011
Cited alongside, same era.
On a price formation free boundary model by Lasry and Lions
L. A. Caffarelli, P. A. Markowich, and J.-F. Pietschmann · 2011
Cited alongside, same era.
On a price formation free boundary model by Lasry and Lions: the Neumann problem
L. A. Caffarelli, P. A. Markowich, and M.-T. Wolfram · 2011
Cited alongside, same era.
Notes on mean-field games
P. Cardaliaguet · 2011
Cited alongside, same era.
Electrical Vehicles in the Smart Grid: A Mean Field Game Analysis
R. Couillet, S. Medina Perlaza, H. Tembine, and M. Debbah · 2011
Cited alongside, same era.
A.C. Kizilkale and R.P. Malhame · 2014
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Economic models and mean-field games theory
D. Gomes, L. Nurbekyan, and E. Pimentel · 2015
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Economic models and mean-field games theory
D. Gomes, L. Nurbekyan, and E. Pimentel · 2015
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Distributed control of micro-storage devices with mean field games
A. De Paola, D. Angeli, and G. Strbac · 2016
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A mean-field game economic growth model
D. Gomes, L. Lafleche, and L. Nurbekyan · 2016
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Regularity theory for mean-field game systems
D. Gomes, E. Pimentel, and V. Voskanyan · 2016
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Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
Aimé Lachapelle, Jean-Michel Lasry, Charles-Albert Lehalle, and Pierre-Louis Lions · 2016
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Distributed control of micro-storage devices with mean field games
A. De Paola, D. Angeli, and G. Strbac · 2016
Later among the works it cites.
A mean-field game economic growth model
D. Gomes, L. Lafleche, and L. Nurbekyan · 2016
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Regularity theory for mean-field game systems
D. Gomes, E. Pimentel, and V. Voskanyan · 2016
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Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis
Aimé Lachapelle, Jean-Michel Lasry, Charles-Albert Lehalle, and Pierre-Louis Lions · 2016
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An Extended Mean Field Game for Storage in Smart Grids
A. Clemence, B. Tahar Imen, and M. Anis · 2017
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An Extended Mean Field Game for Storage in Smart Grids
A. Clemence, B. Tahar Imen, and M. Anis · 2017
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