Energy transition under scenario uncertainty : a mean-field game of stopping with common noise
Roxana Dumitrescu, Marcos Leutscher, Peter Tankov
| Year of publication: |
2024
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|---|---|
| Authors: | Dumitrescu, Roxana ; Leutscher, Marcos ; Tankov, Peter |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 18.2024, 2/3, p. 233-274
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| Subject: | Common noise | Electricity market | Energy transition | Mean-field games | Optimal stopping | Partial information | Scenario uncertainty | Risiko | Risk | Spieltheorie | Game theory | Energiewende | Suchtheorie | Search theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Energiemarkt | Energy market | Szenariotechnik | Scenario analysis | Unvollkommene Information | Incomplete information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-023-00352-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189203