E-LIB Suche - Ergebnisse für: Aïd, René

1

Nonzero-Sum Stochastic Impulse Games with an Application in..:

Aïd, René ; Ben Ajmia, Lamia ; Gaïgi, M'hamed.
ESAIM: Control, Optimisation and Calculus of Variations. 30 (2024) - p. 15 , 2024

Link: https://doi.org/10.1051/..

2

Green innovation downturn: The role of imperfect competitio:

Aïd, René ; Bahlali, Mohamed ; Creti, Anna
Energy Economics. 123 (2023) - p. 106754 , 2023

Link: https://doi.org/10.1016/..

3

Optimal dynamic regulation of carbon emissions market:

Aïd, René ; Biagini, Sara
Mathematical Finance. 33 (2022) 1 - p. 80-115 , 2022

Link: https://doi.org/10.1111/..

4

A McKean–Vlasov Game of Commodity Production, Consumption a..:

Aïd, René ; Bonesini, Ofelia ; Callegaro, Giorgia.
Applied Mathematics & Optimization. 86 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

5

An Impulse-Regime Switching Game Model of Vertical Competit..:

Aïd, René ; Campi, Luciano ; Li, Liangchen.
Dynamic Games and Applications. 11 (2021) 4 - p. 631-669 , 2021

Link: https://doi.org/10.1007/..

6

Equilibrium price in intraday electricity markets:

Aid, René ; Cosso, Andrea ; Pham, Huyên
Mathematical Finance. 32 (2021) 2 - p. 517-554 , 2021

Link: https://doi.org/10.1111/..

7

Correction to: No-arbitrage commodity option pricing with m..:

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
Mathematics and Financial Economics. 15 (2021) 2 - p. 473-475 , 2021

Link: https://doi.org/10.1007/..

8

No–arbitrage commodity option pricing with market manipulat..:

Aïd, René ; Callegaro, Giorgia ; Campi, Luciano
Mathematics and Financial Economics. 14 (2020) 3 - p. 577-603 , 2020

Link: https://doi.org/10.1007/..

9

A McKean–Vlasov approach to distributed electricity generat..:

Aïd, René ; Basei, Matteo ; Pham, Huyên
Mathematical Methods of Operations Research. 91 (2019) 2 - p. 269-310 , 2019

Link: https://doi.org/10.1007/..

10

A policy iteration algorithm for nonzero-sum stochastic imp..:

Aïd, René ; Bernal, Francisco ; Mnif, Mohamed...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 27-45 , 2019

Link: https://doi.org/10.1051/..

11

Capacity expansion games with application to competition in..:

Aïd, René ; Li, Liangchen ; Ludkovski, Michael
Journal of Economic Dynamics and Control. 84 (2017) - p. 1-31 , 2017

Link: https://doi.org/10.1016/..

12

A Policy Iteration Algorithm for Nonzero-Sum Stochastic Imp..:

Aïd, René ; Bernal, Francisco ; Mnif, Mohamed..
ESAIM: ProcS: 27-45, 2019. , 2017

Link: https://ssrn.com/abstrac..

13

An optimal trading problem in intraday electricity markets:

Aïd, René ; Gruet, Pierre ; Pham, Huyên
Mathematics and Financial Economics. 10 (2015) 1 - p. 49-85 , 2015

Link: https://doi.org/10.1007/..

14

Explicit investment rules with time-to-build and uncertaint:

Aïd, René ; Federico, Salvatore ; Pham, Huyên.
Journal of Economic Dynamics and Control. 51 (2015) - p. 240-256 , 2015

Link: https://doi.org/10.1016/..

15

A Probabilistic Numerical Method for Optimal Multiple Switc..:

Aïd, René ; Campi, Luciano ; Langrené, Nicolas.
SIAM Journal on Financial Mathematics. 5 (2014) 1 - p. 191-231 , 2014

Link: https://doi.org/10.1137/..