On equilibrium prices in continuous time.
V. Filipe Martins-da-RochaFrank RiedelPublished in: J. Econ. Theory (2010)
Keyphrases
- market equilibrium
- optimal pricing
- market participants
- markov chain
- demand uncertainty
- bidding strategies
- nash equilibrium
- demand function
- markov processes
- optimal control
- resource allocation
- game theory
- pricing mechanism
- electricity markets
- dynamical systems
- market clearing
- dynamic pricing
- supply chain
- state space
- stochastic processes
- iterative learning control
- variational inequalities
- utility function
- mixed strategy
- decision making
- equilibrium point
- long run
- linear program
- games with incomplete information
- continuous time bayesian networks