A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition.
Masaaki FujiiAkihiko TakahashiPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- market clearing
- market equilibrium
- nash equilibrium
- game theory
- market participants
- nash equilibria
- mechanism design
- auction mechanisms
- pricing mechanism
- electricity markets
- optimal pricing
- bidding strategies
- sufficient conditions
- resource allocation
- repeated games
- mixed strategy
- correlated equilibrium
- belief networks
- pricing model
- incomplete information
- cooperative
- bayesian networks
- network effects
- dynamic pricing
- worst case
- multi agent systems