Séminaire FDD-FiME // R. Dumitrescu
Roxana Dumitrescu (King's College London)
Titre: MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts
Résumé:
We consider an energy system with n consumers who are linked by a Demand Side Management (DSM) contract, i.e. they agreed to diminish, at random times, their aggregated power consumption by a predefined volume during a predefined duration. Their failure to deliver the service is penalised via the Read more [...]