Mean-field-type games for blockchain-based distributed power networks

Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine

Research output: Contribution to journalArticle

Abstract

In this paper we examine mean-field-type games in blockchain-based distributed power networks with several different entities: investors, consumers, prosumers, producers and miners. Under a simple model of jump-diffusion and regime switching processes, we identify risk-aware mean-field-type optimal strategies for the decision-makers.

Original languageEnglish (US)
Pages (from-to)45-64
Number of pages20
JournalStudies in Computational Intelligence
Volume809
DOIs
StatePublished - Jan 1 2019

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Keywords

  • Blockchain
  • Bond
  • Cryptocurrency
  • Mean-field game Oligopoly
  • Power network Stock

ASJC Scopus subject areas

  • Artificial Intelligence

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