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

Boualem Djehiche; Julian Barreiro-Gomez; Tembine Hamidou

doi:10.1007/978-3-030-04200-4_3

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

Boualem Djehiche, Julian Barreiro-Gomez, Tembine Hamidou

Research output: Contribution to journal › Article › peer-review

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 language	English (US)
Pages (from-to)	45-64
Number of pages	20
Journal	Studies in Computational Intelligence
Volume	809
DOIs	https://doi.org/10.1007/978-3-030-04200-4_3
State	Published - 2019

Keywords

Blockchain
Bond
Cryptocurrency
Mean-field game Oligopoly
Power network Stock

ASJC Scopus subject areas

Artificial Intelligence

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10.1007/978-3-030-04200-4_3

Cite this

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title = "Mean-field-type games for blockchain-based distributed power networks",

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.",

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author = "Boualem Djehiche and Julian Barreiro-Gomez and Tembine Hamidou",

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AU - Hamidou, Tembine

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PY - 2019

Y1 - 2019

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AB - 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.

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KW - Bond

KW - Cryptocurrency

KW - Mean-field game Oligopoly

KW - Power network Stock

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

Abstract

Keywords

ASJC Scopus subject areas

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