Aïd, René; Ajmia, Lamia Ben; Gaïgi, M’hamed; Mnif, Mohamed Nonzero-sum stochastic impulse games with an application in competitive retail energy markets. (English) Zbl 07815232 ESAIM, Control Optim. Calc. Var. 30, Paper No. 15, 42 p. (2024). MSC: 91A15 91A80 93C27 91B74 49L20 49L25 49N70 PDFBibTeX XMLCite \textit{R. Aïd} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 15, 42 p. (2024; Zbl 07815232) Full Text: DOI arXiv
Aïd, René; Basei, Matteo; Callegaro, Giorgia; Campi, Luciano; Vargiolu, Tiziano Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. (English) Zbl 1437.91044 Math. Oper. Res. 45, No. 1, 205-232 (2020). MSC: 91A15 91A05 93E20 93C27 90C39 PDFBibTeX XMLCite \textit{R. Aïd} et al., Math. Oper. Res. 45, No. 1, 205--232 (2020; Zbl 1437.91044) Full Text: DOI arXiv Link
Aïd, René; Bernal, Francisco; Mnif, Mohamed; Zabaljauregui, Diego; Zubelli, Jorge P. A policy iteration algorithm for nonzero-sum stochastic impulse games. (English. French summary) Zbl 1418.49038 ESAIM, Proc. Surv. 65, 27-45 (2019). MSC: 49N25 49J40 49N70 PDFBibTeX XMLCite \textit{R. Aïd} et al., ESAIM, Proc. Surv. 65, 27--45 (2019; Zbl 1418.49038) Full Text: DOI arXiv