当前位置: X-MOL 学术SIAM J. Control Optim. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
An Adverse Selection Approach to Power Pricing
SIAM Journal on Control and Optimization ( IF 2.2 ) Pub Date : 2020-03-10 , DOI: 10.1137/19m1260578
Clémence Alasseur , Ivar Ekeland , Romuald Élie , Nicolás Hernández Santibáñez , Dylan Possamaï

SIAM Journal on Control and Optimization, Volume 58, Issue 2, Page 686-713, January 2020.
We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal--Agent problems in the presence of adverse selection. The particular features of electricity induce an unusual structure on the production cost, with no decreasing return to scale. We are nevertheless able to provide an explicit solution for the problem at hand. The optimal contracts are either linear or polynomial with respect to the consumption. Whenever the outside options offered by competitors are not uniform among the different type of consumers, we exhibit situations where the electricity provider should contract with consumers with either low or high appetite for electricity.


中文翻译:

电力定价的逆向选择方法

SIAM控制与优化杂志,第58卷,第2期,第686-713页,2020年1月。
我们研究了具有不同需求的消费者群体之间电力合同的最佳设计。在存在逆向选择的情况下,这个问题是在委托代理问题的框架内解决的。电力的特殊特征在生产成本上引起了不寻常的结构,而规模收益却没有减少。但是,我们能够为眼前的问题提供明确的解决方案。关于消耗,最优合同可以是线性的或多项式的。只要竞争对手在不同类型的消费者之间提供的外部选择不统一,我们就会出现电力供应商应与电力需求低或高的消费者签约的情况。
更新日期:2020-03-10
down
wechat
bug