This paper focuses on the study of an electricity market model, which evolves in T+1 stages, so that, at each stage, a continuum state of nature is possible. The decision-making framework of large consumers is considered: agents consume, they have the opportunity to produce, and the capability of signing contracts. Uncertainty on future possible stages leads to the problem being located in a filtered probability space. The aim is to reformulate the problem as a stochastic quasi-variational inequality, in order to obtain an existence result of equilibrium solutions.

中文翻译：

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放松管制的电力市场，一种随机变分方法

本文重点研究电力市场模型，该模型在 T+1 阶段演进，因此在每个阶段都可能出现连续的自然状态。考虑大消费者的决策框架：代理人消费，有生产机会，有签约能力。未来可能阶段的不确定性导致问题位于过滤的概率空间中。目的是将问题重新表述为随机拟变分不等式，以获得均衡解的存在结果。