摘要翻译：
研究了在CO2减排方案下能源生产者的最优行为。我们关注的是一个两人离散时间模型，其中每个生产者都在顺序优化她的排放和生产计划。通过一个简化的CO_2允许价格的价格影响模型来捕捉博弈论的方面。这种双寡头竞争导致了一类新的有限时域上的非零和随机切换对策。通过推广到随机切换策略，建立了博弈纳什均衡的存在性。唯一性是不可能的，因此我们考虑了各种相关的平衡机制。证明了切换对策中相关平衡点的存在性，并给出了均衡对策值的递推描述。构造了一种基于仿真的博弈数值求解算法，并给出了数值算例。
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英文标题：
《Stochastic Switching Games and Duopolistic Competition in Emissions
  Markets》
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作者：
Michael Ludkovski
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最新提交年份：
2010
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分类信息：

一级分类：Mathematics        数学
二级分类：Optimization and Control        优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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英文摘要：
  We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic aspect is captured through a reduced-form price-impact model for the CO_2 allowance price. Such duopolistic competition results in a new type of a non-zero-sum stochastic switching game on finite horizon. Existence of game Nash equilibria is established through generalization to randomized switching strategies. No uniqueness is possible and we therefore consider a variety of correlated equilibrium mechanisms. We prove existence of correlated equilibrium points in switching games and give a recursive description of equilibrium game values. A simulation-based algorithm to solve for the game values is constructed and a numerical example is presented.
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PDF链接：
https://arxiv.org/pdf/1001.3455