R. Aid

A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation

H. Pham, Nicolas Langren'e, L. Campi, 2012, 1210.8175.

The entry and exit game in the electricity markets: A mean-field game approach

P. Tankov, Roxana Dumitrescu, R. Aid, 2020, Journal of Dynamics & Games.

Forward Hedging and Vertical Integration: Theory and Evidence from the French Electricity Market

N. Touzi, R. Aid, Gilles Chemla, 2008 .

A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy

G. Ferrari, R. Aid, Matteo Basei, 2023, 2305.00541.

A Principal-Agent Framework for Optimal Incentives in Renewable Investments

N. Touzi, R. Aid, Annika Kemper, 2023, 2302.12167.

Equilibrium price in intraday electricity markets

H. Pham, R. Aid, Andrea Cosso, 2020, Mathematical Finance.

Nonzero-sum stochastic impulse games with an application in competitive retail energy markets

Mohamed Mnif, Ren'e Aid, Lamia Ben Ajmia, 2021, 2112.10213.