英文标题：
《An adverse selection approach to power pricing》
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作者：
Cl\\\'emence Alasseur, Ivar Ekeland, Romuald Elie, Nicol\\\'as Hern\\\'andez
Santib\\\'a\\~nez and Dylan Possama\\\"i
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最新提交年份：
2019
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英文摘要：
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 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.
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中文摘要：
我们研究了具有不同需求的消费者群体之间的电力合同优化设计。这个问题是在存在逆向选择的委托代理问题的框架内解决的。电力的特殊特性导致生产成本出现异常结构，规模回报率没有下降。然而，我们能够为手头的问题提供明确的解决方案。最优合约是关于消费的线性或多项式。当竞争对手提供的外部选择在不同类型的消费者之间不一致时，我们会展示这样的情况，即电力供应商应与电力需求低或高的消费者签订合同。
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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：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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