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Concerns about system adequacy have led to the establishment of capacity mechanisms in a number of regulatory areas. Against this background, it is essential to accurately quantify the contribution to security of supply that results from…

Computational Engineering, Finance, and Science · Computer Science 2020-05-12 Simon H. Tindemans , Matthew Woolf , Goran Strbac

The proliferation of electric vehicles (EVs) and their inherent flexibility in charging timings make them an asset to improve grid performance. In contrast to direct control by a utility or autonomous price-based charging, the transactive…

Systems and Control · Electrical Eng. & Systems 2022-03-31 Ankit Singhal , Sarmad Hanif , Bishnu Bhattarai , Fernando B. dos Reis , Hayden Reeve , Robert Pratt

We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…

Optimization and Control · Mathematics 2017-05-19 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

A standard assumption in machine learning is the exchangeability of data, which is equivalent to assuming that the examples are generated from the same probability distribution independently. This paper is devoted to testing the assumption…

Machine Learning · Computer Science 2012-06-29 Valentina Fedorova , Alex Gammerman , Ilia Nouretdinov , Vladimir Vovk

This chapter explores the role of substitutability in economic models, particularly in the context of optimal transport and matching models. In equilibrium models with substitutability, market-clearing prices can often be recovered using…

Theoretical Economics · Economics 2024-05-14 Alfred Galichon , Antoine Jacquet

The ubiquitous growth of mobility-on-demand services for passenger and goods delivery has brought various challenges and opportunities within the realm of transportation systems. As a result, intelligent transportation systems are being…

Artificial Intelligence · Computer Science 2021-11-15 Kaushik Manchella , Marina Haliem , Vaneet Aggarwal , Bharat Bhargava

We investigate the general structure of optimal investment and consumption with small proportional transaction costs. For a safe asset and a risky asset with general continuous dynamics, traded with random and time-varying but small…

Portfolio Management · Quantitative Finance 2015-05-18 Jan Kallsen , Johannes Muhle-Karbe

We study a matching problem between agents and public goods, in settings without monetary transfers. Since goods are public, they have no capacity constraints. There is no exogenously defined budget of goods to be provided. Rather, each…

Computer Science and Game Theory · Computer Science 2025-06-10 Sara Fish , Yannai A. Gonczarowski , Sergiu Hart

The objective of this paper is to initiate a qualitative analysis of dynamic flow in traffic networks by using the competitive equilibrium model of multiple market systems. A network is modeled as a dynamic graph where routes (edges) are…

Systems and Control · Computer Science 2017-11-30 Dragoslav D. Šiljak

How can a system designer exploit system-level knowledge to derive incentives to optimally influence social behavior? The literature on network routing contains many results studying the application of monetary tolls to influence behavior…

Computer Science and Game Theory · Computer Science 2019-07-25 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…

Computer Science and Game Theory · Computer Science 2014-06-04 Shahar Dobzinski , Michal Feldman , Inbal Talgam-Cohen , Omri Weinstein

The problem of designing a profit-maximizing, Bayesian incentive compatible and individually rational mechanism with flexible consumers and costly heterogeneous supply is considered. In our setup, each consumer is associated with a…

Computer Science and Game Theory · Computer Science 2018-02-01 Shiva Navabi , Ashutosh Nayyar

The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

Individualized treatment rules (ITRs) have gained significant attention due to their wide-ranging applications in fields such as precision medicine, ridesharing, and advertising recommendations. However, when ITRs are influenced by…

Machine Learning · Statistics 2025-08-01 Wenhai Cui , Xiaoting Ji , Wen Su , Xiaodong Yan , Xingqiu Zhao

Sustainable road freight transport becomes indispensable in the field of transportation and logistics. The new technological change, the environmental impacts, and social responsibility laid freight road transport in front of various…

Physics and Society · Physics 2024-04-17 Subash Gupta , Santosh Adhikari , Arbia Hlali

This paper studies the optimal spatial pricing for a ride-sourcing platform subject to a congestion charge. The platform determines the ride prices over the transportation network to maximize its profit, while the regulatory agency imposes…

Optimization and Control · Mathematics 2021-07-20 Sen Li , Hai Yang , Kameshwar Poolla , Pravin Varaiya

The main result of this paper is the existence of an optimal transport map $T$ between two given measures $\mu$ and $\nu$, for a cost which considers the maximal oscillation of $T$ at scale $\delta$, given by…

Optimization and Control · Mathematics 2021-04-14 Didier Lesesvre , Paul Pegon , Filippo Santambrogio

Public transport is vital for meeting people's mobility needs. Providers need to plan their services well to offer high quality and low cost. Optimized planning can benefit providers, customers, and municipalities. The planning process for…

Optimization and Control · Mathematics 2023-10-23 Lucas Mertens , Lena-Antonia Wolbeck , David Rößler , Lin Xie , Natalia Kliewer

Spurred by the growth of transportation network companies and increasing data capabilities, vehicle routing and ride-matching algorithms can improve the efficiency of private transportation services. However, existing routing solutions do…

Systems and Control · Computer Science 2018-10-25 Ian Schneider , Jun Jie Joseph Kuan , Mardavij Roozbehani , Munther Dahleh

This paper studies a variant of ramified/branched optimal transportation problems. Given the distributions of production capacities and market sizes, a firm looks for an allocation of productions over factories, a distribution of sales…

Optimization and Control · Mathematics 2021-09-01 Qinglan Xia , Shaofeng Xu