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The effective allocation of cross-border trading capacities is one of the central challenges for the implementation of a pan-European internal energy market. In contrast to traditional power flow-ignorant methods like net transfer…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Richard Weinhold , Robert Mieth

Air pollution in cities and the possibilities of reducing this pollution represents one of the most important factors that today's society has to deal with. This paper focuses on a systemic approach to traffic emissions with their relation…

Artificial Intelligence · Computer Science 2025-09-16 V. Benes , M. Svitek , A. Michalikova , M. Melicherik

Peer-to-peer energy trading platforms enable direct electricity exchanges between peers who belong to the same energy community. In a semi-decentralized system, a community manager adheres to grid restrictions while optimizing social…

Optimization and Control · Mathematics 2025-01-17 Estibalitz Ruiz Irusta , Juan M. Morales

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Trading and Market Microstructure · Quantitative Finance 2021-07-01 Peter Tankov , Laura Tinsi

As the distributed energy generation and storage technologies are becoming economically viable, energy trading is gradually becoming a profit making option for end-users. This trend is further supported by the regulators and the policy…

Optimization and Control · Mathematics 2016-11-17 I. Safak Bayram , Muhammad Z. Shakir , Mohamed Abdallah , Khalid Qaraqe

We study the design of fair allocation rules for the abatement of riparian pollution. To do so, we consider the so-called river pollution claims model, recently introduced by Yang et al. (2025) to distribute a budget of emissions permits…

Theoretical Economics · Economics 2026-03-05 Ricardo Martinez , Juan D. Moreno-Ternero

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

Statistical Mechanics · Physics 2008-12-10 Peter Richmond , Sorin Solomon

Boltzmann machines are undirected graphical models with two-state stochastic variables, in which the logarithms of the clique potentials are quadratic functions of the node states. They have been widely studied in the neural computing…

Machine Learning · Computer Science 2013-02-01 Neil D. Lawrence , Christopher M. Bishop , Michael I. Jordan

The proliferation of portable devices (PDAs, smartphones, digital multimedia players, and so forth) allows mobile users to carry around a pool of computing, storage and communication resources. Sharing these resources with other users…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-07-31 Moreno Marzolla , Stefano Ferretti , Gabriele D'Angelo

The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The novelty of the approach is embedded in the…

Pricing of Securities · Quantitative Finance 2015-05-27 Rene Carmona , Michael Coulon , Daniel Schwarz

In this paper we address the problem of dynamic pricing for toll lanes on freeways. The proposed toll mechanism is broken up into two parts: (1) the supply side feedback control that computes the desired split ratios for the incoming…

Systems and Control · Computer Science 2015-05-05 Elena G. Dorogush , Alex A. Kurzhanskiy

Electric power generation, transmission, and distribution systems are attracting a large amount of interest from researchers with the development of the smart grid technologies. A smart grid aims at effective control and conditioning of the…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Abhishek Tyagi , Ram Bhagat

We develop a continuous-time model of incentives for carbon emissive firms to exit the market based on a compensation payment identical to all firms. In our model, firms enjoy profits from production modeled as a simple geometric Brownian…

General Economics · Economics 2025-05-08 René Aïd , Xiangying Pang , Xiaolu Tan

Forecasting imbalance prices is essential for strategic participation in the short-term energy markets. A novel two-step probabilistic approach is proposed, with a particular focus on the Belgian case. The first step consists of computing…

Statistical Finance · Quantitative Finance 2021-06-15 Jonathan Dumas , Ioannis Boukas , Miguel Manuel de Villena , Sébastien Mathieu , Bertrand Cornélusse

Abstact: We introduce new models of energy redistribution in stochastic chemical kinetics with several molecule types and energy parameters. The main results concern the situations when there are product form measures. Using a probabilistic…

Probability · Mathematics 2011-12-20 Guy Fayolle , Vadim Malyshev , Serguei Pirogov

We consider M systems (each an electron in a long square cylinder) uniformly arranged on a ring and with Coulomb interactions. Exact straightforward numerical time-dependent perturbation calculation of a single N-level ($\lesssim 7$)…

General Physics · Physics 2021-06-03 Michael J. Caola

Electricity is typically traded in day-ahead auctions because many power system decisions, such as unit commitment, must be made in advance. However, when wind and solar generators sell power one day ahead, they face uncertainty about their…

General Economics · Economics 2026-04-16 Thomas Hübner

With the deregulation of power industry, large power users can buy electricity directly from power producers. For trades between different regional markets, it is necessary to research on the method to find the cheapest route for power…

Optimization and Control · Mathematics 2017-11-08 Xue Tai , Hongbin Sun , Qinglai Guo , Zihao Li

To address the dual environmental challenges of pollution and climate change, China has established multiple environmental markets, including pollution emissions trading, carbon emissions trading, energy-use rights trading, and green…

General Economics · Economics 2025-10-01 Tiantian Yang , Richard S. J. Tol

This letter presents a novel multi-robot task allocation and path planning method that considers robots' maximum range constraints in large-sized workspaces, enabling robots to complete the assigned tasks within their range limits. Firstly,…

Robotics · Computer Science 2024-09-11 Gang Xu , Yuchen Wu , Sheng Tao , Yifan Yang , Tao Liu , Tao Huang , Huifeng Wu , Yong Liu
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