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The increasing global spread of electric vehicles (EVs) has introduced significant interdependence between transportation and power networks. Most of the previous studies on coupled networks focus on the formation of equilibrium states…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Jiaqi Li , Xiaoyuan Xu , Zheng Yan , Han Wang , Yue Chen

What is the demand elasticity of statistical arbitrageurs that invest according to the advice of modern cross-sectional asset pricing models? Thirteen models from the literature exhibit strikingly inelastic demand, in contrast to classical…

Portfolio Management · Quantitative Finance 2024-09-27 Carter Davis

In the era of connected and automated mobility, commuters will possess strong computation power, enabling them to strategically make sequential travel choices over a planning horizon. This paper investigates the multiday traffic patterns…

Optimization and Control · Mathematics 2024-08-15 Minghui Wu , Yafeng Yin , Jerome P. Lynch

There is an opportunity in modern power systems to explore the demand flexibility by incentivizing consumers with dynamic prices. In this paper, we quantify demand flexibility using an efficient tool called time-varying elasticity, whose…

Machine Learning · Computer Science 2022-02-03 Guangchun Ruan , Daniel S. Kirschen , Haiwang Zhong , Qing Xia , Chongqing Kang

One of the major barriers for the retailers is to understand the consumption elasticity they can expect from their contracted demand response (DR) clients. The current trend of DR products provided by retailers are not consumer-specific,…

Systems and Control · Electrical Eng. & Systems 2021-11-26 Kamalanathan Ganesan , João Tomé Saraiva , Ricardo J. Bessa

Price elasticity model (PEM) is an appealing and modest model for assessing the potential of flexible demand in DR. It measures the customers demand sensitivity through elasticity in relation to price variation. However, application of PEM…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Vipin Chandra Pandey , Nikhil Gupta , K. R. Niazi , Anil Swarnkar , Rayees Ahmad Thokar

Understanding travel demand and behavior, particularly route and mode choices, is critical for effective transportation planning and policy design in multi-modal systems with emerging mobility options. Multi-modal system-level data, such as…

Systems and Control · Electrical Eng. & Systems 2026-03-04 Xiaoyu Ma , Sean Qian

This paper analyzes simultaneous route-and-departure-time (SRDT) dynamic user equilibrium (DUE) that incorporates the notion of boundedly rational (BR) user behavior in the selection of departure time and route choices. Intrinsically, the…

Optimization and Control · Mathematics 2016-03-25 Ke Han , W. Y. Szeto , Terry L. Friesz

Demand variance can result in a mismatch between planned supply and actual demand. Demand shaping strategies such as pricing can be used to shift elastic demand to reduce the imbalance. In this work, we propose to consider elastic demand in…

Machine Learning · Statistics 2018-09-11 Houtao Deng , Ganesh Krishnan , Ji Chen , Dong Liang

We develop a new identification strategy for demand estimation when cost shifters may not be available and there are substantial variations in demand over time. This approaches relies on a kind of nonlinear difference-in-differences, in…

General Economics · Economics 2025-12-23 Xavier D'Haultfœuille , Ao Wang , Philippe Février , Lionel Wilner

In this paper we investigate a dynamic pricing model for constant demand elasticity where customers have a probability distribution on the number of items they order. This is a generalization from standard models which restrict customers to…

Optimization and Control · Mathematics 2018-03-01 Nyles Breecher , Richard Stockbridge

This paper is concerned with the existence of the simultaneous route-and-departure choice dynamic user equilibrium (SRDC-DUE) in continuous time, first formulated as an infinite-dimensional variational inequality in Friesz et al. (1993). In…

Optimization and Control · Mathematics 2016-03-29 Ke Han , Terry L. Friesz , Tao Yao

We present a conceptual framework for the dynamic traffic resources allocation problem in a situation of elastic demand among customers. We introduce an activity-based model to express customers' successive actions and transfers in order to…

Computer Science and Game Theory · Computer Science 2018-06-29 Keiichiro Hayakawa , Eiji Hato

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Martin Schoenhof , Daniel Kern

In this Doctoral Dissertation we propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special (multilevel) type. We propose different…

Optimization and Control · Mathematics 2017-06-26 Alexander Gasnikov

We propose and analyze numerically a simple dynamical model that describes the firm behaviors under uncertainty of demand forecast. Iterating this simple model and varying some parameters values we observe a wide variety of market dynamics…

General Finance · Quantitative Finance 2017-11-22 Asaf Levi , Juan Sabuco , Miguel A. F. Sanjuan

We study a general model on reusable resource allocation under model uncertainty. A heterogeneous population of customers arrive at the decision maker's (DM's) platform sequentially. Upon observing a customer's type, the DM selects an…

Optimization and Control · Mathematics 2022-12-07 Xilin Zhang , Wang Chi Cheung

We present a general two-side market model with divisible commodities and price functions of participants. A general existence result on unbounded sets is obtained from its variational inequality re-formulation. We describe an extension of…

Optimization and Control · Mathematics 2017-06-14 Igor Konnov

We propose a method to efficiently estimate the eigenvalues of any arbitrary (potentially weighted and/or directed) network of interacting dynamical agents from dynamical observations. These observations are discrete, temporal measurements…

Optimization and Control · Mathematics 2022-03-28 Mikhail Hayhoe , Francisco Barreras , Victor M. Preciado

Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity (responsiveness), conventional monotonic pricing can lead to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Yingqing Chen , Anni Li , Christos G. Cassandras , Homayoun Hamedmoghadam , Fabian Wirth , Robert Shorten