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Traditional revenue management relies on long and stable historical data and predictable demand patterns. However, meeting those requirements is not always possible. Many industries face demand volatility on an ongoing basis, an example…

Machine Learning · Computer Science 2023-04-18 Ezgi C. Eren , Zhaoyang Zhang , Jonas Rauch , Ravi Kumar , Royce Kallesen

Bernard et al. (2015) study an optimal insurance design problem where an individual's preference is of the rank-dependent utility (RDU) type, and show that in general an optimal contract covers both large and small losses. However, their…

Mathematical Finance · Quantitative Finance 2022-01-07 Xu Zuo Quan , Zhou Xun Yu , Zhuang Sheng Chao

Federated learning (FL) faces critical challenges, particularly in heterogeneous environments where non-independent and identically distributed data across clients can lead to unfair and inefficient model performance. In this work, we…

Machine Learning · Computer Science 2025-05-22 Mounssif Krouka , Chaouki Ben Issaid , Mehdi Bennis

Industrial demand response (IDR) plays an important role in promoting the utilization of renewable energy (RE) in power systems. However, it will lead to power adjustments on the supply side, which is also a non-negligible factor in…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Yuanzheng Li , Xinxin Long , Yang Li , Yizhou Ding , Tao Yang , Zhigang Zeng

Fixed pickup and delivery times can strongly limit the performance of freight transportation. Against this backdrop, fleet operators can use compensation mechanisms such as monetary incentives to buy delay time from their customers, in…

Systems and Control · Electrical Eng. & Systems 2022-03-28 Canqi Yao , Shibo Chen , Mauro Salazar , Zaiyue Yang

The increasing integration of distributed energy resources (DERs) into power systems presents opportunities and challenges for ancillary services (AS) provision. Technical requirements of existing AS (i.e., duration, reliability, ramp rate,…

Systems and Control · Electrical Eng. & Systems 2025-10-08 Lorenzo Zapparoli , Blazhe Gjorgiev , Giovanni Sansavini

This paper exploits the Duration-of-Use of the demand patterns as a key concept for dealing with demand side flexibility. Starting from the consideration that fine-grained energy metering is not used at the point of supply of the…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Gianfranco Chicco , Andrea Mazza

Before a building can participate in a demand response program, its facility managers must characterize the site's ability to reduce load. Today, this is often done through manual audit processes and prototypical control strategies. In this…

Systems and Control · Computer Science 2016-02-10 Deokwoo Jung , Varun Badrinath Krishna , William Temple , David K. Y. Yau

Energy prices and net power injection limitations regulate the operations in distribution grids and typically ensure that operational constraints are met. Nevertheless, unexpected or prolonged abnormal events could undermine the grid's…

Systems and Control · Electrical Eng. & Systems 2024-03-29 Guido Cavraro , Joshua Comden , Andrey Bernstein

Demand response (DR) programs play a crucial role in improving system reliability and mitigating price volatility by altering the core profile of electricity consumption. This paper proposes a game-theoretical model that captures the…

General Economics · Economics 2024-11-26 Arega Getaneh Abate , Rosana Riccardi , Carlos Ruiz

We consider the profit-maximization problem solved by an electricity retailer who aims at designing a menu of contracts. This is an extension of the unit-demand envy-free pricing problem: customers aim to choose a contract maximizing their…

Optimization and Control · Mathematics 2023-04-04 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert

We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…

Machine Learning · Computer Science 2024-10-29 Yi Zheng , Zehao Li , Peng Jiang , Yijie Peng

The fast growth of communication technology within the concept of smart grids can provide data and control signals from/to all consumers in an online fashion. This could foster more participation for end-user customers. These types of…

Systems and Control · Electrical Eng. & Systems 2020-09-11 Arman Alahyari , David Pozo

We consider the coupled problems of optimal thermostat programming and optimal pricing of electricity. Our framework consists of a single user and a single provider (a regulated utility). The provider sets prices for the user, who pays for…

Optimization and Control · Mathematics 2015-04-16 Reza Kamyar , Matthew M. Peet

With the advancement in smart grid and smart energy devices, demand response becomes one of the most economic and feasible solutions to ease the load stress of the power grids during peak hours. In this work, we propose a fully…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Guanze Peng , Robert Mieth , Deepjyoti Deka , Yury Dvorkin

We consider a revenue maximization model, in which a company aims at designing a menu of contracts, given a population of customers. A standard approach consists in constructing an incentive-compatible continuum of contracts, i.e., a menu…

Optimization and Control · Mathematics 2023-03-31 Quentin Jacquet , Wim van Ackooij , Clémence Alasseur , Stéphane Gaubert

We study a new class of contract design problems where a principal delegates the execution of multiple projects to a set of agents. The principal's expected reward from each project is a combinatorial function of the agents working on it.…

Computer Science and Game Theory · Computer Science 2025-06-09 Tal Alon , Matteo Castiglioni , Junjie Chen , Tomer Ezra , Yingkai Li , Inbal Talgam-Cohen

In a framework close to the one developed by Holmstr\"om and Milgrom [44], we study the optimal contracting scheme between a Principal and several Agents. Each hired Agent is in charge of one project, and can make efforts towards managing…

Economics · Quantitative Finance 2016-05-27 Romuald Elie , Dylan Possamaï

To strengthen data privacy and security, federated learning as an emerging machine learning technique is proposed to enable large-scale nodes, e.g., mobile devices, to distributedly train and globally share models without revealing their…

Machine Learning · Computer Science 2019-10-25 Jiawen Kang , Zehui Xiong , Dusit Niyato , Han Yu , Ying-Chang Liang , Dong In Kim

More active participation of the demand side and efficient integration of distributed energy resources (DERs) such as electric vehicles (trVs), energy storage (ES), and renewable energy sources (RESs) into the existing power systems are…

Systems and Control · Computer Science 2016-01-28 Duong Tung Nguyen
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