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This paper studies the problem of maximizing the social welfare while stabilizing both the physical power network as well as the market dynamics. For the physical power grid a third-order structure-preserving model is considered involving…

Dynamical Systems · Mathematics 2017-04-25 Tjerk W. Stegink , Claudio De Persis , Arjan J. van der Schaft

A buyer and a seller bargain over the price of an object. Both players can build reputations for being obstinate by offering the same price over time. Before players bargain, the seller decides whether to adopt a new technology that can…

Theoretical Economics · Economics 2025-03-17 Harry Pei , Maren Vairo

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

Supply chains are the backbone of the global economy. Disruptions to them can be costly. Centrally managed supply chains invest in ensuring their resilience. Decentralized supply chains, however, must rely upon the self-interest of their…

Computer Science and Game Theory · Computer Science 2020-01-15 Victor Amelkin , Rakesh Vohra

We consider a monopolistic seller in a market that may be segmented. The surplus of each consumer in a segment depends on the price that the seller optimally charges, which depends on the set of consumers in the segment. We study which…

Theoretical Economics · Economics 2022-10-25 Nima Haghpanah , Ron Siegel

Platform giants in China have operated with persistently compressed margins in highly concentrated markets for much of the past decade, despite market shares exceeding 60\% in core segments. Standard theory predicts otherwise: either the…

Theoretical Economics · Economics 2026-01-23 Liang Chen

The equity risk premium puzzle is that the return on equities has far exceeded the average return on short-term risk-free debt and cannot be explained by conventional representative-agent consumption based equilibrium models. We review a…

General Finance · Quantitative Finance 2019-09-18 Ravi Kashyap

We consider a discrete-time model of a financial market where a risky asset is bought and sold with transactions having a transient price impact. It is shown that the corresponding utility maximization problem admits a solution. We manage…

Portfolio Management · Quantitative Finance 2025-11-18 Lóránt Nagy , Miklós Rásonyi

We study the problem of decentralized secondary frequency regulation in power networks where ancillary services are provided via on-off load-side participation. We initially consider on-off loads that switch when prescribed frequency…

Optimization and Control · Mathematics 2019-09-17 Andreas Kasis , Nima Monshizadeh , Ioannis Lestas

Aggregators are playing an increasingly crucial role in the integration of renewable generation in power systems. However, the intermittent nature of renewable generation makes market interactions of aggregators difficult to monitor and…

Computer Science and Game Theory · Computer Science 2016-06-22 Navid Azizan Ruhi , Krishnamurthy Dvijotham , Niangjun Chen , Adam Wierman

This paper investigates the role of a transmission system operator within a carbon footprint reduction strategy incorporating carbon taxes and renewable energy generation subsidies in the decentralised energy market. This is achieved via an…

Optimization and Control · Mathematics 2024-04-03 Nikita Belyak , Steven A. Gabriel , Nikolay Khabarov , Fabricio Oliveira

This paper introduces the distributionally robust random utility model (DRO-RUM), which allows the preference shock (unobserved heterogeneity) distribution to be misspecified or unknown. We make three contributions using tools from the…

Theoretical Economics · Economics 2023-03-13 David Müller , Emerson Melo , Ruben Schlotter

The deployment of distributed photovoltaics (PV) in low-voltage networks may cause technical issues such as voltage rises, line ampacity violations, and transformer overloading for distribution system operators (DSOs). These problems may…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Jordan Holweger , Christophe Ballif , Nicolas Wyrsch

The energy transition is causing many stability-related challenges for power systems. Transient stability refers to the ability of a power grid's bus angles to retain synchronism after the occurrence of a major fault. In this paper a…

Optimization and Control · Mathematics 2021-01-12 Tim Aschenbruck , Willem Esterhuizen , Stefan Streif

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

Computer Science and Game Theory · Computer Science 2017-04-11 Shuchi Chawla , Nikhil R. Devanur , Alexander E. Holroyd , Anna Karlin , James Martin , Balasubramanian Sivan

Maintaining system balance becomes increasingly challenging as market design and grid capacity enhancement lag behind the growing share of renewables, requiring greater effort from both the transmission system operator (TSO) and the Balance…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Hang Thanh Nguyen , Bart Van Der Holst , Phuong Hong Nguyen , Koen Kok

As the amount of volatile, renewable energy sources in power distribution grids is increasing, the stability of the latter is a vital aspect for grid operators. Within the STABEEL project, the authors develop rules on how to parametrize the…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Sebastian Krahmer , Stefan Ecklebe , Peter Schegner , Klaus Röbenack

80% of all Renewable Energy Power in Germany is installed in tree-like distribution grids. Intermittent power fluctuations from such sources introduce new dynamics into the lower grid layers. At the same time, distributed resources will…

Physics and Society · Physics 2017-10-11 Sabine Auer , Frank Hellmann , Marie Krause , Jürgen Kurths

The shift towards an energy Grid dominated by prosumers (consumers and producers of energy) will inevitably have repercussions on the distribution infrastructure. Today it is a hierarchical one designed to deliver energy from large scale…

Physics and Society · Physics 2015-03-19 Giuliano Andrea Pagani , Marco Aiello

Recently there have been several historical changes in electricity networks that necessitate the development of Demand Side Management (DSM). The main objective of DSM is to achieve an aggregated consumption pattern that is efficient in…

Computer Science and Game Theory · Computer Science 2019-02-26 Georgios Tsaousoglou , Konstantinos Steriotis , Nikolaos Efthymiopoulos , Konstantinos Smpoukis , Emmanouel Varvarigos
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