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We study the price-setting problem of market makers under risk neutrality and perfect competition in continuous time. Thereby we follow the classic Glosten-Milgrom model that defines bid and ask prices as expectations of a true value of the…

Trading and Market Microstructure · Quantitative Finance 2012-10-16 Christoph Kühn , Matthias Riedel

In an edge-cloud system, mobile devices can offload their computation intensive tasks to an edge or cloud server to guarantee the quality of service or satisfy task deadline requirements. However, it is challenging to determine where tasks…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-08 Chuanchao Gao , Aryaman Shaan , Arvind Easwaran

This paper proposes a market clearing mechanism for energy trading in a local transactive market, where each player can participate in the market as seller or buyer and tries to maximize its welfare individually. Market players send their…

Systems and Control · Computer Science 2018-10-29 Mohsen Khorasany , Yateendra Mishra , Gerard Ledwich

Given a batch of human computation tasks, a commonly ignored aspect is how the price (i.e., the reward paid to human workers) of these tasks must be set or varied in order to meet latency or cost constraints. Often, the price is set…

Computer Science and Game Theory · Computer Science 2014-08-28 Yihan Gao , Aditya Parameswaran

Automated Market Makers (AMMs) are used to provide liquidity for combinatorial prediction markets that would otherwise be too thinly traded. They offer both buy and sell prices for any of the doubly exponential many possible securities that…

Computer Science and Game Theory · Computer Science 2025-10-16 Maneesha Papireddygari , Xintong Wang , Bo Waggoner , David M. Pennock

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained…

Machine Learning · Computer Science 2014-02-17 Vassilis Kekatos , Georgios B. Giannakis , Ross Baldick

Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…

Machine Learning · Computer Science 2025-12-16 Bo Tang , Elias B. Khalil , Ján Drgoňa

In this paper, we consider how to partition the parity-check matrices (PCMs) to reduce the hardware complexity and computation delay for the row layered decoding of quasi-cyclic low-density parity-check (QC-LDPC) codes. First, we formulate…

Information Theory · Computer Science 2022-08-30 Teng Lu , Xuan He , Peng Kang , Jiongyue Xing , Xiaohu Tang

Nowadays, it has become feasible to use mobile nodes as contributing entities in computing systems. In this paper, we consider a computational grid in which the mobile devices can share their idle resources to realize parallel processing.…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-20 Jiadi Chen , Qiang Zheng , Hang Long , Wenbo Wang

In this paper a multi-objective mathematical model has been used to optimize grinding parameters include workpiece speed, depth of cut and wheel speed which highly affect the final surface quality. The mathematical model of the optimization…

Other Computer Science · Computer Science 2022-03-15 Meysam Mahjoob

This paper presents a new hybrid classical-quantum approach to solve Mixed Integer Linear Programming (MILP) using neutral atom quantum computations. We apply Benders decomposition (BD) to segment MILPs into a master problem (MP) and a…

Quantum Physics · Physics 2024-07-17 M. Yassine Naghmouchi , Wesley da Silva Coelho

Pricing is an important issue in mobile edge computing. How to appropriately determine the bid of end user (EU) is an incentive factor for edge cloud (EC) to offer service. In this letter, we propose an equilibrium pricing scheme based on…

Computer Science and Game Theory · Computer Science 2024-03-15 Hai Xue , Yun Xia , Di Zhang , Honghua Wei , Xiaolong Xu

Vehicle-to-building (V2B) systems integrate physical infrastructures, such as smart buildings and electric vehicles (EVs) connected to chargers at the building, with digital control mechanisms to manage energy use. By utilizing EVs as…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Rishav Sen , Yunuo Zhang , Fangqi Liu , Jose Paolo Talusan , Ava Pettet , Yoshinori Suzue , Ayan Mukhopadhyay , Abhishek Dubey

Pricing and settlement mechanisms are crucial for efficient re-source allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Hamid Davoudi , Fengyu Wang , Yonghong Chen , Di Shi , Alinson Xavier , Feng Qiu

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

Peer-to-peer (P2P) electricity markets enable prosumers to minimize their costs, which has been extensively studied in recent research. However, there are several challenges with P2P trading when physical network constraints are also…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Hien Thanh Doan , Truong Hoang Bao Huy , Daehee Kim , Hongseok Kim

This paper studies the Graph-Connected Clique-Partitioning Problem (GCCP), a clustering optimization model in which units are characterized by both individual and relational data. This problem, introduced by Benati et al. (2017) under the…

Optimization and Control · Mathematics 2021-04-13 Stefano Benati , Diego Ponce , Justo Puerto , Antonio M. Rodríguez-Chía

The participation of electric vehicle (EV) aggregators in real-time electricity markets offers promising revenue opportunities through price-responsive energy arbitrage. A central challenge in economic bidding lies in quantifying the…

Optimization and Control · Mathematics 2025-10-02 Zhen Zhu , Hongcai Zhang , Yonghua Song

In this paper, we will consider a governance token pricing algorithm that conducts liquidity operations on AMM (CPMM) DEXs (automated market maker decentralized exchanges) with liquidity that belongs to a decentralized autonomous…

Cryptography and Security · Computer Science 2022-03-18 Aleksei Pupyshev , Ilya Sapranidi , Shamil Khalilov

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang