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Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price formation and groundwater pumping strategies in a closed…

Trading and Market Microstructure · Quantitative Finance 2026-05-27 Igor Cialenco , Michael Ludkovski

Within the context of renewable energy communities, this paper focuses on optimal operation of producers equipped with energy storage systems in the presence of demand response. A novel strategy for optimal scheduling of the storage systems…

Optimization and Control · Mathematics 2025-03-11 Gianni Bianchini , Marco Casini , Milad Gholami

Algorithms and models based on game theory have nowadays become prominent techniques for the design of digital controllers for critical systems. Indeed, such techniques enable automatic synthesis: given a model of the environment and a…

Computer Science and Game Theory · Computer Science 2016-08-03 Thomas Brihaye , Amit Kumar Dhar , Gilles Geeraerts , Axel Haddad , Benjamin Monmege

In multi-rate IEEE 802.11 WLANs, the traditional user association based on the strongest received signal and the well known anomaly of the MAC protocol can lead to overloaded Access Points (APs), and poor or heterogeneous performance. Our…

Computer Science and Game Theory · Computer Science 2016-05-03 Mikael Touati , Rachid El-Azouzi , Marceau Coupechoux , Eitan Altmanand Jean-Marc Kelif

We present new coordination mechanisms for scheduling selfish jobs on $m$ unrelated machines. A coordination mechanism aims to mitigate the impact of selfishness of jobs on the efficiency of schedules by defining a local scheduling policy…

Computer Science and Game Theory · Computer Science 2011-07-12 Ioannis Caragiannis

We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

Theoretical Economics · Economics 2026-01-01 Michele Fabi , Viraj Nadkarni , Leonardo Leone , Matheus X. V. Ferreira

This paper studies how to aggregate prosumers (or large consumers) and their collective decisions in electricity markets, with a focus on fairness. Fairness is essential for prosumers to participate in aggregation schemes. Some prosumers…

Optimization and Control · Mathematics 2024-09-02 Zoé Fornier , Vincent Leclère , Pierre Pinson

We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…

Optimization and Control · Mathematics 2017-10-10 Daniel Huppmann , Sauleh Siddiqui

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

Computer Science and Game Theory · Computer Science 2023-07-26 Duong Nguyen , Langford White , Hung Nguyen

Recent regulation on intraday electricity markets has led to the development of shared order books with the intention to foster competition and increase market liquidity. In this paper, we address the question of the efficiency of such…

Trading and Market Microstructure · Quantitative Finance 2025-09-15 René Aïd , Philippe Bergault , Mathieu Rosenbaum

The wide deployment of distributed renewable energy sources and electric vehicles can help mitigate climate crisis. This necessitates new business models in the power sector to hedge against uncertainties while imposing a strong coupling…

Systems and Control · Electrical Eng. & Systems 2024-02-05 Dongxiang Yan , Tongxin Li , Changhong Zhao , Han Wang , Yue Chen

One of the main challenges in the emerging smart grid is the integration of renewable energy resources (RER). The latter introduces both intermittency and uncertainty into the grid, both of which can affect the underlying energy market. An…

Optimization and Control · Mathematics 2012-01-18 Arman Kiani , Anuradha Annaswamy

Wireless power charging enables portable devices to be permanently unplugged. Due to its low transmission power and low transmission efficiency, it requires much longer time slot to charge users compared with that for data transmission in…

Information Theory · Computer Science 2018-01-23 Yanju Gu

The main goal of a sequential two-stage electricity market -- e.g., day-ahead and real-time markets -- is to operate efficiently. However, the price difference across stages due to inadequate competition and unforeseen circumstances leads…

Optimization and Control · Mathematics 2023-09-19 Rajni Kant Bansal , Yue Chen , Pengcheng You , Enrique Mallada

We introduce the study of designing allocation mechanisms for fairly allocating indivisible goods in settings with interdependent valuation functions. In our setting, there is a set of goods that needs to be allocated to a set of agents…

Computer Science and Game Theory · Computer Science 2023-05-24 Georgios Birmpas , Tomer Ezra , Stefano Leonardi , Matteo Russo

Mechanism design, a branch of economics, aims to design rules that can autonomously achieve desired outcomes in resource allocation and public decision making. The research on mechanism design using machine learning is called automated…

Computer Science and Game Theory · Computer Science 2024-12-17 Tsuyoshi Suehara , Koh Takeuchi , Hisashi Kashima , Satoshi Oyama , Yuko Sakurai , Makoto Yokoo

Coordinated optimization and control of distribution-level assets can enable a reliable and optimal integration of massive amount of distributed energy resources (DERs) and facilitate distribution system management (DSM). Accordingly, the…

Systems and Control · Computer Science 2018-08-15 Kaiqing Zhang , Wei Shi , Hao Zhu , Emiliano Dall'Anese , Tamer Başar

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

Dynamic mechanism design has garnered significant attention from both computer scientists and economists in recent years. By allowing agents to interact with the seller over multiple rounds, where agents' reward functions may change with…

Machine Learning · Computer Science 2022-06-22 Boxiang Lyu , Zhaoran Wang , Mladen Kolar , Zhuoran Yang

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You
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