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In this paper, we develop a new method for finding an optimal biddingstrategy in sequential auctions, using a dynamic programming technique. Theexisting method assumes that the utility of a user is represented in anadditive form. Thus, the…

Computer Science and Game Theory · Computer Science 2013-01-14 Hiromitsu Hattori , Makoto Yokoo , Yuko Sakurai , Toramatsu Shintani

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

The arrival of small-scale distributed energy generation in the future smart grid has led to the emergence of so-called prosumers, who can both consume as well as produce energy. By using local generation from renewable energy resources,…

Systems and Control · Computer Science 2016-09-15 Hung Khanh Nguyen , Amin Khodaei , Zhu Han

Demand response (DR) leverages demand-side flexibility, offering a promising approach to enhance market conditions like mitigating wholesale price spikes. However, poorly chosen DR locations can inadvertently increase electricity prices.…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Yufan Zhang , Honglin Wen , Tao Feng , Yize Chen

With the global effort to reduce carbon emissions, clean technologies such as electric vehicles and heat pumps are increasingly introduced into electricity distribution networks. These technologies considerably increase electricity flows…

We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimization problem that is characterized by a set of marginal…

Optimization and Control · Mathematics 2016-07-26 Javier Saez-Gallego , Juan M. Morales

This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…

Optimization and Control · Mathematics 2011-07-25 Ivar Ekeland , Oumar Mbodji , Traian A. Pirvu

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Machine Learning · Statistics 2023-11-29 Xi Chen , David Simchi-Levi , Yining Wang

We consider an increasingly popular demand-response scenario where a user schedules the flexible electric vehicle (EV) charging load in response to real-time electricity prices. The objective is to minimize the total charging cost with user…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Hanling Yi , Qiulin Lin , Minghua Chen

Optimal scheduling of deferrable electrical loads can reshape the aggregated load profile to achieve higher operational efficiency and reliability. This paper studies deferrable load scheduling under demand charge that imposes a penalty on…

Optimization and Control · Mathematics 2021-01-13 Lei Yang , Xinbo Geng , Xiaohong Guan , Lang Tong

Future wireless networks will be characterized by heterogeneous traffic requirements. Such requirements can be low-latency or minimum-throughput. Therefore, the network has to adjust to different needs. Usually, users with low-latency…

Networking and Internet Architecture · Computer Science 2020-11-10 Emmanouil Fountoulakis , Nikolaos Pappas , Anthony Ephremides

Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In…

Optimization and Control · Mathematics 2024-01-30 Alexander Engelmann , Maisa B. Bandeira , Timm Faulwasser

When planning transportation whose operation requires non-consumable resources, the peak demand for allocated resources is often of higher interest than the duration of resource usage. For instance, it is more cost-effective to deliver…

Data Structures and Algorithms · Computer Science 2025-07-16 Mariia Anapolska , Emma Ahrens , Christina Büsing , Felix Engelhardt , Timo Gersing , Corinna Mathwieser , Sabrian Schmitz , Sophia Wrede

Despite the success of demand response programs in retail electricity markets in reducing average consumption, the random responsiveness of consumers to price event makes their efficiency questionable to achieve the flexibility needed for…

Optimization and Control · Mathematics 2019-05-28 René Aïd , Dylan Possamaï , Nizar Touzi

The fluctuations of electricity prices in demand response schemes and intermittency of renewable energy supplies necessitate the adoption of energy storage in microgrids. However, it is challenging to design effective real-time energy…

Data Structures and Algorithms · Computer Science 2017-09-25 Chi-Kin Chau , Guanglin Zhang , Minghua Chen

In this paper, we adopt constrastive explanations within an end-user application for temporal planning of smart homes. In this application, users have requirements on the execution of appliance tasks, pay for energy according to dynamic…

Artificial Intelligence · Computer Science 2024-09-23 Xiaowei Liu , Kevin McAreavey , Weiru Liu

Demand side management (DSM) is a key solution for reducing the peak-time power consumption in smart grids. To provide incentives for consumers to shift their consumption to off-peak times, the utility company charges consumers differential…

Systems and Control · Computer Science 2013-11-11 Linqi Song , Yuanzhang Xiao , Mihaela van der Schaar

We formulate optimization problems to study how data centers might modulate their power demands for cost-effective operation taking into account three key complex features exhibited by real-world electricity pricing schemes: (i)…

Systems and Control · Computer Science 2013-09-05 Cheng Wang , Bhuvan Urgaonkar , Qian Wang , George Kesidis , Anand Sivasubramaniam

We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. The problem arises from parameter estimation in switching…

Methodology · Statistics 2024-03-05 Jeongmin Han , Juha Karvanen , Mikko Parviainen

Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…

Applications · Statistics 2024-07-03 Lauri Valkonen , Santtu Tikka , Jouni Helske , Juha Karvanen