English
Related papers

Related papers: Coordinated Transaction Scheduling in Multi-Area E…

200 papers

Designing effective incentive mechanisms in mobile crowdsensing (MCS) networks is crucial for engaging distributed mobile users (workers) to contribute heterogeneous data for various applications (tasks). In this paper, we propose a novel…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-01 Houyi Qi , Minghui Liwang , Xianbin Wang , Liqun Fu , Yiguang Hong , Li Li , Zhipeng Cheng

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the…

Statistical Finance · Quantitative Finance 2022-09-13 Tianyu Cui , Francesco Caravelli , Cozmin Ududec

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

Transmission expansion planning in electricity markets is tightly coupled with the strategic bidding behaviors of generation companies. This paper proposes a Reinforcement Learning (RL)-based co-optimization framework that simultaneously…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Tomonari Kanazawa , Hikaru Hoshino , Eiko Furutani

Financial transmission right (FTR) is an important tool and an especially feature for stopping congestion charges in restructured electricity markets. Participants in the transmission market as players are assumed to be a generation company…

Computer Science and Game Theory · Computer Science 2019-02-26 Saeed Ahmadian , Ramin Farajifijani

We consider the scenario where $N$ utilities strategically bid for electricity in the day-ahead market and balance the mismatch between the committed supply and actual demand in the real-time market, with uncertainty in demand and local…

Systems and Control · Electrical Eng. & Systems 2021-09-15 Tianyu Zhao , Hanling Yi , Minghua Chen , Chenye Wu , Yunjian Xu

We consider the problem of how multiple areas should jointly cover congestion rents of internal and tie-lines in an interconnected power system. A key issue of our concern is the loop flow problem, which represents discrepancies between…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Hao Liu , Ye Guo , Haitian Liu , Hongbin Sun

Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…

Computer Science and Game Theory · Computer Science 2025-06-24 Martin Bichler , Julius Durmann , Matthias Oberlechner

This paper introduces a consensus-based generalized multi-population aggregative game coordination approach with application to electric vehicles charging under transmission line constraints. The algorithm enables agents to seek an…

Systems and Control · Electrical Eng. & Systems 2023-10-19 Mahsa Ghavami , Babak Ghaffarzadeh Bakhshayesh , Mohammad Haeri , Giacomo Como , Hamed Kebriaei

We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the…

General Economics · Economics 2022-12-01 Leonardo Massai , Giacomo Como , Fabio Fagnani

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

Uncertainty in the output power of large-scale wind power plants (WPPs) can face the electricity market players with undesirable profit variations. Market players can hedge themselves against these risks by participating in forward…

Systems and Control · Electrical Eng. & Systems 2023-10-16 Mohsen Banaei , Majid Oloomi Buygi , Hani Raouf-Sheybani , Razgar Ebrahimy , Henrik Madsen

We consider a sequential decision model over multi-tier supply chain networks and show that in particular, for series parallel networks, there is a unique equilibrium. We provide a linear time algorithm to compute the equilibrium and study…

Computer Science and Game Theory · Computer Science 2020-09-29 Tao Jiang , Young-San Lin , Thanh Nguyen

The ATLAS model simulates the various stages of the electricity market chain in Europe, including the formulation of offers by different market actors, the coupling of European markets, strategic optimization of production portfolios and,…

General Economics · Economics 2024-02-21 Florent Cogen , Emily Little , Virginie Dussartre , Quentin Bustarret

Multi-agent systems (MAS) are increasingly applied to complex task allocation in two-sided markets, where agents such as companies and customers interact dynamically. Traditional company-led Stackelberg game models, where companies set…

Computer Science and Game Theory · Computer Science 2025-01-24 Jianglin Qiao , Zehong Cao , Dave de Jonge , Ryszard Kowalczyk

The community integrated energy system (CIES) is an essential energy internet carrier that has recently been the focus of much attention. A scheduling model based on chance-constrained programming is proposed for integrated demand response…

Systems and Control · Electrical Eng. & Systems 2022-03-17 Yang Li , Bin Wang , Zhen Yang , Jiazheng Li , Guoqing Li

The advent of intelligent agents who produce and consume energy by themselves has led the smart grid into the era of "prosumer", offering the energy system and customers a unique opportunity to revaluate/trade their spot energy via a…

Optimization and Control · Mathematics 2019-06-25 Yue Chen , Shengwei Mei , Wei Wei , Steven H. Low , Adam Wierman , Feng Liu

Wind energy has been increasingly adopted to mitigate climate change. However, the variability of wind energy causes wind curtailment, resulting in considerable economic losses for wind farm owners. Wind curtailment can be reduced using…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Jinhao Li , Changlong Wang , Hao Wang

We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…

Trading and Market Microstructure · Quantitative Finance 2023-03-24 Eyal Neuman , Moritz Voß

This study investigates the efficiency and effectiveness of an area-based tradable credit scheme (TCS) using the trip-based Macroscopic Fundamental Diagram model for the morning commute problem. In the proposed TCS, the regulator…

Computer Science and Game Theory · Computer Science 2022-06-06 Renming Liu , Siyu Chen , Yu Jiang , Ravi Seshadri , Moshe E. Ben-Akiva , Carlos Lima Azevedo