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We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online based on the data observed in the…

Computer Science and Game Theory · Computer Science 2021-07-14 Orcun Karaca , Pier Giuseppe Sessa , Anna Leidi , Maryam Kamgarpour

We introduce the problem of groundwater trading, capturing the emergent groundwater market setups among stakeholders in a given groundwater basin. The agents optimize their production, taking into account their available water rights, the…

General Finance · Quantitative Finance 2025-01-27 Igor Cialenco , Michael Ludkovski

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

Multiagent Systems · Computer Science 2023-05-16 Yue Chen , Peng Yi

We study the impact of transition scenario uncertainty, namely that of future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To this end, we develop a theory of optimal stopping mean-field…

Optimization and Control · Mathematics 2023-12-29 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although evidence suggests that HFT increases the efficiency of…

Trading and Market Microstructure · Quantitative Finance 2013-11-19 Benjamin Myers , Austin Gerig

We propose a market designed using game theory to optimally utilize the flexibility of distributed energy resources (DERs) like solar, batteries, electric vehicles, and flexible loads. Market agents perform multiperiod optimization to…

Systems and Control · Electrical Eng. & Systems 2025-02-07 Vineet Jagadeesan Nair , Anuradha Annaswamy

Competitive equilibrium is a central concept in economics with numerous applications beyond markets, such as scheduling, fair allocation of goods, or bandwidth distribution in networks. Computation of competitive equilibria has received a…

Computer Science and Game Theory · Computer Science 2018-04-24 Yun Kuen Cheung , Martin Hoefer , Paresh Nakhe

This paper examines how data inputs shape competition among artificial intelligences (AIs) in pricing games. The dataset assigns labels to consumers and divides them into different markets, thereby inducing multimarket contact among AIs. We…

General Economics · Economics 2025-12-30 Zhang Xu , Mingsheng Zhang , Wei Zhao

Transient stability and critical clearing time (CCT) are important concepts in power system protection and control. This paper explores and compares various learning-based methods for predicting CCT under uncertainties arising from…

Systems and Control · Electrical Eng. & Systems 2024-09-05 Xingjian Wu , Xiaoting Wang , Xiaozhe Wang , Peter E. Caines , Jingyu Liu

Microgrids are self-sufficient small-scale power grid systems that can employ renewable generation sources and energy storage devices and can connect to the main grid or operate in a stand-alone mode. Most research on energy-storage…

Systems and Control · Computer Science 2017-02-06 Lu An , Jie Duan , Yuan Zhang , Mo-Yuen Chow , Alexandra Duel-Hallen

Intraday electricity markets play an increasingly important role in balancing the intermittent generation of renewable energy resources, which creates a need for accurate probabilistic price forecasts. However, research to date has focused…

Statistical Finance · Quantitative Finance 2025-04-15 Simon Hirsch , Florian Ziel

As renewable energy integration increases supply variability, battery energy storage systems (BESS) present a viable solution for balancing supply and demand. This paper proposes a novel approach for optimizing battery BESS participation in…

Computational Finance · Quantitative Finance 2025-10-06 Yiming Zhang , Wolfgang Ridinger , David Wozabal

We introduce a variant of transition systems, where activation of transitions depends on conditions of the environment and upgrades during runtime potentially create additional transitions. Using a cornerstone result in lattice theory, we…

Software Engineering · Computer Science 2017-06-09 Harsh Beohar , Barbara König , Sebastian Küpper , Alexandra Silva

With the deregulation of power industry, large power users can buy electricity directly from power producers. For trades between different regional markets, it is necessary to research on the method to find the cheapest route for power…

Optimization and Control · Mathematics 2017-11-08 Xue Tai , Hongbin Sun , Qinglai Guo , Zihao Li

This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of…

Systems and Control · Computer Science 2017-08-10 Burak Demirel , Alex S. Leong , Vijay Gupta , Daniel E. Quevedo

Networked control system (NCS) refer to a set of control loops that are closed over a communication network. In this article, the joint operation of control and networking for NCS is investigated wherein the network serves the…

Systems and Control · Electrical Eng. & Systems 2019-10-11 Markus Klügel , Mohammad H. Mamduhi , Onur Ayan , Mikhail Vilgelm , Karl H. Johansson , Sandra Hirche , Wolfgang Kellerer

We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…

Multiagent Systems · Computer Science 2014-02-18 Minghui Zhu , Michael Otte , Pratik Chaudhari , Emilio Frazzoli

The problem of multi-area interchange scheduling in the presence of stochastic generation and load is considered. A new interchange scheduling technique based on a two-stage stochastic minimization of overall expected operating cost is…

Systems and Control · Computer Science 2016-01-12 Yuting Ji , Tongxin Zheng , Lang Tong

Dynamic time-division duplexing (TDD) enables independent uplink/downlink mode scheduling at each cell, based on the local traffic. However, this creates cross-interference among cells. Thus, the joint power allocation and scheduling…

Signal Processing · Electrical Eng. & Systems 2021-04-27 Chandan Kumar Sheemar , Leonardo Badia , Stefano Tomasin

Multi-task learning (MTL) is an active field in deep learning in which we train a model to jointly learn multiple tasks by exploiting relationships between the tasks. It has been shown that MTL helps the model share the learned features…

Computer Vision and Pattern Recognition · Computer Science 2021-11-30 Akihiro Nakano , Shi Chen , Kazuyuki Demachi