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We study the problem of designing autonomous agents that can learn to cooperate effectively with a potentially suboptimal partner while having no access to the joint reward function. This problem is modeled as a cooperative episodic…

Machine Learning · Computer Science 2022-06-14 Thomas Kleine Buening , Anne-Marie George , Christos Dimitrakakis

We propose a method for learning decision-makers' behavior in routing problems using Inverse Optimization (IO). The IO framework falls into the supervised learning category and builds on the premise that the target behavior is an optimizer…

Optimization and Control · Mathematics 2024-06-21 Pedro Zattoni Scroccaro , Piet van Beek , Peyman Mohajerin Esfahani , Bilge Atasoy

This paper presents the power management of the nanogrid clusters assisted by a novel peer-to-peer(P2P) electricity trading. In our work, unbalance of power consumption among clusters is mitigated by the proposed P2P trading method. For…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Sangkeum Lee , Hojun Jin , Luiz Felipe Vecchietti , Junhee Hong , Ki-Bum Park , Dongsoo Har

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

Energy market rules should incentivize market participants to behave in a market and grid conform way. However, they can also provide incentives for undesired and unexpected strategies if the market design is flawed. Multi-agent…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Thomas Wolgast , Astrid Nieße

The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…

Systems and Control · Electrical Eng. & Systems 2021-08-25 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…

Data Structures and Algorithms · Computer Science 2022-09-20 Yanfang Mo , Qiulin Lin , Minghua Chen , Si-Zhao Joe Qin

Online Peer to Peer Lending (P2PL) systems connect lenders and borrowers directly, thereby making it convenient to borrow and lend money without intermediaries such as banks. Many recommendation systems have been developed for lenders to…

General Finance · Quantitative Finance 2019-07-29 Ke Ren , Avinash Malik

With the sustained attention on carbon neutrality, the personal carbon trading (PCT) scheme has been embraced as an auspicious paradigm for scaling down carbon emissions. To facilitate the simultaneous clearance of energy and carbon…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Yuanxi Wu , Zhi Wu , Wei Gu , Zheng Xu , Shu Zheng , Qirun Sun

There is an increasing demand for P2P streaming in particular for layered video. In this category of applications, the stream is composed of hierarchically encoded sub-streams layers namely the base layer and enhancements layers. We…

Networking and Internet Architecture · Computer Science 2014-01-24 Abbas Bradai , Toufik Ahmed

This paper proposes an analytical framework for peer-to-peer (P2P) networks and introduces schemes for building P2P networks to approach the minimum weighted average download time (WADT). In the considered P2P framework, the server, which…

Networking and Internet Architecture · Computer Science 2008-11-26 Bike Xie , Mihaela van der Schaar , Richard D. Wesel

Price based demand response schemes may significantly improve power system efficiency. Additionally, it is desired that such schemes yield improved power operation, by reducing the peak consumption. This paper proposes the Intraday Block…

Optimization and Control · Mathematics 2023-01-31 Carolina Cortez , Andreas Kasis , Dimitrios Papadaskalopoulos , Stelios Timotheou

We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…

Optimization and Control · Mathematics 2025-05-22 Ke Ren , Peyman Mohajerin Esfahani , Angelos Georghiou

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…

Computational Finance · Quantitative Finance 2017-12-14 Igor Halperin

Integrating Distributed Energy Resources (DERs) with peer-to-peer (P2P) energy trading offers promising solutions for grid modernization by incentivizing prosumers to participate in mitigating peak demand. However, this integration also…

Optimization and Control · Mathematics 2025-07-18 Amir Noori , Babak Tavassoli , Alireza Fereidunian

As the penetration of distributed energy resources in the residential sector increases, the scope for sharing arrangements expands. We model a peer-to-peer rental market for rooftop solar and energy storage in the residential sector, with…

Computational Engineering, Finance, and Science · Computer Science 2018-09-18 Siddharth Patel , Ram Rajagopal

Coactive learning is an online problem solving setting where the solutions provided by a solver are interactively improved by a domain expert, which in turn drives learning. In this paper we extend the study of coactive learning to problems…

Machine Learning · Computer Science 2014-04-23 Robby Goetschalckx , Alan Fern , Prasad Tadepalli

In replacing fossil fuels with renewable energy resources for carbon neutrality, the unbalanced resource production of intermittent wind and photovoltaic (PV) power is a critical issue for peer-to-peer (P2P) power trading. To address this…

Machine Learning · Computer Science 2023-01-03 Sangkeum Lee , Sarvar Hussain Nengroo , Hojun Jin , Taewook Heo , Yoonmee Doh , Chungho Lee , Dongsoo Har

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the…

Trading and Market Microstructure · Quantitative Finance 2018-11-27 René Aïd , Pierre Gruet , Huyên Pham

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

Trading and Market Microstructure · Quantitative Finance 2020-04-14 Ioannis Boukas , Damien Ernst , Thibaut Théate , Adrien Bolland , Alexandre Huynen , Martin Buchwald , Christelle Wynants , Bertrand Cornélusse