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In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage…
We design an optimal contract between a demand response aggregator (DRA) and a customer for incentive-based demand response. We consider a setting in which the customer is asked to reduce her consumption by the DRA and she is compensated…
The widespread diffusion of distributed energy resources, especially those based on renewable energy, and energy storage devices has deeply modified power systems. As a consequence, demand response, the ability of customers to respond to…
In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…
Volatile electricity prices make demand response (DR) attractive for processes that can modulate their production rate. However, if nonlinear dynamic processes must be scheduled simultaneously with their local multi-energy system, the…
Baseline estimation is critical to Demand Response (DR) settlement in electricity markets, yet existing machine learning methods remain limited in predictive performance, while methodologies from causal inference and counterfactual…
One of the significant challenges to generating value-aligned behavior is to not only account for the specified user objectives but also any implicit or unspecified user requirements. The existence of such implicit requirements could be…
Burstable billing is widely adopted in practice, e.g., by colocation data center providers, to charge for their users, e.g., data centers, for data transferring. However, there is still a lack of research on what the best way is for a user…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…
We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…
Demand response providers (DRPs) are intermediaries between the upper-level distribution system operator and the lower-level participants in demand response (DR) programs. Usually, DRPs act as leaders and determine electricity pricing…
Most recent research in network revenue management incorporates choice behavior that models the customers' buying logic. These models are consequently more complex to solve, but they return a more robust policy that usually generates better…
This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…
We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…
Many marketing applications, including credit card incentive programs, offer rewards to customers who exceed specific spending thresholds to encourage increased consumption. Quantifying the causal effect of these thresholds on customers is…
Most demand management approaches with non-mandatory policies assume full users' cooperation, which may not be the case given users' beliefs, needs and preferences. In this paper we propose a mechanism for demand management including…
With the continuous increase in the penetration of renewable energy in the emerging power systems, the pressure on system peak regulation has been significantly intensified. Against this backdrop, demand side resources particularly air…
Selecting customers for demand response programs is challenging and existing methodologies are hard to scale and poor in performance. The existing methods were limited by lack of temporal consumption information at the individual customer…
An important question that often arises in the operation of networked systems is whether to collect the real-time data or to estimate them based on the previously collected data. Various factors should be taken into account such as how…
Unexpected loads in Cloud data centers may trigger overloaded situation and performance degradation. To guarantee system performance, cloud computing environment is required to have the ability to handle overloads. The existing approaches,…