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A decision maker's utility depends on her action $a\in A \subset \mathbb{R}^d$ and the payoff relevant state of the world $\theta\in \Theta$. One can define the value of acquiring new information as the difference between the maximum…

Theoretical Economics · Economics 2021-05-04 Farzad Pourbabaee

A buyer wishes to purchase a durable good from a seller who in each period chooses a mechanism under limited commitment. The buyer's valuation is binary and fully persistent. We show that posted prices implement all equilibrium outcomes of…

Theoretical Economics · Economics 2021-06-01 Laura Doval , Vasiliki Skreta

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

Machine Learning · Computer Science 2020-10-15 Ankur Verma

This paper presents some considerations regarding the prediction of the electrical energy consumption. It is well known that the central element of a microeconomic analysis is represented by the economical agents actions, actions that…

Systems and Control · Computer Science 2018-03-28 Cristian Vasar , Octavian Prostean , Ioan Filip , Iosif Szeidert

We study a dynamic generalization of stochastic rationality in consumer behavior, the Dynamic Random Utility Model (DRUM). Under DRUM, a consumer draws a utility function from a stochastic utility process and maximizes this utility subject…

Theoretical Economics · Economics 2022-04-18 Nail Kashaev , Victor H. Aguiar

Active inference, a corollary of the free energy principle, is a formal way of describing the behavior of certain kinds of random dynamical systems that have the appearance of sentience. In this chapter, we describe how active inference…

Machine Learning · Statistics 2021-10-11 Noor Sajid , Lancelot Da Costa , Thomas Parr , Karl Friston

Using hourly energy consumption data recorded by smart meters, retailers can estimate the day-ahead energy consumption of their customer portfolio. Deep neural networks are especially suited for this task as a huge amount of historical…

Signal Processing · Electrical Eng. & Systems 2021-10-06 Oliver Mey , André Schneider , Olaf Enge-Rosenblatt , Yesnier Bravo , Pit Stenzel

We study the impact of end-user behavior on user/network association in a HetNet with multiple service providers (SPs). Specifically, we consider the uncertainty in the service guarantees offered by SPs in a HetNet, and use Prospect Theory…

Networking and Internet Architecture · Computer Science 2018-06-11 Mohammad Yousefvand , Mohammad Hajimirsadeghi , Narayan B. Mandayam

The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or…

Machine Learning · Computer Science 2020-07-17 Michela Moschella , Mauro Tucci , Emanuele Crisostomi , Alessandro Betti

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

Theoretical Economics · Economics 2025-06-24 Tan Gan , Nicholas Wu

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

We study the impact of end-user behavior on service provider (SP) bidding and user/network association in a HetNet with multiple SPs while considering the uncertainty in the service guarantees offered by the SPs. Using Prospect Theory (PT)…

Systems and Control · Electrical Eng. & Systems 2019-09-13 Mohammad Yousefvand , Narayan Mandayam

Electricity is typically traded in day-ahead auctions because many power system decisions, such as unit commitment, must be made in advance. However, when wind and solar generators sell power one day ahead, they face uncertainty about their…

General Economics · Economics 2026-04-16 Thomas Hübner

Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can also strategically manipulate their feature…

Machine Learning · Statistics 2024-06-27 Pangpang Liu , Zhuoran Yang , Zhaoran Wang , Will Wei Sun

Prosumer consortium energy transactive models can be one of the solutions for energy costs, increasing performance and for providing reliable electricity utilizing distributed power generation, to a local group or community, like a…

Systems and Control · Electrical Eng. & Systems 2021-07-02 Kaung Si Thu , Weerakorn Ongsakul

As the number of prosumers with distributed energy resources (DERs) grows, the conventional centralized operation scheme may suffer from conflicting interests, privacy concerns, and incentive inadequacy. In this paper, we propose an energy…

Computer Science and Game Theory · Computer Science 2022-06-29 Yue Chen , Changhong Zhao , Steven H. Low , Adam Wierman

This study investigates long-term investment decisions in distributed photovoltaic panels by individual investors. We consider a setting where investment decisions are driven by expected revenue from participating in short-term electricity…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Mehdi Davoudi , Junjie Qin , Xiaojun Lin

Many residential prosumers exhibit a high price-tolerance for household electricity bills and a low response to price incentives. This is because the household electricity bills are not inherently high, and the potential for saving on…

Systems and Control · Electrical Eng. & Systems 2025-01-15 Xin Lu , Jing Qiu , Cuo Zhang , Gang Lei , Jianguo Zhu

Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative…

Artificial Intelligence · Computer Science 2018-09-07 Heinke Hihn , Sebastian Gottwald , Daniel A. Braun

This paper deals with the control of pumps in large-scale water distribution networks with the aim of minimizing economic costs while satisfying operational constraints. Finding a control algorithm in combination with a model that can be…

Systems and Control · Electrical Eng. & Systems 2023-02-01 Mirhan Ürkmez , Carsten Kallesøe , Jan Dimon Bendtsen , John Leth