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Electricity markets typically clear in two stages: a day-ahead market and a real-time market. In this paper, we propose market mechanisms for a two-stage multi-interval electricity market with energy storage, generators, and demand…

Optimization and Control · Mathematics 2024-03-08 Rajni Kant Bansal , Enrique Mallada , Patricia Hidalgo-Gonzalez

Many companies rely on advertising platforms such as Google, Facebook, or Instagram to recruit a large and diverse applicant pool for job openings. Prior works have shown that equitable bidding may not result in equitable outcomes due to…

Computers and Society · Computer Science 2023-05-24 Inbal Livni Navon , Charlotte Peale , Omer Reingold , Judy Hanwen Shen

We consider a dynamic pricing problem for repeated contextual second-price auctions with multiple strategic buyers who aim to maximize their long-term time discounted utility. The seller has limited information on buyers' overall demand…

Machine Learning · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that…

Systems and Control · Electrical Eng. & Systems 2021-12-21 Pegah Rokhforoz , Olga Fink

Integrating volatile renewable energy resources into the bulk power grid is challenging, due to the reliability requirement that at each instant the load and generation in the system remain balanced. In this study, we tackle this challenge…

Systems and Control · Computer Science 2016-11-17 Miao He , Sugumar Murugesan , Junshan Zhang

In this paper, we propose a novel sealed-bid auction framework to address the problem of dynamic spectrum allocation in cognitive radio (CR) networks. We design an optimal auction mechanism that maximizes the moderator's expected utility,…

Networking and Internet Architecture · Computer Science 2015-11-16 V. Sriram Siddhardh Nadendla , Swastik Brahma , Pramod K. Varshney

In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…

Computer Science and Game Theory · Computer Science 2022-11-14 MohammadTaghi Hajiaghayi , Max Springer

It has been shown that the heating, ventilation, and air conditioning (HVAC) systems of commercial buildings can offer ancillary services to power systems without loss of comfort. In this paper, we propose a new control framework for…

Systems and Control · Computer Science 2016-11-15 Evangelos Vrettos , Frauke Oldewurtel , Göran Andersson

As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-25 Linggao Kong , Yuedong Xu , Lei Jiao , Chuan Xu

In this work, we propose distributed and networked energy management scenarios to optimize the production and reservation of energy among a set of distributed energy nodes. In other words, the idea is to optimally allocate the generated and…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Mohammadreza Doostmohammadian

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

Machine Learning · Computer Science 2021-04-08 Yinglun Li , Nanpeng Yu , Wei Wang

The increasing challenges to the grid stability posed by the penetration of renewable energy resources urge a more active role for demand response programs as viable alternatives to a further expansion of peak power generators. This work…

Optimization and Control · Mathematics 2023-06-28 Danial Ramin , Stefano Spinelli , Alessandro Brusaferri

Problem definition: In many matching markets, some agents are fully flexible, while others only accept a subset of jobs. For example, ridesharing drivers can specify on the platform the destinations they are willing to accept. Conventional…

Computer Science and Game Theory · Computer Science 2026-01-30 Chiwei Yan , Francisco Castro , Peter Frazier , Hongyao Ma , Hamid Nazerzadeh

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

This paper presents a hierarchical two-stage framework for multi-robot task allocation and trajectory optimization in asymmetric task spaces: (1) a sequential auction allocates tasks using closed-form bid functions, and (2) each robot…

Robotics · Computer Science 2026-03-24 Jiachen Li , Soovadeep Bakshi , Jian Chu , Shihao Li , Dongmei Chen

Setting an effective reserve price for strategic bidders in repeated auctions is a central question in online advertising. In this paper, we investigate how to set an anonymous reserve price in repeated auctions based on historical bids in…

Computer Science and Game Theory · Computer Science 2021-07-13 Zhe Feng , Sébastien Lahaie

To ensure security of supply in the power sector, many countries are already using or discussing the introduction of capacity mechanisms. Two main types of such mechanisms include capacity markets and capacity reserves. Simultaneously, the…

General Economics · Economics 2025-06-18 Franziska Klaucke , Karsten Neuhoff , Alexander Roth , Wolf-Peter Schill , Leon Stolle

This paper presents an integrated model for bidding energy storage in day-ahead and real-time markets to maximize profits. We show that in integrated two-stage bidding, the real-time bids are independent of day-ahead settlements, while the…

Optimization and Control · Mathematics 2024-04-30 Saud Alghumayjan , Jiajun Han , Ningkun Zheng , Ming Yi , Bolun Xu

Artificial intelligence (AI) is transforming financial planning by expanding access, lowering costs, and enabling dynamic, data-driven advice. Yet without clear safeguards, digital platforms risk reproducing longstanding market…

General Economics · Economics 2025-09-15 Runhuan Feng , Hong Li , Ming Liu

The development of renewable energy generation empowers microgrids to generate electricity to supply itself and to trade the surplus on energy markets. To minimize the overall cost, a microgrid must determine how to schedule its energy…

Systems and Control · Electrical Eng. & Systems 2020-07-10 Guanyu Gao , Yonggang Wen , Xiaohu Wu , Ran Wang
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