Related papers: Strategic Liquidity Provision in Uniswap v3
In this paper, we analyze a round-based pricing scheme that encourages favorable behavior from users of real-time P2P applications like P2PTV. In the design of pricing schemes, we consider price to be a function of usage and capacity of…
The optimal selection, sizing, and location of small-scale technologies within a grid-connected distributed energy system (DES) can contribute to reducing carbon emissions, consumer costs, and network imbalances. This is the first study to…
We address the optimal design of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local…
In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…
There is growing interest in the use of grid-level storage to smooth variations in supply that are likely to arise with increased use of wind and solar energy. Energy arbitrage, the process of buying, storing, and selling electricity to…
Throughput optimal scheduling policies in general require the solution of a complex and often NP-hard optimization problem. Related literature has shown that in the context of time-varying channels, randomized scheduling policies can be…
In this paper, we study the optimal control problem for a company whose surplus process evolves as an upward jump diffusion with random return on investment. Three types of practical optimization problems faced by a company that can control…
Large, spatially flexible electricity consumers such as data centers can reallocate demand across locations, influencing dispatch and prices in wholesale electricity markets. While flexible load is often assumed to improve system…
We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses energy consumption, energy production and storage capacities…
Serverless computing platforms currently rely on basic pricing schemes that are static and do not reflect customer feedback. This leads to significant inefficiencies from a total utility perspective. As one of the fastest-growing cloud…
Concentrated-liquidity automated market makers (CLAMMs), as exemplified by Uniswap v3, are now a common primitive in decentralized finance frameworks. Their design combines continuous trading on constant-function curves with discrete tick…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
We consider the canonical (quantity-based) network revenue management problem, where a firm accepts or rejects incoming customer requests irrevocably in order to maximize expected revenue given limited resources. Due to the curse of…
The increased volatility of markets and the pressing need for resource sustainability are driving supply chains towards more agile, distributed, and dynamic designs. Motivated by the Physical Internet initiative, we introduce the Dynamic…
We consider the scheduling of multiple tasks with pre-determined deadlines under random processing cost. This problem is motivated by the potential of large scale adoption of plug-in (hybrid) electric vehicles (PHEVs) in the near future.…
We study the pricing problem faced by a firm that sells a large number of products, described via a wide range of features, to customers that arrive over time. Customers independently make purchasing decisions according to a general choice…
In this paper, we study a class of revenue management problems where the decision maker aims to maximize the total revenue subject to budget constraints on multiple type of resources over a finite horizon. At each time, a new…
In this paper we modify a fast heuristic solver for the Linear Sum Assignment Problem (LSAP) for use on Graphical Processing Units (GPUs). The motivating scenario is an industrial application for P2P live streaming that is moderated by a…
As Large Language Models (LLMs) become increasingly accessible to end users, an ever-growing number of inference requests are initiated from edge devices and computed on centralized GPU clusters. However, the resulting exponential growth in…
Next-generation communication networks are envisioned to extensively utilize storage-enabled caching units to alleviate unfavorable surges of data traffic by pro-actively storing anticipated highly popular contents across geographically…