Related papers: Finding Nonlinear Production -- Consumption Equili…
We study optimal monopoly pricing over consumer networks governed by general nonlinear utilities. In our framework, a consumer's utility is jointly determined by an individualized price and the consumption choices of their peers, propagated…
The conventional functional form of the Constant-Elasticity-of-Substitution (CES) production function is a general production function nesting a number of other forms of production functions. Examples of such functions include Leontief,…
We use valid inequalities (cuts) of the binary integer program for winner determination in a combinatorial auction (CA) as "artificial items" that can be interpreted intuitively and priced to generate Artificial Walrasian Equilibria. We…
This paper introduces a novel framework for analysing equilibrium in structured production systems incorporating a static social division of labour by distinguishing between consumption goods traded in competitive markets and intermediate…
We present the first polynomial time algorithm for computing Walrasian equilibrium in an economy with indivisible goods and \emph{general} buyer valuations having only access to an \emph{aggregate demand oracle}, i.e., an oracle that given…
Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…
Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…
Computing market equilibria is a problem of both theoretical and applied interest. Much research to date focuses on the case of static Fisher markets with full information on buyers' utility functions and item supplies. Motivated by…
We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…
We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimization problem that is characterized by a set of marginal…
Cournot competition is a fundamental economic model that represents firms competing in a single market of a homogeneous good. Each firm tries to maximize its utility---a function of the production cost as well as market price of the…
This paper defines a new proof- and category-theoretic framework for classical linear logic that separates reasoning into one linear regime and two persistent regimes corresponding to ! and ?. The resulting linear/producer/consumer (LPC)…
Control of nonlinear systems with high levels of uncertainty is practically relevant and theoretically challenging. This paper presents a numerical investigation of an adaptive nonlinear model predictive control (MPC) technique that relies…
We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…
We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…
A quantitative first-principles description of complex substitutional materials like alloys is challenging due to the vast number of configurations and the high computational cost of solving the quantum-mechanical problem. Therefore,…
Noise-contrastive estimation (NCE) is a statistically consistent method for learning unnormalized probabilistic models. It has been empirically observed that the choice of the noise distribution is crucial for NCE's performance. However,…
Nonlinear model predictive control (NMPC) has gained widespread use in many applications. Its formulation traditionally involves repetitively solving a nonlinear constrained optimization problem online. In this paper, we investigate NMPC…
Despite strong connections through shared application areas, research efforts on power market optimization (e.g., unit commitment) and power network optimization (e.g., optimal power flow) remain largely independent. A notable illustration…
Methods for forecasting time series adhering to linear constraints have seen notable development in recent years, especially with the advent of forecast reconciliation. This paper extends forecast reconciliation to the open question of…