English
Related papers

Related papers: Max-Plus Synchronization in Decentralized Trading …

200 papers

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

We consider the problem of decentralized power allocation for competitive rate-maximization in a frequency-selective Gaussian interference channel under bounded channel uncertainty. We formulate a distribution-free robust framework for the…

Information Theory · Computer Science 2015-03-17 Amod J. G. Anandkumar , Animashree Anandkumar , Sangarapillai Lambotharan , Jonathon A. Chambers

This work addresses the decentralized optimization problem where a group of agents with coupled private objective functions work together to exactly optimize the summation of local interests. Upon modeling the decentralized problem as an…

Optimization and Control · Mathematics 2020-03-18 Changxin Liu , Huiping Li , Yang Shi

Max-algebra models of tandem single-server queueing systems with both finite and infinite buffers are developed. The dynamics of each system is described by a linear vector state equation similar to those in the conventional linear systems…

Numerical Analysis · Mathematics 2012-11-27 N. K. Krivulin

Congestion game is a widely used model for modern networked applications. A central issue in such applications is that the selfish behavior of the participants may result in resource overloading and negative externalities for the system…

Systems and Control · Electrical Eng. & Systems 2020-02-17 Ezra Tampubolon , Haris Ceribasic , Holger Boche

Computing workflows in heterogeneous multiprocessor systems are frequently modeled as directed acyclic graphs of tasks and data blocks, which represent computational modules and their dependencies in the form of data produced by a task and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-14 Junwen Ding , Liangcai Song , Siyuan Li , Chen Wu , Ronghua He , Zhouxing Su , Zhipeng Lü

This study explores the design of an efficient rebate policy in auction markets, focusing on a continuous-time setting with competition among market participants. In this model, a stock exchange collects transaction fees from auction…

Trading and Market Microstructure · Quantitative Finance 2025-01-23 Thibaut Mastrolia , Tianrui Xu

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

This paper proposes a model that enables permissionless and decentralized networks for complex computations. We explore the integration and optimize load balancing in an open, decentralized computational network. Our model leverages…

Computational Finance · Quantitative Finance 2025-01-03 German Rodikov

We take a new perspective on the weighted sum-rate maximization in multiple-input multiple-output (MIMO) interference networks, by formulating an equivalent max-min problem. This seemingly trivial reformulation has significant implications:…

Information Theory · Computer Science 2013-09-17 Lijun Chen , Seungil You

This paper investigates the synthesis of distributed economic control algorithms under which dynamically coupled physical systems are regulated to a variational equilibrium of a constrained convex game. We study two complementary cases: (i)…

Optimization and Control · Mathematics 2021-08-25 Yang Lu , Minghui Zhu

With the increased level of distributed generation and demand response comes the need for associated mechanisms that can perform well in the face of increasingly complex deregulated energy market structures. Using Lagrangian duality theory,…

Optimization and Control · Mathematics 2016-03-24 Erik Miehling , Demosthenis Teneketzis

Multi-robot decision-making is the process where multiple robots coordinate actions. In this paper, we aim for efficient and effective multi-robot decision-making despite the robots' limited on-board resources and the often…

Optimization and Control · Mathematics 2026-02-24 Zirui Xu , Vasileios Tzoumas

We consider the problem of maximizing the algebraic connectivity of the communication graph in a network of mobile robots by moving them into appropriate positions. We define the Laplacian of the graph as dependent on the pairwise distance…

Systems and Control · Computer Science 2017-09-18 Andrea Simonetto , Tamas Keviczky , Robert Babuska

To address the issue that Lagrangian dual function based algorithms cannot guarantee convergence and global optimality for decentralized multi-area security constrained unit commitment (M-SCUC) problems, a novel decomposition and…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Feifan Shen , Zipeng Liang

The problem of heat and electricity pricing in combined heat and power systems regarding the time scales of electricity and heat, as well as thermal energy quality, is studied. Based on the asynchronous coordinated dispatch of the combined…

Systems and Control · Electrical Eng. & Systems 2022-08-18 Xinyi Yi , Ye Guo , Hongbin Sun , Qiuwei Wu , Li Xiao

The paper addresses the problem of time offset synchronization in the presence of temperature variations, which lead to a non-Gaussian environment. In this context, regular Kalman filtering reveals to be suboptimal. A functional…

Networking and Internet Architecture · Computer Science 2022-12-15 Maurizio Mongelli , Stefano Scanzio

The combined increase of energy demand and environmental pollution at a global scale is entailing a rethinking of the production models in sustainable terms. As a consequence, energy suppliers are starting to adopt strategies that flatten…

Data Structures and Algorithms · Computer Science 2023-05-30 Roberto Ronco

We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Victor M. Zavala , Mihai Anitescu

We consider a package assignment problem with multiple units of indivisible items. The seller can specify preferences over partitions of their supply between buyers as packaging costs. We propose incremental costs together with a graph that…

Theoretical Economics · Economics 2025-07-08 Simon Finster