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The transition to electric mobility hinges on maximising aggregate adoption while also facilitating equitable access. This study examines whether the 'charging divide' between households with and without off-street parking reflects a…
Variational Auto-Encoders (VAEs) have been widely applied for learning compact, low-dimensional latent representations of high-dimensional data. When the correlation structure among data points is available, previous work proposed…
A self-consistent method for calculating electron transport through a molecular device is proposed. It is based on density functional theory electronic structure calculations under periodic boundary conditions and implemented in the…
Utilities use demand response to shift or reduce electricity usage of flexible loads, to better match electricity demand to power generation. A common mechanism is peak pricing (PP), where consumers pay reduced (increased) prices for…
The aim of the paper is to show that the solutions to variational problems with non-standard growth conditions satisfy a corresponding variational inequality without any smallness assumptions on the gap between growth and coercitivity…
Consider the seller's problem of finding optimal prices for her $n$ (divisible) goods when faced with a set of $m$ consumers, given that she can only observe their purchased bundles at posted prices, i.e., revealed preferences. We study…
Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…
We study the problem of allocating Electric Vehicles (EVs) to charging stations and scheduling their charging. We develop offline and online solutions that treat EV users as self-interested agents that aim to maximise their profit and…
This paper considers utility indifference valuation of derivatives under model uncertainty and trading constraints, where the utility is formulated as an additive stochastic differential utility of both intertemporal consumption and…
We study the system-level effects of the introduction of large populations of Electric Vehicles on the power and transportation networks. We assume that each EV owner solves a decision problem to pick a cost-minimizing charge and travel…
In this paper we introduce an additive two-factor model for electricity futures prices based on Normal Inverse Gaussian L\'evy processes, that fulfills a no-overlapping-arbitrage (NOA) condition. We compute European option prices by Fourier…
Bilateral trade, a fundamental topic in economics, models the problem of intermediating between two strategic agents, a seller and a buyer, willing to trade a good for which they hold private valuations. Despite the simplicity of this…
Recently, user-oriented auto-encoders (UAEs) have been widely used in recommender systems to learn semantic representations of users based on their historical ratings. However, since latent item variables are not modeled in UAE, it is…
The proliferation of electric vehicles (EVs) and their inherent flexibility in charging timings make them an asset to improve grid performance. In contrast to direct control by a utility or autonomous price-based charging, the transactive…
Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…
We revisit the issue that the effective potential for the conformal factor of the metric, which is generated by quantized matter fields, possesses a non-vanishing vacuum expectation value (VEV) or not. We prove that the effective potential…
The optimal operation problem of electric vehicle aggregator (EVA) is considered. An EVA can participate in energy and regulation markets with its current and upcoming EVs, thus reducing its total cost of purchasing energy to fulfill EVs'…
We study a mechanism design problem where a seller aims to allocate a good to multiple bidders, each with a private value. The seller supports or favors a specific group, referred to as the minority group. Specifically, the seller requires…
The credit crisis and the ongoing European sovereign debt crisis have highlighted the native form of credit risk, namely the counterparty risk. The related Credit Valuation Adjustment, (CVA), Debt Valuation Adjustment (DVA), Liquidity…
We study equilibria in an Electric Vehicle (EV) charging game, a cost minimization game inherent to decentralized charging control strategy for EV power demand management. In our model, each user optimizes its total cost which is sum of…