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In electrical distribution grids, the constantly increasing number of power generation devices based on renewables demands a transition from a centralized to a distributed generation paradigm. In fact, power injection from Distributed…

Systems and Control · Computer Science 2017-06-30 Riccardo Bonetto , Michele Rossi , Stefano Tomasin , Carlo Fischione

An important part of the Smart Grid literature on residential Demand Response deals with game-theoretic consumption models. Among those papers, the hourly billing model is of special interest as an intuitive and fair mechanism. We focus on…

Optimization and Control · Mathematics 2017-12-27 Paulin Jacquot , Olivier Beaude , Stéphane Gaubert , Nadia Oudjane

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

Optimization and Control · Mathematics 2020-05-26 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

As multi-microgrids become readily available, some limited models have been proposed that study operational and power quality constraints with local energy markets independently. This paper proposes a convex optimization model of an energy…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Johanna Castellanos , Carlos Adrian Correa-Florez , Alejandro Garcés , Gabriel Ordóñez-Plata , César A. Uribe , Diego Patino

This paper finds near equilibrium prices for electricity markets with nonconvexities due to binary variables, in order to reduce the market participants' opportunity costs, such as generators' unrecovered costs. The opportunity cost is…

General Economics · Economics 2019-02-20 Hassan Shavandi , Mehrdad Pirnia , J. David Fuller

This paper considers a scenario in which an access point (AP) is equipped with a mobile edge server of finite computing power, and serves multiple resource-hungry mobile users by charging users a price. Pricing provides users with…

Information Theory · Computer Science 2018-12-17 Lingxiang Li , Tony Q. S. Quek , Ju Ren , Howard H. Yang , Zhi Chen , Yaoxue Zhang

To mitigate issues related to the growth of variable smart loads and distributed generation, distribution system operators (DSO) now make it binding for prosumers with inverters to operate under pre-set rules. In particular, the maximum…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Md Umar Hashmi , Deepjyoti Deka , Ana Bušić , Dirk Van Hertem

This paper studies how platform design shapes strategic behavior in decentralized electricity trading. We develop a finite-horizon dynamic game in which photovoltaic- and battery-equipped players ("prosumers") trade on a platform that maps…

General Economics · Economics 2026-03-23 Nicolas Eschenbaum , Nicolas Greber

In this paper, we show that if every consumer in an economy has a quasi-linear utility function, then the normalized equilibrium price is unique, and is locally stable with respect to the t\^atonnement process. Our study can be seen as that…

Theoretical Economics · Economics 2024-04-22 Yuhki Hosoya

Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price formation and groundwater pumping strategies in a closed…

Trading and Market Microstructure · Quantitative Finance 2026-05-27 Igor Cialenco , Michael Ludkovski

The dynamic pricing of electricity is one of the most crucial demand response (DR) strategies in smart grid, where the utility company typically adjust electricity prices to influence user electricity demand. This paper models the…

Optimization and Control · Mathematics 2024-07-16 Jiangjiang Cheng , Ge Chen , Zhouming Wu , Yifen Mu

Distributed renewable resources owned by prosumers can be an effective way of fortifying grid resilience and enhancing sustainability. However, prosumers serve their own interests and their objectives are unlikely to align with that of…

Systems and Control · Electrical Eng. & Systems 2022-09-30 Yihsu Chen , Andrew L. Liu , Makoto Tanaka , Ryuta Takashima

The proliferation of distributed generation and storage units is leading to the development of local, small-scale distribution grids, known as microgrids (MGs). In this paper, the problem of optimizing the energy trading decisions of MG…

Computer Science and Game Theory · Computer Science 2016-10-10 Georges El Rahi , Anibal Sanjab , Walid Saad , Narayan B. Mandayam , H. Vincent Poor

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…

Statistics Theory · Mathematics 2026-05-15 Daniele Bracale , George Michailidis

We consider the problem of characterizing the locational marginal value of energy storage capacity in electric power networks with stochastic renewable supply and demand. The perspective taken is that of a system operator, whose objective…

Optimization and Control · Mathematics 2016-12-07 Subhonmesh Bose , Eilyan Bitar

A central challenge in using price signals to coordinate the electricity consumption of a group of users is the operator's lack of knowledge of the users due to privacy concerns. In this paper, we develop a two-time-scale incentive…

Computer Science and Game Theory · Computer Science 2024-04-01 Jiayi Li , Matthew Motoki , Baosen Zhang

We study mixed bundling and competitive price-matching guarantees (PMGs) in a duopoly selling complementary products to heterogeneous customers. One retailer offers mixed bundling while the rival sells only a bundle. We characterize unique…

Theoretical Economics · Economics 2026-01-23 Esmat Sangari , Rajni Kant Bansal

In this paper, we consider dynamic multi-agent systems (MAS) for decentralized resource allocation. The MAS operates at a competitive equilibrium to ensure supply and demand are balanced. First, we investigate the MAS over a finite horizon.…

Systems and Control · Electrical Eng. & Systems 2022-10-21 Zeinab Salehi , Yijun Chen , Elizabeth L. Ratnam , Ian R. Petersen , Guodong Shi

In bandwidth allocation, competing agents wish to transmit data along paths of links in a network, and each agent's utility is equal to the minimum bandwidth she receives among all links in her desired path. Recent market mechanisms for…

Computer Science and Game Theory · Computer Science 2019-05-08 Benjamin Plaut

This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product characteristics, firm homogeneity or…

General Finance · Quantitative Finance 2012-02-14 W. Ross Morrow , Steven J. Skerlos
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