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Securities lending is an important part of the financial market structure, where agent lenders help long term institutional investors to lend out their securities to short sellers in exchange for a lending fee. Agent lenders within the…
Modern applications often operate on data in multiple administrative domains. In this federated setting, participants may not fully trust each other. These distributed applications use transactions as a core mechanism for ensuring…
This paper proposes DeepRule, an integrated framework for automated business rule generation in retail assortment and pricing optimization. Addressing the systematic misalignment between existing theoretical models and real-world economic…
We present Pathway, a new unified data processing framework that can run workloads on both bounded and unbounded data streams. The framework was created with the original motivation of resolving challenges faced when analyzing and…
The Ethereum blockchain utilizes the EIP-1559 algorithm to manage transaction inclusion and block assembly. However, EIP-1559 and much of the existing literature study this problem from a static perspective, focusing on price evolution…
Ride-pooling, to gain momentum, needs to be attractive for all the parties involved. This includes also drivers, who are naturally reluctant to serve pooled rides. This can be controlled by the platform's pricing strategy, which can…
Computing the receding horizon optimal control of nonlinear hybrid systems is typically prohibitively slow, limiting real-time implementation. To address this challenge, we propose a layered Model Predictive Control (MPC) architecture for…
Hydrogen is an energy vector, and one possible way to reduce CO 2 emissions. This paper focuses on a hydrogen transport problem where mobile storage units are moved by trucks between sources to be refilled and destinations to meet demands,…
We consider the use of pricing as a regulatory mechanism when an unknown number of autonomous agents compete for access to a shared resource (possibly limited in volume or capacity). In standard dynamic pricing control systems, an…
Prediction markets are powerful mechanisms for information aggregation, but existing designs are optimized for single-event contracts. In practice, traders frequently express beliefs about joint outcomes - through parlays in sports,…
The cryptocurrency market is volatile, non-stationary and non-continuous. Together with liquid derivatives markets, this poses a unique opportunity to study risk management, especially the hedging of options, in a turbulent market. We study…
Hydrogen is becoming an increasingly appealing energy carrier, as the costs of renewable energy generation and water electrolysis continue to decline. Developing modelling and decision tools for the H$_{2}$ supply chain that fully capture…
This paper presents a heterogeneously parameterized tube-based model predictive control (MPC) design applicable to linear parameter-varying (LPV) systems. In a heterogeneous tube, the parameterizations of the tube cross sections and the…
A novel parallel algorithm for matrix multiplication is presented. The hyper-systolic algorithm makes use of a one-dimensional processor abstraction. The procedure can be implemented on all types of parallel systems. It can handle…
We consider resource sharing networks of the form introduced in the work of Massouli\'{e} and Roberts(2000) as models for Internet flows. The goal is to study the open problem, formulated in Harrison et al. (2014), of constructing simple…
Travel time in urban centers is a significant contributor to the quality of living of its citizens. Mobility on Demand (MoD) services such as Uber and Lyft have revolutionized the transportation infrastructure, enabling new solutions for…
The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall…
A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…
We discuss the distributed matching scheme in accelerators where control of transverse beam phase space, oscillation, and transport is accomplished by flexible distribution of focusing elements beyond dedicated matching sections. Besides…
Modern processing networks often consist of heterogeneous servers with widely varying capabilities, and process job flows with complex structure and requirements. A major challenge in designing efficient scheduling policies in these…