Related papers: Substitutability, equilibrium transport, and match…
The transition to Electric Vehicles (EVs) demands intelligent, congestion-aware infrastructure planning to balance user convenience, economic viability, and traffic efficiency. We present a joint optimisation framework for EV Charging…
Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…
This paper concerns the explicit treatment of substitutions in the lambda calculus. One of its contributions is the simplification and rationalization of the suspension calculus that embodies such a treatment. The earlier version of this…
We study the existence of stable matchings when agents have choice correspondences instead of preference relations. We extend the framework of \cite{chambers2017choice} by weakening the path independence assumption. For many-to-many…
Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…
We study a risk-sharing economy where an arbitrary number of heterogenous agents trades an arbitrary number of risky assets subject to quadratic transaction costs. For linear state dynamics, the forward-backward stochastic differential…
Model merging, typically on Instruct and Thinking models, has shown remarkable performance for efficient reasoning. In this paper, we systematically revisit the simplest merging method that interpolates two weights directly. Particularly,…
We develop a synthetic, variational framework for deriving comparison principles in infinite-dimensional Banach spaces. Unlike traditional approaches that rely on the regularity of minimizers and Euler--Lagrange equations, our method…
We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs,…
We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…
This dissertation is to study the interplay between large-scale electric vehicle (EV) charging and the power system. We address three important issues pertaining to EV charging and integration into the power system: (1) charging station…
For optimization models to be used in practice, it is crucial that users trust the results. A key factor in this aspect is the interpretability of the solution process. A previous framework for inherently interpretable optimization models…
We derive the system of equations that allows to include non-equilibrium correlations of filling numbers into the theory of the hopping transport. The system includes the correlations of arbitrary order in a universal way and can be cut at…
The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…
We consider the problem of reconstructing the symmetric difference between similar sets from their representations (sketches) of size linear in the number of differences. Exact solutions to this problem are based on error-correcting coding…
We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…
In high-energy physics experiments, the trajectories of charged particles are reconstructed using track reconstruction algorithms. Such algorithms need to both identify the set of measurements from a single charged particle and to fit the…
Congestion pricing is used to raise revenues and reduce traffic and pollution. However, people have heterogeneous spatial demand patterns and willingness (or ability) to pay tolls, and so pricing may have substantial equity implications. We…
We describe various aspects of statistical mechanics defined in the complex temperature or coupling-constant plane. Using exactly solvable models, we analyse such aspects as renormalization group flows in the complex plane, the distribution…
This paper addresses the practical challenge in Entropic Optimal Transport (EOT) where the underlying ground cost function is typically latent and unobserved. Rather than assuming a fixed geometric cost, we adopt a data-driven approach…