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Fisher markets are one of the most fundamental models for resource allocation. However, the problem of computing equilibrium prices in Fisher markets typically relies on complete knowledge of users' budgets and utility functions and…

Computer Science and Game Theory · Computer Science 2024-09-23 Devansh Jalota , Yinyu Ye

We consider the problem of efficiently learning to play single-leader multi-follower Stackelberg games when the leader lacks knowledge of the lower-level game. Such games arise in hierarchical decision-making problems involving…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Anna Maddux , Marko Maljkovic , Nikolas Geroliminis , Maryam Kamgarpour

This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Eleni Stai , Evangelia Kokolaki , Lesia Mitridati , Petros Tatoulis , Ioannis Stavrakakis , Gabriela Hug

A Stackelberg game is played between a leader and a follower. The leader first chooses an action, then the follower plays his best response. The goal of the leader is to pick the action that will maximize his payoff given the follower's…

Data Structures and Algorithms · Computer Science 2015-11-19 Aaron Roth , Jonathan Ullman , Zhiwei Steven Wu

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

To exploit users' heterogeneous data demands, several mobile network operators worldwide have launched the mobile data trading markets, where users can trade mobile data quota with each other. In this paper, we aim to understand the…

Computer Science and Game Theory · Computer Science 2020-12-07 Junlin Yu , Man Hon Cheung , Jianwei Huang

Smart metering infrastructure allows for two-way communication and power transfer. Based on this promising technology, we propose a demand-side management (DSM) scheme for a residential neighbourhood of prosumers. Its core is a discrete…

Computer Science and Game Theory · Computer Science 2018-07-24 Matthias Pilz , Luluwah Al-Fagih

Mobile data demand is increasing tremendously in wireless social networks, and thus an efficient pricing scheme for social-enabled services is urgently needed. Though static pricing is dominant in the actual data market, price intuitively…

Computer Science and Game Theory · Computer Science 2018-08-14 Zehui Xiong , Dusit Niyato , Ping Wang , Zhu Han , Yang Zhang

The cost of the power distribution infrastructures is driven by the peak power encountered in the system. Therefore, the distribution network operators consider billing consumers behind a common transformer in the function of their peak…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Wenqi Cai , Hossein N. Esfahani , Arash B. Kordabad , Sébastien Gros

Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Jun He , Andrew L. Liu , Yihsu Chen

As the number of prosumers with distributed energy resources (DERs) grows, the conventional centralized operation scheme may suffer from conflicting interests, privacy concerns, and incentive inadequacy. In this paper, we propose an energy…

Computer Science and Game Theory · Computer Science 2022-06-29 Yue Chen , Changhong Zhao , Steven H. Low , Adam Wierman

This paper formulates a Stackelberg game between a coordination agent and participating homes to control the overall load consumption of a residential neighborhood. Each home optimizes a comfort-cost trade off to determine a load schedule…

Optimization and Control · Mathematics 2024-01-30 Erhan Can Ozcan , Ioannis Ch. Paschalidis

In a growing retail electricity market, demand response (DR) is becoming an integral part of the system to enhance economic and operational performances. This is rendered as incentive-based DR (IBDR) in the proposed study. It presents a…

Systems and Control · Electrical Eng. & Systems 2023-06-02 Vipin Chandra Pandey , Nikhil Gupta , Khaleequr Rehman Niazi , Anil Swarnkar , Tanuj Rawat , Charalambos Konstantinou

The uncertainty in the power supply due to fluctuating Renewable Energy Sources (RES) has severe (financial and other) implications for energy market players. In this paper, we present a device-level Demand Response (DR) scheme that…

Computational Engineering, Finance, and Science · Computer Science 2018-05-03 Bijay Neupane , Torben Bach Pedersen , Bo Thiesson

In this paper, the benefits of distributed energy resources (DERs) are considered in an energy management scheme for a smart community consisting of a large number of residential units (RUs) and a shared facility controller (SFC). A…

Systems and Control · Computer Science 2014-06-24 Wayes Tushar , Bo Chai , Chau Yuen , David B. Smith , Kristin L. Wood , Zaiyue Yang , H. Vincent Poor

The competitive nature of Cloud marketplaces as new concerns in delivery of services makes the pricing policies a crucial task for firms. so that, pricing strategies has recently attracted many researchers. Since game theory can handle such…

Computer Science and Game Theory · Computer Science 2023-09-21 Safiye Ghasemi , Mohammad Reza Meybodi , Mehdi Dehghan Takht-Fooladi , Amir Masoud Rahmani

The power consumption of households has been constantly growing over the years. To cope with this growth, intelligent management of the consumption profile of the households is necessary, such that the households can save the electricity…

Optimization and Control · Mathematics 2020-06-30 Hwei-Ming Chung , Sabita Maharjan , Yan Zhang , Frank Eliassen

We study the optimal investment-reinsurance problem in the context of equity-linked insurance products. Such products often have a capital guarantee, which can motivate insurers to purchase reinsurance. Since a reinsurance contract implies…

Risk Management · Quantitative Finance 2025-05-21 Yevhen Havrylenko , Maria Hinken , Rudi Zagst

The rapid deployment of distributed energy resources (DERs) is one of the essential efforts to mitigate global climate change. However, a vast number of small-scale DERs are difficult to manage individually, motivating the introduction of…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Tao Tan , Rui Xie , Meng Yang , Yue Chen

In Demand Response programs, price incentives might not be sufficient to modify residential consumers load profile. Here, we consider that each consumer has a preferred profile and a discomfort cost when deviating from it. Consumers can…

Optimization and Control · Mathematics 2017-12-01 Paulin Jacquot , Olivier Beaude , Nadia Oudjane , Stephane Gaubert
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