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We study distributed estimation and learning problems in a networked environment where agents exchange information to estimate unknown statistical properties of random variables from their privately observed samples. The agents can…

Machine Learning · Computer Science 2024-04-02 Marios Papachristou , M. Amin Rahimian

We consider users which may have renewable energy harvesting devices, or distributed generators. Such users can behave as consumer or producer (hence, we denote them as prosumers) at different time instances. A prosumer may sell the energy…

Computer Science and Game Theory · Computer Science 2018-04-24 Arnob Ghosh , Vaneet Aggarwal , Hong Wan

This paper introduces a differentially private mechanism to protect the information exchanged during the coordination of the sequential market-clearing of electricity and natural gas systems. The coordination between these sequential and…

Systems and Control · Electrical Eng. & Systems 2019-11-25 Ferdinando Fioretto , Lesia Mitridati , Pascal Van Hentenryck

This paper introduces a differentially private (DP) mechanism to protect the information exchanged during the coordination of sequential and interdependent markets. This coordination represents a classic Stackelberg game and relies on the…

Optimization and Control · Mathematics 2020-04-20 Ferdinando Fioretto , Lesia Mitridati , Pascal Van Hentenryck

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

We study equilibrium finding in polymatrix games under differential privacy constraints. Prior work in this area fails to achieve both high-accuracy equilibria and a low privacy budget. To better understand the fundamental limitations of…

Computer Science and Game Theory · Computer Science 2026-03-20 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

With the proliferation of the digital data economy, digital data is considered as the crude oil in the twenty-first century, and its value is increasing. Keeping pace with this trend, the model of data market trading between data providers…

Computer Science and Game Theory · Computer Science 2022-06-23 Sayan Biswas , Kangsoo Jung , Catuscia Palamidessi

We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…

Computational Engineering, Finance, and Science · Computer Science 2018-07-23 Lorenzo Nespoli , Matteo Salani , Vasco Medici

Agent-based solutions lend themselves well to address privacy concerns and the computational scalability needs of future distributed electric grids and end-use energy exchanges. Decentralized decision-making methods are the key to enabling…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Meiyi Li , Javad Mohammadi , Soummya Kar

In this brief, we present an enhanced privacy-preserving distributed estimation algorithm, referred to as the ``Double-Private Algorithm," which combines the principles of both differential privacy (DP) and cryptography. The proposed…

Signal Processing · Electrical Eng. & Systems 2024-03-19 Mehdi Korki , Fatemehsadat Hosseiniamin , Hadi Zayyani , Mehdi Bekrani

While power systems research relies on the availability of real-world network datasets, data owners (e.g., system operators) are hesitant to share data due to security and privacy risks. To control these risks, we develop privacy-preserving…

Cryptography and Security · Computer Science 2023-03-21 Vladimir Dvorkin , Audun Botterud

In this work, a novel Stackelberg game theoretic framework is proposed for trading energy bidirectionally between the demand-response (DR) aggregator and the prosumers. This formulation allows for flexible energy arbitrage and additional…

Machine Learning · Computer Science 2024-10-28 Styliani I. Kampezidou , Justin Romberg , Kyriakos G. Vamvoudakis , Dimitri N. Mavris

Sector coordination between heat and electricity systems has been identified has an energy-efficient and cost-effective way to transition towards a more sustainable energy system. However, the coordination of sequential markets relies on…

Systems and Control · Electrical Eng. & Systems 2022-01-27 Lesia Mitridati , Emma Romei , Gabriela Hug , Ferdinando Fioretto

This paper studies how to apply differential privacy to constrained optimization problems whose inputs are sensitive. This task raises significant challenges since random perturbations of the input data often render the constrained…

Optimization and Control · Mathematics 2021-01-07 Terrence W. K. Mak , Ferdinando Fioretto , Pascal Van Hentenryck

This paper proposes a doubled-sided auction mechanism with price discrimination for social welfare (SW) maximization in the electricity and heating market. In this mechanism, energy service providers (ESPs) submit offers and load…

Computer Science and Game Theory · Computer Science 2022-05-31 Lu Wang , Wei Gu , Shuai Lu , Haifeng Qiu , Zhi Wu

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this…

Machine Learning · Statistics 2020-07-23 Brendan Avent , Javier Gonzalez , Tom Diethe , Andrei Paleyes , Borja Balle

The distributed computation of a Nash equilibrium (NE) for non-cooperative games is gaining increased attention recently. Due to the nature of distributed systems, privacy and communication efficiency are two critical concerns. Traditional…

Systems and Control · Electrical Eng. & Systems 2024-05-09 Xiaomeng Chen , Wei Huo , Kemi Ding , Subhrakanti Dey , Ling Shi

Privacy preservation has served as a key metric in designing Nash equilibrium (NE) computation algorithms. Although differential privacy (DP) has been widely employed for privacy guarantees, it does not exploit prior distributional…

Computer Science and Game Theory · Computer Science 2025-10-27 Zhaoyang Cheng , Guanpu Chen , Tobias J. Oechtering , Mikael Skoglund

Efforts to utilize 100% renewable energy in community microgrids require new approaches to energy markets and transactions to efficiently address periods of scarce energy supply. In this paper we contribute to the promising approach of…

Optimization and Control · Mathematics 2021-12-23 Jonathan Lee , Rodrigo Henriquez-Auba , Bala Kameshwar Poolla , Duncan S. Callaway