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A distributed model predictive control scheme is developed for tracking piecewise constant references where the terminal set is reconfigured online, whereas the terminal controller is computed offline. Unlike many standard existing schemes,…
This paper analyzes a class of Stackelberg games where different actors compete for shared resources and a central authority tries to balance the demand through a pricing mechanism. Situations like this can for instance occur when fleet…
We introduce a new graph problem, the token dropping game, and we show how to solve it efficiently in a distributed setting. We use the token dropping game as a tool to design an efficient distributed algorithm for stable orientations and…
We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…
Decentralized multiple access channels where each transmitter wants to selfishly maximize his transmission energy-efficiency are considered. Transmitters are assumed to choose freely their power control policy and interact (through…
As machine learning algorithms increasingly influence critical decision making in different application areas, understanding human strategic behavior in response to these systems becomes vital. We explore individuals' choice between…
The widespread integration of IoT-controllable devices (e.g., smart EV charging stations and heat pumps) into modern power systems enhances capabilities but introduces critical cybersecurity risks. Specifically, these devices are…
There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…
Decentralized Exchanges are becoming even more predominant in today's finance. Driven by the need to study this phenomenon from an academic perspective, the SIAG/FME Code Quest 2023 was announced. Specifically, participating teams were…
This paper investigates a Stackelberg game between an insurer and a reinsurer under the $\alpha$-maxmin mean-variance criterion. The insurer can purchase per-loss reinsurance from the reinsurer. With the insurer's feedback reinsurance…
Recomi (REpeated COrrelation Matrix Inversion) is a polynomially fast algorithm for searching optimally stable solutions of the perceptron learning problem. For random unbiased and biased patterns it is shown that the algorithm is able to…
Peer-to-peer (P2P) energy trading is a promising market scheme to accommodate the increasing distributed energy resources (DERs). However, how P2P to be integrated into the existing power systems remains to be investigated. In this paper,…
The problem of integrating renewables and storage into a distribution network is considered under two integration models: (i) a centralized model involving a retail utility that owns the integration as part of its portfolio of energy…
We study the economic viability of liquidity provision in decentralised exchanges (DEXs) within a structural framework in which market outcomes are endogenous. We formulate strategic interactions as a sequential game: a risk-averse…
In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…
In this paper, we consider a sequential stochastic Stackelberg game with two players, a leader and a follower. The follower has access to the state of the system while the leader does not. Assuming that the players act in their respective…
We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…
In this work, we use a Stackelberg infinite discrete-time dynamic game model to study the optimal supply schedule and the optimal demand response under a market-driven dynamic price. A two-layer optimization framework is established. At the…
The goal of cryptocurrencies is decentralization. In principle, all currencies have equal status. Unlike traditional stock markets, there is no default currency of denomination (fiat), thus the trading pairs can be set freely. However, it…
We propose a mean field game (MFG) framework to model the evolution of renewable energy production in competitive electricity markets. Producers interact through the spot price while optimising their profits under production, installation,…