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Many smart grid frameworks, such as demand response programs, require accurate information about consumers' parameters (e.g., flexibility) at the aggregator side to optimize grid operations. Existing works typically rely on perfect…

Computer Science and Game Theory · Computer Science 2026-03-05 Hassan Mohamad , Chao Zhang , Samson Lasaulce , Olivier Beaude , Vineeth Satheeskumar Varma , Mounir Ghogho , Vincent Poor

A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

Accurate forecasts of electricity spot prices are essential to the daily operational and planning decisions made by power producers and distributors. Typically, point forecasts of these quantities suffice, particularly in the Nord Pool…

Statistical Finance · Quantitative Finance 2018-12-07 Gunnhildur H. Steinbakk , Alex Lenkoski , Ragnar Bang Huseby , Anders Løland , Tor Arne Øigård

The participants of the electricity market concern very much the market price evolution. Various technologies have been developed for price forecast. SVM (Support Vector Machine) has shown its good performance in market price forecast. Two…

General Finance · Quantitative Finance 2009-11-13 C. Gao , E. Bompard , R. Napoli , Q. Wan

Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a large enough market share to influence prices with their…

Machine Learning · Computer Science 2026-03-12 Shobhit Singhal , Marta Fochesato , Liviu Aolaritei , Florian Dörfler

In online advertising systems, publishers often face a trade-off in information disclosure strategies: while disclosing more information can enhance efficiency by enabling optimal allocation of ad impressions, it may lose revenue potential…

Computer Science and Game Theory · Computer Science 2025-04-01 Yue Yin

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives of profit-maximizing generators and shows that, under mild…

Systems and Control · Electrical Eng. & Systems 2021-08-13 Ye Guo , Cong Chen , Lang Tong

Class imbalance in real-world data poses a common bottleneck for machine learning tasks, since achieving good generalization on under-represented examples is often challenging. Mitigation strategies, such as under or oversampling the data…

Disordered Systems and Neural Networks · Physics 2025-02-03 Emanuele Loffredo , Mauro Pastore , Simona Cocco , Rémi Monasson

Pricing multi-interval economic dispatch of electric power under operational uncertainty is considered in this two-part paper. Part I investigates dispatch-following incentives for generators under the locational marginal pricing (LMP) and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Cong Chen , Ye Guo , Lang Tong

We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…

Computer Science and Game Theory · Computer Science 2026-04-13 Yuchen Hu , Martin J. Wainwright , Stephen Bates

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

This paper presents a data-driven min-max model predictive control (MPC) scheme for linear parameter-varying (LPV) systems. Contrary to existing data-driven LPV control approaches, we assume that the scheduling signal is unknown during…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Yifan Xie , Julian Berberich , Felix Brändle , Frank Allgöwer

On-demand trip sharing is an efficient solution to mitigate the negative impact e-hailing has on congestion. It motivates platform operators to reduce their fleet size, and serves the same demand level with a lower effective distance…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Lynn Fayed , Gustav Nilsson , Nikolas Geroliminis

The broader ambition of this article is to popularize an approach for the fair distribution of the quantity of a system's output to its subsystems, while allowing for underlying complex subsystem level interactions. Particularly, we present…

Computers and Society · Computer Science 2021-10-22 Ayman Moawad , Ehsan Islam , Namdoo Kim , Ram Vijayagopal , Aymeric Rousseau , Wei Biao Wu

Predicting with missing inputs challenges even parametric models, as parameter estimation alone is insufficient for prediction on incomplete data. While several works study prediction in linear models, we focus on logistic models, where…

Machine Learning · Statistics 2026-02-03 Christophe Muller , Erwan Scornet , Julie Josse

Operations is a key challenge in the domain of machine learning pipeline deployments involving monitoring and management of real-time prediction quality. Typically, metrics like accuracy, RMSE etc., are used to track the performance of…

Exploratory analysis of high-dimensional data relies on embedding the data into a low-dimensional space (typically 2D or 3D), based on which visualization plot is produced to uncover meaningful structures and to communicate geometric and…

Human-Computer Interaction · Computer Science 2026-04-23 Burak Susam , Tingting Mu

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

Accurate and efficient imbalance electricity price forecasting is critical for industrial energy trading systems, especially as battery assets and automated bidding pipelines increasingly participate in balancing markets. However, real-time…

Computational Finance · Quantitative Finance 2026-05-12 Runyao Yu , Julia Lin , Derek W. Bunn , Jochen Stiasny , Wentao Wang , Yujie Chen , Tara Esterl , Peter Palensky , Jochen L. Cremer

In the present work we tackle the problem of finding the optimal price tariff to be set by a risk-averse electric retailer participating in the pool and whose customers are price-sensitive. We assume that the retailer has access to a…

Optimization and Control · Mathematics 2022-02-24 Román Pérez-Santalla , Miguel Carrión , Carlos Ruiz
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