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We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other…

Optimization and Control · Mathematics 2018-11-16 Ruidi Chen , Ioannis Ch. Paschalidis , Michael C. Caramanis , Panagiotis Andrianesis

Following the work of Babaioff et al, we consider the pricing game with strategic vendors and a single buyer, modeling a scenario in which multiple competing vendors have very good knowledge of a buyer, as is common in online markets. We…

Computer Science and Game Theory · Computer Science 2016-02-10 Allan Borodin , Omer Lev , Tyrone Strangway

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-01-20 Mohammad Rasouli , Demosthenis Teneketzis

We consider a game where a finite number of retailers choose a location, given that their potential consumers are distributed on a network. Retailers do not compete on price but only on location, therefore each consumer shops at the closest…

Computer Science and Game Theory · Computer Science 2019-01-03 Gaëtan Fournier , Marco Scarsini

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…

Optimization and Control · Mathematics 2023-04-27 Meichen Guo , Claudio De Persis

This paper presents an analysis of competition between generators when incentive-based demand response is employed in an electricity market. Thermal and hydropower generation are considered in the model. A smooth inverse demand function is…

Computer Science and Game Theory · Computer Science 2018-02-23 José Vuelvas , Fredy Ruiz

Securely and efficiently procuring energy balancing services in distribution networks remains challenging, especially within a privacy-preserving environment. This paper proposes a network-constrained demand response game, i.e., a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Xiupeng Chen , Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , Nima Monshizadeh

We consider a network of prosumers involved in peer-to-peer energy exchanges, with differentiation price preferences on the trades with their neighbors, and we analyze two market designs: (i) a centralized market, used as a benchmark, where…

Optimization and Control · Mathematics 2018-12-07 Hélène Le Cadre , Paulin Jacquot , Cheng Wan , Clémence Alasseur

In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…

Computer Science and Game Theory · Computer Science 2017-04-06 Tyler Westenbroek , Roy Dong , Lillian J. Ratliff , S. Shankar Sastry

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-10-07 Mohammad Rasouli , Demosthenis Teneketzis

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

Computer Science and Game Theory · Computer Science 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

We propose a market designed using game theory to optimally utilize the flexibility of distributed energy resources (DERs) like solar, batteries, electric vehicles, and flexible loads. Market agents perform multiperiod optimization to…

Systems and Control · Electrical Eng. & Systems 2025-02-07 Vineet Jagadeesan Nair , Anuradha Annaswamy

We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…

Optimization and Control · Mathematics 2015-07-08 Alexander Schied , Tao Zhang

In this report we construct two mechanisms that fully implement social welfare maximising allocation in Nash equilibria for the case of a single infinitely divisible good subject to multiple inequality constraints. The first mechanism…

Computer Science and Game Theory · Computer Science 2014-02-06 Abhinav Sinha , Achilleas Anastasopoulos

In this paper, we study multi-agent systems with decentralized resource allocations. Agents have local demand and resource supply, and are interconnected through a network designed to support sharing of the local resource; and the network…

Optimization and Control · Mathematics 2021-03-25 Yijun Chen , Razibul Islam , Elizabeth Ratnam , Ian R. Petersen , Guodong Shi

This paper presents a multi-agent reinforcement learning algorithm to represent strategic bidding behavior in freight transport markets. Using this algorithm, we investigate whether feasible market equilibriums arise without any central…

Machine Learning · Computer Science 2021-02-19 Wouter van Heeswijk

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

In this paper we study resource allocation in decentralized information local public good networks. A network is a local public good network if each user's actions directly affect the utility of an arbitrary subset of network users. We…

Computer Science and Game Theory · Computer Science 2012-08-03 Shrutivandana Sharma , Demosthenis Teneketzis

This paper studies a class of network games with linear-quadratic payoffs and externalities exerted through a strictly concave interaction function. This class of game is motivated by the diminishing marginal effects with peer influences.…

Optimization and Control · Mathematics 2024-06-04 Jiamin Cai , Chenyue Zhang , Hoi-To Wai

Having fixed capacities, homogeneous products and price sensitive customer purchase decision are primary distinguishing characteristics of numerous revenue management systems. Even with two or three rivals, competition is still highly…

Theoretical Economics · Economics 2022-08-08 Niloofar Fadavi