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Due to the emergence of new technologies, the whole electricity system is undergoing transformations on a scale and pace never observed before. The decentralization of energy resources and the smart grid have forced utility services to…

Physics and Society · Physics 2020-02-04 Iacopo Iacopini , Benjamin Schäfer , Elsa Arcaute , Christian Beck , Vito Latora

Recent years have witnessed enormous progress of online learning. However, a major challenge on the road to artificial agents is concept drift, that is, the data probability distribution would change where the data instance arrives…

Machine Learning · Computer Science 2022-01-26 Ya-nan Han , Jian-wei Liu , Bing-biao Xiao , Xin-Tan Wang , Xiong-lin Luo

In this paper, we consider the problem of learning online to manage Demand Response (DR) resources. A typical DR mechanism requires the DR manager to assign a baseline to the participating consumer, where the baseline is an estimate of the…

Machine Learning · Computer Science 2023-03-29 Deepan Muthirayan , Pramod P. Khargonekar

We introduce and analyse active learning markets as a way to purchase labels, in situations where analysts aim to acquire additional data to improve model fitting, or to better train models for predictive analytics applications. This comes…

Machine Learning · Computer Science 2026-02-11 Xiwen Huang , Pierre Pinson

With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…

Machine Learning · Computer Science 2023-04-04 Runzhe Wan , Yu Liu , James McQueen , Doug Hains , Rui Song

We study an online learning problem on dynamic pricing and resource allocation, where we make joint pricing and inventory decisions to maximize the overall net profit. We consider the stochastic dependence of demands on the price, which…

Machine Learning · Computer Science 2025-05-23 Jianyu Xu , Xuan Wang , Yu-Xiang Wang , Jiashuo Jiang

We consider a high-dimensional dynamic pricing problem under non-stationarity, where a firm sells products to $T$ sequentially arriving consumers that behave according to an unknown demand model with potential changes at unknown times. The…

Methodology · Statistics 2023-03-21 Zifeng Zhao , Feiyu Jiang , Yi Yu , Xi Chen

The problem of probabilistic forecasting and online simulation of real-time electricity market with stochastic generation and demand is considered. By exploiting the parametric structure of the direct current optimal power flow, a new…

Applications · Statistics 2016-06-28 Weisi Deng , Yuting Ji , Lang Tong

Energy-based models (EBMs) have experienced a resurgence within machine learning in recent years, including as a promising alternative for probabilistic regression. However, energy-based regression requires a proposal distribution to be…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

This paper presents a case study of a recommender system that can be used to save energy in smart homes without lowering the comfort of the inhabitants. We present an algorithm that uses consumer behavior data only and uses machine learning…

Machine Learning · Statistics 2015-09-21 Michael Zehnder , Holger Wache , Hans-Friedrich Witschel , Danilo Zanatta , Miguel Rodriguez

Real-time peer-to-peer (P2P) electricity markets dynamically adapt to fluctuations in renewable energy and variations in demand, maximizing economic benefits through instantaneous price responses while enhancing grid flexibility. However,…

Multiagent Systems · Computer Science 2026-04-21 Chengwei Lou , Zekai Jin , Wei Tang , Guangfei Geng , Jin Yang , Lu Zhang

We study a two-sided online data ecosystem comprised of an online platform, users on the platform, and downstream learners or data buyers. The learners can buy user data on the platform (to run a statistic or machine learning task).…

Computer Science and Game Theory · Computer Science 2025-10-13 Diptangshu Sen , Jingyan Wang , Juba Ziani

In this paper, we propose a distributed control strategy for the design of an energy market. The method relies on a hierarchical structure of aggregators for the coordination of prosumers (agents which can produce and consume energy). The…

Systems and Control · Computer Science 2018-06-28 Lorenzo Nespoli , Vasco Medici

Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…

Machine Learning · Computer Science 2023-01-13 Leonardo Lucio Custode , Giovanni Iacca

Goods can exhibit positive externalities impacting decisions of customers in socials networks. Suppliers can integrate these externalities in their pricing strategies to increase their revenue. Besides optimizing the prize, suppliers also…

Multiagent Systems · Computer Science 2021-04-15 Pegah Rokhforoz , Olga Fink

Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…

Theoretical Economics · Economics 2026-05-19 Soumen Banerjee

The smart meter data analysis contributes to better planning and operations for the power system. This study aims to identify the drivers of residential energy consumption patterns from the socioeconomic perspective based on the consumption…

Machine Learning · Computer Science 2021-11-03 Wenjun Tang , Hao Wang , Xian-Long Lee , Hong-Tzer Yang

We study optimal monopoly pricing over consumer networks governed by general nonlinear utilities. In our framework, a consumer's utility is jointly determined by an individualized price and the consumption choices of their peers, propagated…

Statistics Theory · Mathematics 2026-05-15 Daniele Bracale , George Michailidis

An informed seller designs a dynamic mechanism to sell an experience good. The seller has partial information about the product match, which affects the buyer's private consumption experience. We characterize equilibrium mechanisms of this…

Theoretical Economics · Economics 2025-06-24 Tan Gan , Nicholas Wu

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu
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