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We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the true valuation. We illustrate conditions under which our…

Pricing of Securities · Quantitative Finance 2019-07-23 Ravi Kashyap

The USDA Forest Inventory and Analysis (FIA) program conducts a national forest inventory for the United States through a network of permanent field plots. FIA produces estimates of area averages and totals for plot-measured forest…

Applications · Statistics 2025-09-04 Paul B. May , Andrew O. Finley

Auction has been used to allocate resources or tasks to processes, machines or other autonomous entities in distributed systems. When different bidders have different demands and valuations on different types of resources or tasks, the…

Computer Science and Game Theory · Computer Science 2019-02-26 Li-Hsing Yen , Guang-Hong Sun

Many biological populations, such as bacterial colonies, have developed through evolution a protection mechanism, called bet-hedging, to increase their probability of survival under stressful environmental fluctutation. In this context, the…

Populations and Evolution · Quantitative Biology 2017-05-24 Masaki Ogura , Masashi Wakaiki , Harvey Rubin , Victor M. Preciado

This paper introduces a novel decision-focused framework for energy storage arbitrage bidding. Inspired by the bidding process for energy storage in electricity markets, we propose a predict-then-bid end-to-end method incorporating the…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Ming Yi , Yiqian Wu , Saud Alghumayjan , James Anderson , Bolun Xu

A 'planetary park' system has been suggested as a way for Mars to 'preserve' land for a multitude of purposes. These parks would represent a diverse portion of martian terrain and would be regulated to minimize human contamination and…

Physics and Society · Physics 2024-06-17 George Profitiliotis , Jacob Haqq-Misra

Human activity continues to have an enormous negative impact on the ability of the planet to sustain human and other forms of life. Six out of the nine planetary boundaries have been crossed, a seventh is close to threshold. Prominent…

We propose a new active learning approach for efficiently estimating the geographic range of a species from a limited number of on the ground observations. We model the range of an unmapped species of interest as the weighted combination of…

Machine Learning · Computer Science 2023-11-06 Christian Lange , Elijah Cole , Grant Van Horn , Oisin Mac Aodha

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…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to…

Machine Learning · Statistics 2015-02-23 Feng Nan , Joseph Wang , Venkatesh Saligrama

Ecosystem restoration is a paramount policy priority for this decade, with ambitious global and European targets requiring unprecedented levels of data-driven implementation. Achieving effective and equitable restoration, particularly for…

Electricity transmission expansion has suffered many delays in Europe in recent decades, despite its significance for integrating renewable electricity into the energy system. A hydrogen network which reuses the existing fossil gas network…

Physics and Society · Physics 2023-07-18 Fabian Neumann , Elisabeth Zeyen , Marta Victoria , Tom Brown

We determine forest lease value and optimal harvesting strategies under model parameter uncertainty within stochastic bio-economic models that account for catastrophe risk. Catastrophic events are modeled as a Poisson point process, with a…

Mathematical Finance · Quantitative Finance 2025-02-11 Ankush Agarwal , Christian Ewald , Yihan Zou

Distributed energy resources (DERs), such as rooftop solar panels, are growing rapidly and are reshaping power systems. To promote DERs, feed-in-tariff (FIT) is usually adopted by utilities to pay DER owners certain fixed rates for…

Systems and Control · Electrical Eng. & Systems 2020-02-24 Zibo Zhao , Andrew L. Liu

Low-carbon societies will need to store vast amounts of electricity to balance intermittent generation from wind and solar energy, for example, through frequency regulation. Here, we derive an analytical solution to the decision-making…

Optimization and Control · Mathematics 2024-03-27 Dirk Lauinger , François Vuille , Daniel Kuhn

We introduce several new estimation methods that leverage shape constraints in auction models to estimate various objects of interest, including the distribution of a bidder's valuations, the bidder's ex ante expected surplus, and the…

Econometrics · Economics 2019-12-17 Joris Pinkse , Karl Schurter

In online advertising markets, budget-constrained advertisers acquire ad placements through repeated bidding in auctions on various platforms. We present a strategy for bidding optimally in a set of auctions that may or may not be…

Computer Science and Game Theory · Computer Science 2023-06-14 Fransisca Susan , Negin Golrezaei , Okke Schrijvers

Increasing climate change and habitat loss are driving unprecedented shifts in species distributions. Conservation professionals urgently need timely, high-resolution predictions of biodiversity risks, especially in ecologically diverse…

Quantitative Methods · Quantitative Biology 2025-12-03 Hammed A. Akande , Abdulrauf A. Gidado

We study the problem of allocating multiple types of resources to agents with Leontief preferences. The classic Dominant Resource Fairness (DRF) mechanism satisfies several desired fairness and incentive properties, but is known to have…

Computer Science and Game Theory · Computer Science 2022-10-12 Xiaohui Bei , Zihao Li , Junjie Luo

Illegal wildlife poaching is driving the loss of biodiversity. To combat poaching, rangers patrol expansive protected areas for illegal poaching activity. However, rangers often cannot comprehensively search such large parks. Thus, the…

Machine Learning · Computer Science 2020-11-24 Rachel Guo , Lily Xu , Drew Cronin , Francis Okeke , Andrew Plumptre , Milind Tambe