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Flexible demand response (DR) resources can be leveraged to accommodate the stochasticity of some distributed energy resources. This paper develops an online learning approach that continuously estimates price sensitivities of residential…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin

This paper presents a new ridesharing simulation platform that accounts for dynamic driver supply and passenger demand, and complex interactions between drivers and passengers. The proposed simulation platform explicitly considers driver…

Multiagent Systems · Computer Science 2022-05-17 Rui Yao , Shlomo Bekhor

The adoption of market-based principles in resource management systems for computational infrastructures such as grids and clusters allows for matching demand and supply for resources in a utility maximizing manner. As such, they offer a…

Computer Science and Game Theory · Computer Science 2019-08-14 K. Abdelkader , J. Broeckhove , K. Vanmechelen

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

This paper addresses the online $k$-selection problem with diseconomies of scale (OSDoS), where a seller seeks to maximize social welfare by optimally pricing items for sequentially arriving buyers, accounting for increasing marginal…

Computer Science and Game Theory · Computer Science 2025-02-05 Hossein Nekouyan Jazi , Bo Sun , Raouf Boutaba , Xiaoqi Tan

The performance of an energy system under a real-time pricing mechanism depends on the consumption behavior of its customers, which involves uncertainties. In this paper, we consider a system operator that charges its customers with a…

Systems and Control · Computer Science 2016-11-17 Ceyhun Eksin , Hakan Delic , Alejandro Ribeiro

Dynamic max-min fair allocation (DMMF) is a simple and popular mechanism for the repeated allocation of a shared resource among competing agents: in each round, each agent can choose to request or not for the resource, which is then…

Computer Science and Game Theory · Computer Science 2025-01-28 Chido Onyeze , Siddhartha Banerjee , Giannis Fikioris , Éva Tardos

We study transportation networks controlled by dynamic feedback tolls. We focus on a multiscale model whereby the dynamics of the traffic flows are intertwined with those of the routing choices. The latter are influenced by the current…

Dynamical Systems · Mathematics 2020-10-20 Giacomo Como , Rosario Maggistro

We study a general model on reusable resource allocation under model uncertainty. A heterogeneous population of customers arrive at the decision maker's (DM's) platform sequentially. Upon observing a customer's type, the DM selects an…

Optimization and Control · Mathematics 2022-12-07 Xilin Zhang , Wang Chi Cheung

We investigate the problem of market mechanism design for wind energy. We consider a dynamic two-step model with one strategic seller with wind generation and one buyer, who trade energy through a mechanism determined by a designer. The…

Computer Science and Game Theory · Computer Science 2017-02-02 Hamidreza Tavafoghi , Demosthenis Teneketzis

Renewable resources are starting to constitute a growing portion of the total generation mix of the power system. A key difference between renewables and traditional generators is that many renewable resources are managed by individuals,…

Optimization and Control · Mathematics 2019-10-07 Pan Li , Shreyas Sekar , Baosen Zhang

Pricing financial or real options with arbitrary payoffs in regime-switching models is an important problem in finance. Mathematically, it is to solve, under certain standard assumptions, a general form of optimal stopping problems in…

Mathematical Finance · Quantitative Finance 2018-09-11 Masahiko Egami , Rusudan Kevkhishvili

We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…

Optimization and Control · Mathematics 2021-11-09 Diptangshu Sen , Kushaagra Goyal , Varun Ramamohan , Arnob Ghosh

We propose a real-time nodal pricing mechanism for cost minimization and voltage control in a distribution network with autonomous distributed energy resources and analyze the resulting market using stochastic game theory. Unlike existing…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Eli Brock , Jingqi Li , Javad Lavaei , Somayeh Sojoudi

Optimizing shared vehicle systems (bike/scooter/car/ride-sharing) is more challenging compared to traditional resource allocation settings due to the presence of \emph{complex network externalities} -- changes in the demand/supply at any…

Computer Science and Game Theory · Computer Science 2021-05-12 Siddhartha Banerjee , Daniel Freund , Thodoris Lykouris

Electricity supply is not simply a matter of quantity, but a time lasting service that matches with a wave-like load curve. It logically deserves a pricing based on the curve per se rather than simply integral of load. This paper introduces…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Jinghuan Ma , Jie Gu , Zhijian Jin

The increasing deployment of end use power resources in distribution systems created active distribution systems. Uncontrolled active distribution systems exhibit wide variations of voltage and loading throughout the day as some of these…

Systems and Control · Electrical Eng. & Systems 2022-08-01 Matthew Lau , Kayla Thames , Sakis Meliopoulos

A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…

Optimization and Control · Mathematics 2017-08-28 Junjie Qin , Ram Rajagopal , Pravin Varaiya

Multi-access edge computing (MEC) is one of the enabling technologies for high-performance computing at the edge of the 6 G networks, supporting high data rates and ultra-low service latency. Although MEC is a remedy to meet the growing…

Computer Science and Game Theory · Computer Science 2024-02-08 Ummy Habiba , Setareh Maghsudi , Ekram Hossain

We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…

Computer Science and Game Theory · Computer Science 2024-06-07 Yongge Yang , Yu-Ching Lee , Po-An Chen
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