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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 use a principal-agent model to analyze the structure of a book-driven dealer market when the dealer faces competition from a crossing network or dark pool. The agents are privately informed about their types (e.g. their portfolios),…

Mathematical Finance · Quantitative Finance 2016-08-17 Jana Bielagk , Ulrich Horst , Santiago Moreno--Bromberg

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Trading and Market Microstructure · Quantitative Finance 2025-04-16 Ryan Donnelly , Zi Li

We study a market mechanism that sets edge prices to incentivize strategic agents to efficiently share limited network capacity. In this market, agents form coalitions, with each coalition sharing a unit capacity of a selected route and…

Computer Science and Game Theory · Computer Science 2025-11-19 Saurabh Amin , Patrick Jaillet , Haripriya Pulyassary , Manxi Wu

We study a setting where a set of agents engage in pairwise exchanges of freely replicable goods (e.g., digital goods such as data), where two agents grant each other a copy of a good they possess in exchange for a good they lack. Such…

Computer Science and Game Theory · Computer Science 2026-03-16 Shangyuan Yang , Kirthevasan Kandasamy

The advent of intelligent agents who produce and consume energy by themselves has led the smart grid into the era of "prosumer", offering the energy system and customers a unique opportunity to revaluate/trade their spot energy via a…

Optimization and Control · Mathematics 2019-06-25 Yue Chen , Shengwei Mei , Wei Wei , Steven H. Low , Adam Wierman , Feng Liu

Exchange of services and resources in, or over, networks is attracting nowadays renewed interest. However, despite the broad applicability and the extensive study of such models, e.g., in the context of P2P networks, many fundamental…

Computer Science and Game Theory · Computer Science 2015-04-09 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

We consider the provision of public goods on networks of strategic agents. We study different effort outcomes of these network games, namely, the Nash equilibria, Pareto efficient effort profiles, and semi-cooperative equilibria (effort…

Computer Science and Game Theory · Computer Science 2016-05-20 Parinaz Naghizadeh , Mingyan Liu

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

We investigate the optimal regulation of energy production in alignment with the long-term goals of the Paris Climate Agreement. We analyze the optimal regulatory incentives to foster the development of non-emissive electricity generation…

General Economics · Economics 2025-02-11 René Aïd , Annika Kemper , Nizar Touzi

The coordinated operation of interconnected but locally controlled electricity markets is generally referred to as a "coupling". In this paper we propose a new mechanism design for efficient coupling of independent electricity markets. The…

Optimization and Control · Mathematics 2021-01-13 Alfredo Garcia , Roohallah Khatami , Ceyhun Eksin , Furkan Sezer

In this paper, we consider a general distributed system with multiple agents who select and then implement actions in the system. The system has an operator with a centralized objective. The agents, on the other hand, are selfinterested and…

Computer Science and Game Theory · Computer Science 2020-01-15 Donya Ghavidel , Pratyush Chakraborty , Enrique Baeyens , Vijay Gupta , Pramod P. Khargonekar

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

Optimization and Control · Mathematics 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

This work is concerned with the application of game theoretic principles to model competition between demand response aggregators for selling excess energy stored in electrochemical storage devices directly to other aggregators in a power…

Systems and Control · Computer Science 2016-12-05 Mahdi Motalleb , Reza Ghorbani

As electrical generation becomes more distributed and volatile, and loads become more uncertain, controllability of distributed energy resources (DERs), regardless of their ownership status, will be necessary for grid reliability. Grid…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Adam Lechowicz , Joshua Comden , Andrey Bernstein

We study hidden-action principal-agent problems with multiple agents. These are problems in which a principal commits to an outcome-dependent payment scheme in order to incentivize some agents to take costly, unobservable actions that lead…

Computer Science and Game Theory · Computer Science 2023-02-01 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Information exchange is a crucial component of many real-world multi-agent systems. However, the communication between the agents involves two major challenges: the limited bandwidth, and the shared communication medium between the agents,…

Multiagent Systems · Computer Science 2021-02-18 Majid Raeis , S. Jamaloddin Golestani

We consider a market in which both suppliers and consumers compete for a product via scalar-parameterized supply offers and demand bids. Scalar-parameterized offers/bids are appealing due to their modeling simplicity and desirable…

General Economics · Economics 2020-03-04 Mariola Ndrio , Khaled Alshehri , Subhonmesh Bose

This paper addresses the problem of energy sharing between a population of price-taking agents who adopt decentralized primal-dual gradient dynamics to find the Competitive Equilibrium (CE). Although the CE is efficient, it does not ensure…

Systems and Control · Electrical Eng. & Systems 2024-09-09 Koorosh Shomalzadeh , Nima Monshizadeh

Mechanism design is studied for aggregating renewable power producers (RPPs) in a two-settlement power market. Employing an indirect mechanism design framework, a payoff allocation mechanism (PAM) is derived from the competitive equilibrium…

Computer Science and Game Theory · Computer Science 2018-10-09 Hossein Khazaei , Yue Zhao