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Iterative combinatorial auctions are widely used in high stakes settings such as spectrum auctions. Such auctions can be hard to analyze, making it difficult for bidders to determine how to behave and for designers to optimize auction rules…

Computer Science and Game Theory · Computer Science 2024-07-25 Greg d'Eon , Neil Newman , Kevin Leyton-Brown

With the sustained deployment of distributed generation capacities and the more proactive role of consumers, power systems and their operation are drifting away from a conventional top-down hierarchical structure. Electricity market…

Systems and Control · Computer Science 2018-09-25 Etienne Sorin , Lucien Bobo , Pierre Pinson

Distributed energy resources behind the meter and automation systems enable traditional electricity consumers to become prosumers (producers/consumers) that can participate in peer-to-peer exchange of electricity and in retail electricity…

Systems and Control · Electrical Eng. & Systems 2021-03-05 Eve Tsybina , Justin Burkett , Santiago Grijalva

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This…

Artificial Intelligence · Computer Science 2015-03-19 Amos Storkey

We analyze the computational complexity of market maker pricing algorithms for combinatorial prediction markets. We focus on Hanson's popular logarithmic market scoring rule market maker (LMSR). Our goal is to implicitly maintain correct…

Computer Science and Game Theory · Computer Science 2008-02-12 Yiling Chen , Lance Fortnow , Nicolas Lambert , David M. Pennock , Jennifer Wortman

Commercial refrigeration systems consume 7% of the total commercial energy consumption in the United States. Improving their energy efficiency contributes to the sustainability of global energy systems and the supermarket business sector.…

Systems and Control · Computer Science 2017-04-04 Insoon Yang

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

Optimization and Control · Mathematics 2012-07-13 John N. Tsitsiklis , Yunjian Xu

Matching markets are of particular interest in computer science and economics literature as they are often used to model real-world phenomena where we aim to equitably distribute a limited amount of resources to multiple agents and…

Computer Science and Game Theory · Computer Science 2021-10-01 Andrew Yang , Bruce Changlong Xu , Ivan Villa-Renteria

Traditional combinatorial spectrum auctions mainly rely on fixed bidding and matching processes, which limit participants' ability to adapt their strategies and often result in suboptimal social welfare in dynamic spectrum sharing…

Computer Science and Game Theory · Computer Science 2025-07-29 Xiang Shao , Wei Wang , Guan Gui

Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in demand, solar energy, wind power, and electricity prices as…

Machine Learning · Computer Science 2022-03-14 Saeed Mohammadi , Mohammad Reza Hesamzadeh

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

The increasing penetration of intermittent renewables, storage devices, and flexible loads is introducing operational challenges in distribution grids. The proper coordination and scheduling of these resources using a distributed approach…

A key challenge in combinatorial auctions is designing bid formats that accurately capture agents' preferences while remaining computationally feasible. This is especially true for electricity auctions, where complex preferences complicate…

General Economics · Economics 2025-08-26 Thomas Hübner , Gabriela Hug

Market price systems constitute a well-understood class of mechanisms that under certain conditions provide effective decentralization of decision making with minimal communication overhead. In a market-oriented programming approach to…

Artificial Intelligence · Computer Science 2008-02-03 M. P. Wellman

Local electricity markets offer a promising solution for integrating renewable energy sources and other distributed energy resources (DERs) into distribution networks. These markets enable the effective utilization of flexible resources by…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Niloofar Pourghaderi , Milad Kabirifar , Payman Dehghanian

We present a practical, market-based solution to the resource provisioning problem in a set of heterogeneous resource clusters. We focus on provisioning rather than immediate scheduling decisions to allow users to change long-term job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-25 Murray Stokely , Jim Winget , Ed Keyes , Carrie Grimes , Benjamin Yolken

We propose a hierarchical local electricity market (LEM) at the primary and secondary feeder levels in a distribution grid, to optimally coordinate and schedule distributed energy resources (DER) and provide valuable grid services like…

Systems and Control · Electrical Eng. & Systems 2023-12-04 Vineet Jagadeesan Nair , Anuradha Annaswamy

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

Trading and Market Microstructure · Quantitative Finance 2020-04-14 Ioannis Boukas , Damien Ernst , Thibaut Théate , Adrien Bolland , Alexandre Huynen , Martin Buchwald , Christelle Wynants , Bertrand Cornélusse

Understanding consumer choice is fundamental to marketing and management research, as firms increasingly seek to personalize offerings and optimize customer engagement. Traditional choice modeling frameworks, such as multinomial logit (MNL)…

Machine Learning · Computer Science 2025-03-11 Diego Vallarino

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme for residential prosumers with a simplified entry to the market. We formulate the market as an assignment game, a special class of coalitional games. For solving…

Systems and Control · Electrical Eng. & Systems 2023-01-25 A. A. Raja , S. Grammatico