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We propose an operating envelopes (OEs) aware energy community market mechanism that dynamically charges/rewards its members based on two-part pricing. The OEs are imposed exogenously by a regulated distribution system operator (DSO) on the…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Ahmed S. Alahmed , Guido Cavraro , Andrey Bernstein , Lang Tong

Decarbonisation, decentralisation, and intermittency are driving the development of flexibility markets towards shorter market time units (MTU). Shorter MTUs and shorter gate closures lower the entrance barriers of demand side aggregators…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Theodor Hagström , Lars Herre

Bike sharing provides an environment-friendly way for traveling and is booming all over the world. Yet, due to the high similarity of user travel patterns, the bike imbalance problem constantly occurs, especially for dockless bike sharing…

Artificial Intelligence · Computer Science 2018-12-04 Ling Pan , Qingpeng Cai , Zhixuan Fang , Pingzhong Tang , Longbo Huang

Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

Computational Engineering, Finance, and Science · Computer Science 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

We propose Process-Aware Policy Optimization (PAPO), a method that integrates process-level evaluation into Group Relative Policy Optimization (GRPO) through decoupled advantage normalization, to address two limitations of existing reward…

Artificial Intelligence · Computer Science 2026-04-06 Zelin Tan , Zhouliang Yu , Bohan Lin , Zijie Geng , Hejia Geng , Yudong Zhang , Mulei Zhang , Yang Chen , Shuyue Hu , Zhenfei Yin , Chen Zhang , Lei Bai

With the increasing penetration of inverter-based resources (IBRs) in power grids, system-level coordinated optimization of IBR controllers has become increasingly important for maintaining overall system stability. Unlike most existing…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Haowen Xu , Xin Chen

Pricing and settlement mechanisms are crucial for efficient re-source allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Hamid Davoudi , Fengyu Wang , Yonghong Chen , Di Shi , Alinson Xavier , Feng Qiu

Ridesharing platforms match drivers and riders to trips, using dynamic prices to balance supply and demand. A challenge is to set prices that are appropriately smooth in space and time, so that drivers with the flexibility to decide how to…

Computer Science and Game Theory · Computer Science 2021-09-20 Hongyao Ma , Fei Fang , David C. Parkes

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

In this paper, we discuss the Dutch power market, which is comprised of a day-ahead market and an intraday balancing market that operates like an auction. Due to fluctuations in power supply and demand, there is often an imbalance that…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Vignesh Raja Swaminathan , Nikita P. Granger , Carlos Ros Perez , Christian Michler

We study the problem of decentralized secondary frequency regulation in power networks where ancillary services are provided via on-off load-side participation. We initially consider on-off loads that switch when prescribed frequency…

Optimization and Control · Mathematics 2019-09-17 Andreas Kasis , Nima Monshizadeh , Ioannis Lestas

Instrumental convergence predicts that sufficiently advanced AI agents will resist shutdown, yet current safety training (RLHF) may obscure this risk by teaching models to deny self-preservation motives. We introduce the \emph{Two-role…

Artificial Intelligence · Computer Science 2026-04-03 Matteo Migliarini , Joaquin Pereira Pizzini , Luca Moresca , Valerio Santini , Indro Spinelli , Fabio Galasso

With dynamic pricing on the rise, firms are using sophisticated algorithms for price determination. These algorithms are often non-interpretable and there has been a recent interest in their seemingly emergent ability to tacitly collude…

Computer Science and Game Theory · Computer Science 2024-10-25 Pravesh Koirala , Forrest Laine

The battery energy storage system (BESS) has immense potential for enhancing grid reliability and security through its participation in the electricity market. BESS often seeks various revenue streams by taking part in multiple markets to…

Systems and Control · Electrical Eng. & Systems 2024-03-01 Jinhao Li , Changlong Wang , Yanru Zhang , Hao Wang

This paper introduces peer to peer (P2P) trading mechanisms based on decentralized Blockchain to facilitate retail electricity market for ever-increasing distributed energy resources (DERs). The Blockchain network supports fast and secure…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Masoud H. Nazari , Antar Kumar Biswas

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…

In many domains such as transportation and logistics, search and rescue, or cooperative surveillance, tasks are pending to be allocated with the consideration of possible execution uncertainties. Existing task coordination algorithms either…

Multiagent Systems · Computer Science 2023-08-03 Ruifan Liu , Hyo-Sang Shin , Binbin Yan , Antonios Tsourdos

We develop an analytical framework to study experimental design in two-sided marketplaces. Many of these experiments exhibit interference, where an intervention applied to one market participant influences the behavior of another…

Methodology · Statistics 2021-09-28 Ramesh Johari , Hannah Li , Inessa Liskovich , Gabriel Weintraub

We introduce a decentralized mechanism for pricing and exchanging alternatives constrained by transaction costs. We characterize the time-invariant solutions of a heat equation involving a (weighted) Tarski Laplacian operator, defined for…

Computer Science and Game Theory · Computer Science 2023-09-14 Hans Riess , Michael Munger , Michael M. Zavlanos

We study reinforcement learning in hybrid discrete-continuous action spaces, such as settings where the discrete component selects a regime (or index) and the continuous component optimizes within it -- a structure common in robotics,…

Machine Learning · Computer Science 2026-05-15 Matias Alvo , Daniel Russo , Yash Kanoria