Related papers: Optimal Routing across Constant Function Market Ma…
We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…
This working paper is divided into two parts. Firstly, we develop a new combined equilibrium model of business land-use, which puts travelers' traffic equilibrium and business companies' competitive location equilibrium into a unified…
We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…
In the vision of urban air mobility, air transport systems serve the demands of urban communities by routing flight traffic in networks formed by vertiports and flight corridors. We develop a routing algorithm to ensure that the air traffic…
In this paper we consider a mass optimization problem in the case of scalar state function, where instead of imposing a constraint on the total mass of the competitors, we penalize the classical compliance by a convex functional defined on…
Given the low throughput of blockchains like Bitcoin and Ethereum, scalability - the ability to process an increasing number of transactions - has become a central focus of blockchain research. One promising approach is the parallelization…
We consider a utility-maximization problem in a general semimartingale financial model, subject to constraints on the number of shares held in each risky asset. These constraints are modeled by predictable convex-set-valued processes whose…
There is a growing interest in the integration of energy infrastructures to increase systems' flexibility and reduce operational costs. The most studied case is the synergy between electric and heating networks. Even though integrated heat…
In this letter, we investigate the problem of actuator scheduling for networked control systems. Given a stochastic linear system with a number of actuators, we consider the case that one actuator is activated at each time. This problem is…
The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies…
We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order…
We examine the problem of optimal transport capacity expansion planning for a gas pipeline network to service the growing demand of gas-fired power plants that are increasingly used to provide base load, flexibility, and reserve generation…
We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…
This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…
This paper investigates general and generalized differentiation properties of the optimal value function associated with perturbed optimization problems. Fundamental results on nearly convex sets and functions in infinite-dimensional spaces…
The reliable operation of large-scale electric power networks is increasingly challenging, particularly with the integration of stochastic renewable generation. In this work, we address the problem of minimizing network transients by…
The inefficiency of selfish routing in congested networks is a classical problem in algorithmic game theory, often captured by the Price of Anarchy (i.e., the ratio between the social cost of decentralized decisions and that of a centrally…
The branched transport problem, a popular recent variant of optimal transport, is a non-convex and non-smooth variational problem on Radon measures. The so-called urban planning problem, on the contrary, is a shape optimization problem that…
In electricity networks with high penetration levels of renewable resources, Flexible Ramping Products (FRPs) are among the utilized measures for dealing with the potential fluctuations in the net demand. This paper investigates the impacts…
The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…