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In a grid constrained transactive distribution system market, distribution locational marginal pricing DLMP is influenced by the distance from the substation to an energy user, thereby causing households that are further away from the…

计算工程、金融与科学 · 计算机科学 2019-06-11 Ahmad Khaled Zarabie , Sanjoy Das

Motivated by applications such as college admission and insurance rate determination, we propose an evaluation problem where the inputs are controlled by strategic individuals who can modify their features at a cost. A learner can only…

计算机科学与博弈论 · 计算机科学 2020-11-05 Nika Haghtalab , Nicole Immorlica , Brendan Lucier , Jack Z. Wang

We study how a monopolist's use of consumer data for price discrimination affects welfare. To answer this question, we develop a model of market segmentation subject to residual uncertainty. We fully characterize when data usage…

理论经济学 · 经济学 2025-11-20 Maryam Farboodi , Nima Haghpanah , Ali Shourideh

We provide a data-driven algorithm to classify market regimes for time series. We utilise the path signature, encoding time series into easy-to-describe objects, and provide a metric structure which establishes a connection between…

风险管理 · 定量金融 2021-07-02 Paul Bilokon , Antoine Jacquier , Conor McIndoe

With the rapid development of distributed energy resources, increasing number of residential and commercial users have been switched from pure electricity consumers to prosumers that can both consume and produce energy. To properly manage…

分布式、并行与集群计算 · 计算机科学 2023-09-15 Bing Liu , Furan Xie , Li Chai

This paper proposes a doubled-sided auction mechanism with price discrimination for social welfare (SW) maximization in the electricity and heating market. In this mechanism, energy service providers (ESPs) submit offers and load…

计算机科学与博弈论 · 计算机科学 2022-05-31 Lu Wang , Wei Gu , Shuai Lu , Haifeng Qiu , Zhi Wu

This working paper presents a comprehensive study on the development and analysis of various electricity market models, focusing on continuous, discrete, and fractional-order approaches. The continuous model captures the ongoing…

最优化与控制 · 数学 2024-07-29 Ioannis Dassios

Computing market equilibria is a problem of both theoretical and applied interest. Much research to date focuses on the case of static Fisher markets with full information on buyers' utility functions and item supplies. Motivated by…

计算机科学与博弈论 · 计算机科学 2021-10-05 Yuan Gao , Christian Kroer , Alex Peysakhovich

We develop an axiomatic theory for Automated Market Makers (AMMs) in local energy sharing markets and analyze the Markov Perfect Equilibrium of the resulting economy with a Mean-Field Game. In this game, heterogeneous prosumers solve a…

理论经济学 · 经济学 2026-01-01 Michele Fabi , Viraj Nadkarni , Leonardo Leone , Matheus X. V. Ferreira

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

系统与控制 · 计算机科学 2017-10-24 Michael Chertkov , Vladimir Y. Chernyak , Deepjyoti Deka

Coordination of distributed energy resources is critical for electricity grid management. Although nodal pricing schemes can mitigate congestion and voltage deviations, the resulting prices are not necessarily equitable. In this work, we…

最优化与控制 · 数学 2023-12-15 Emmanuel Balogun , Sonia Martin , Anthony Degleris , Ram Rajagopal

Understanding community structures is crucial for analyzing networks, as nodes join communities that collectively shape large-scale networks. In real-world settings, the formation of communities is often impacted by several social factors,…

社会与信息网络 · 计算机科学 2025-04-16 Elze de Vink , Frank W. Takes , Akrati Saxena

In several European countries, regulatory frameworks now allow households to form energy communities and trade energy locally via local energy markets (LEMs). While multiple mechanisms exist to allocate locally produced energy among…

Crowdsourced wireless community networks can effectively alleviate the limited coverage issue of Wi-Fi access points (APs), by encouraging individuals (users) to share their private residential Wi-Fi APs with others. In this paper, we…

计算机科学与博弈论 · 计算机科学 2016-11-17 Qian Ma , Lin Gao , Ya-Feng Liu , Jianwei Huang

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique,…

应用统计 · 统计学 2022-04-07 Jesus Lago , Grzegorz Marcjasz , Bart De Schutter , Rafał Weron

Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…

机器学习 · 计算机科学 2022-12-15 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

Motivated by the markets operating on fast time scales, we present a framework for online coalitional games with time-varying coalitional values and propose real-time payoff distribution mechanisms. Specifically, we design two online…

系统与控制 · 电气工程与系统科学 2023-01-31 Aitazaz Ali Raja , Sergio Grammatico

Most methods proposed to uncover communities in complex networks rely on combinatorial graph properties. Usually an edge-counting quality function, such as modularity, is optimized over all partitions of the graph compared against a null…

物理与社会 · 物理学 2015-02-17 Renaud Lambiotte , Jean-Charles Delvenne , Mauricio Barahona

The European market clearing problem is characterized by a set of heterogeneous orders and rules that force the implementation of heuristic and iterative solving methods. In particular, curtailable block orders and the uniform purchase…

Strategic bidding tactics employed by prosumers in local markets, including the Local Electricity Market (LEM) and Local Flexibility Market (LFM), have attracted significant attention due to their potential to enhance economic benefits for…

系统与控制 · 电气工程与系统科学 2025-07-23 Haoyang Zhang , Mina Montazeri , Philipp Heer , Koen Kok , Nikolaos G. Paterakis