相关论文: Computing Supply Function Equilibria via Spline Ap…
In this paper, approximation schemes are proposed for handling load uncertainty in compliance-based topology optimization problems, where the uncertainty is described in the form of a set of finitely many loading scenarios. Efficient…
Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…
In this paper, we present long-awaited algorithmic advances toward the efficient construction of near-optimal replenishment policies for a true inventory management classic, the economic warehouse lot scheduling problem. While this paradigm…
In practice, most auction mechanisms are not strategy-proof, so equilibrium analysis is required to predict bidding behavior. In many auctions, though, an exact equilibrium is not known and one would like to understand whether -- manually…
We study the problem of market equilibrium (ME) in future wireless networks, with multiple actors competing and negotiating for a pool of heterogeneous resources (communication and computing) while meeting constraints in terms of global…
We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…
In electricity markets, customers are increasingly constrained by their budgets. A budget constraint for a user is an upper bound on the price multiplied by the quantity. However, since prices are determined by the market equilibrium, the…
The t\^atonnement process and Smale's process are two classical approaches to compute market equilibrium in exchange economies. While the t\^atonnement process can be seen as a first-order method, Smale's process, being second-order, is…
In the era of a growing population, systemic changes to the world, and the rising risk of crises, humanity has been facing an unprecedented challenge of resource scarcity. Confronting and addressing the issues concerning the scarce…
This work presents a methodology for forward electricity contract price projection based on market equilibrium and social welfare optimization. In the methodology supply and demand for forward contracts are produced in such a way that each…
We propose a numerical algorithm for computing approximately optimal solutions of the matching for teams problem. Our algorithm is efficient for problems involving large number of agent categories and allows for non-discrete agent type…
There is a long history of approximation schemes for the problem of scheduling jobs on identical machines to minimize the makespan. Such a scheme grants a $(1+\epsilon)$-approximation solution for every $\epsilon > 0$, but the running time…
We study the pay-as-bid auction game, a supply function model with discriminatory pricing and asymmetric firms. In this game, strategies are non-decreasing supply functions relating pric to quantity and the exact choice of the strategy…
We present a market-based approach to the Air Traffic Flow Management (ATFM) problem. The goods in our market are delays and buyers are airline companies; the latter pay money to the FAA to buy away the desired amount of delay on a per…
Fair resource allocation is a fundamental optimization problem with applications in operations research, networking, and economic and game theory. Research in these areas has led to the general acceptance of a class of $\alpha$-fair utility…
We consider a nonatomic congestion game on a graph, with several classes of players. Each player wants to go from its origin vertex to its destination vertex at the minimum cost and all players of a given class share the same…
We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…
We present a new algorithm for computing balanced flows in equality networks arising in market equilibrium computations. The current best time bound for computing balanced flows in such networks requires $O(n)$ maxflow computations, where…
We consider an increasingly popular demand-response scenario where a user schedules the flexible electric vehicle (EV) charging load in response to real-time electricity prices. The objective is to minimize the total charging cost with user…