相关论文: Coordinated Transaction Scheduling in Multi-Area E…
The ATLAS model simulates the various stages of the electricity market chain in Europe, including the formulation of offers by different market actors, the coupling of European markets, strategic optimization of production portfolios and,…
Competition has been introduced in the electricity markets with the goal of reducing prices and improving efficiency. The basic idea which stays behind this choice is that, in competitive markets, a greater quantity of the good is exchanged…
We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel problem, that we subsequently cast as a generalized Nash…
In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special class of coalitional games. {The proposed market formulation…
This paper develops a strategic model of trade between two regions in which, depending on the relation among output, financial resources and transportation costs, the adjustment of prices towards an equilibrium is studied. We derive…
We describe a novel decision-making problem developed in response to the demands of retail electronic commerce (e-commerce). While working with logistics and retail industry business collaborators, we found that the cost of delivery of…
Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…
Algorithmic trading in modern financial markets is widely acknowledged to exhibit strategic, game-theoretic behaviors whose complexity can be difficult to model. A recent series of papers (Chriss, 2024b,c,a, 2025) has made progress in the…
Coordinating the interactions between flexibility assets in multi-carrier integrated energy systems (MIES) can lead to an efficient integration of variable renewable energy resources, and a cost-efficient energy transition. However, the…
This paper proposes a market clearing mechanism for energy trading in a local transactive market, where each player can participate in the market as seller or buyer and tries to maximize its welfare individually. Market players send their…
Traders in a market typically have widely different, private information on the return of an asset. The equilibrium price of the asset may reflect this information more accurately if the number of traders is large enough compared to the…
Multi-access edge computing (MEC) is a promising architecture to provide low-latency applications for future Internet of Things (IoT)-based network systems. Together with the increasing scholarly attention on task offloading, the problem of…
We consider a market in which capacity-constrained generators compete in scalar-parameterized supply functions to serve an inelastic demand spread throughout a transmission constrained power network. The market clears according to a…
We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…
Cross-border transmission infrastructure is pivotal in balancing modern power systems, but requires fair allocation of cross-border transmission capacity, possibly via fair pricing thereof. This requirement can be implemented using…
We study a recommendation system where sellers compete for visibility by strategically offering commissions to a platform that optimally curates a ranked menu of items and their respective prices for each customer. Customers interact…
We study the problem of forecasting and optimally trading day-ahead versus real-time (DART) price spreads in U.S. wholesale electricity markets. Building on the framework of Galarneau-Vincent et al., we extend spike prediction from a single…
The wide deployment of distributed renewable energy sources and electric vehicles can help mitigate climate crisis. This necessitates new business models in the power sector to hedge against uncertainties while imposing a strong coupling…
Modern socio-technical systems typically consist of many interconnected users and competing service providers, where notions like market equilibrium are tightly connected to the ``evolution'' of the network of users. In this paper, we model…
The main goal of a sequential two-stage electricity market -- e.g., day-ahead and real-time markets -- is to operate efficiently. However, the price difference across stages due to inadequate competition and unforeseen circumstances leads…