相关论文: The prices of renewable commodities: A robust stat…

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

The paper describes the robust algorithm for linear time-invariant plants under parametric uncertainties, external disturbances and high-frequency noises in measurements. The proposed algorithm allows one to reduce the noise impact on the…

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

We uncover a large and significant low-minus-high rank effect for commodities across two centuries. There is nothing anomalous about this anomaly, nor is it clear how it can be arbitraged away. Using nonparametric econometric methods, we…

There are several approaches to modeling and forecasting time series as applied to prices of commodities and financial assets. One of the approaches is to model the price as a non-stationary time series process with heteroscedastic…

Concurrent accesses to databases are typically encapsulated in transactions in order to enable isolation from other concurrent computations and resilience to failures. Modern databases provide transactions with various semantics…

Discerning how a mutation affects the stability of a protein is central to the study of a wide range of diseases. Machine learning and statistical analysis techniques can inform how to allocate limited resources to the considerable time and…

In theoretical studies, the most commonly used measure of ecological stability is resilience: ecosystems asymptotic rate of return to equilibrium after a pulse-perturbation $-$or shock. A complementary notion of growing popularity is…

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…

In economic studies and popular media, interest rates are routinely cited as a major factor behind commodity price fluctuations. At the same time, the transmission channels are far from transparent, leading to long-running debates on the…

Model-based process simulation can be used to derive designs and operating conditions of chemical processes that optimally balance multiple objectives, such as quality, costs, or environmental impacts. This work focuses on identifying…

Firms increasingly rely on dynamic pricing to respond to evolving customer demand, yet in many applications they observe only the revenue generated by a single posted price in each period. At the same time, market conditions may shift…

This paper addresses the ubiquity of remarkable measures on graphs, and their applications. In many queueing systems, it is necessary to take into account the compatibility constraints between users, or between supply and demands, and so…

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

The rapid rise in inverter-based renewable resources has heightened concerns over subsynchronous resonance and oscillations, thereby challenging grid stability. This paper reviews approaches to identify and mitigate these issues, focusing…

Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…

We study the stability of a Markovian model of electricity production and consumption that incorporates production volatility due to renewables and uncertainty about actual demand versus planned production. We assume that the energy…

This paper introduces an information-based model for the pricing of storable commodities such as crude oil and natural gas. The model uses the concept of market information about future supply and demand as a basis for valuation. Physical…

In this paper, we examine both stability and sustainability of a network-based model of natural resource consumption. Stability is studied from a dynamical systems perspective, though we argue that sustainability is a fundamentally…