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This paper proposes a fully distributed Demand-Side Management system for Smart Grid infrastructures, especially tailored to reduce the peak demand of residential users. In particular, we use a dynamic pricing strategy, where energy tariffs…

计算机科学与博弈论 · 计算机科学 2014-05-09 Antimo Barbato , Antonio Capone , Lin Chen , Fabio Martignon , Stefano Paris

Both ride-hailing services and electric vehicles are becoming increasingly popular and it is likely that charging management of the ride-hailing vehicles will be a significant part of the ride-hailing company's operation in the near future.…

系统与控制 · 电气工程与系统科学 2022-03-18 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

数理金融 · 定量金融 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

The current massive installation of distributed resources in electricity distribution systems is transforming these systems into active dispatching subjects. At the same time, the need to compensate for the intermittent generation of an…

最优化与控制 · 数学 2026-02-06 Giovanni Micheli , Maria Teresa Vespucci , Gianluigi Migliavacca , Dario Siface

Generative model ecosystems increasingly operate as competitive multi-platform markets, where platforms strategically select models from a shared pool and users with heterogeneous preferences choose among them. Understanding how platforms…

计算机科学与博弈论 · 计算机科学 2026-02-23 Xiukun Wei , Min Shi , Xueru Zhang

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

系统与控制 · 电气工程与系统科学 2025-05-16 Liudong Chen , Jay Sethuraman , Bolun Xu

We find an approximate Nash equilibrium in a game between decentralized exchanges (DEXs) that compete for order flow by setting dynamic trading fees. We characterize the equilibrium via a coupled system of partial differential equations and…

数理金融 · 定量金融 2026-03-11 Leonardo Baggiani , Martin Herdegen , Leandro Sanchez-Betancourt

We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…

计算工程、金融与科学 · 计算机科学 2018-07-23 Lorenzo Nespoli , Matteo Salani , Vasco Medici

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…

最优化与控制 · 数学 2008-05-21 Iordan V. Iordanov , Stoyan V. Stoyanov , Andrey A. Vassilev

We analyze competition on nonlinear prices in homogeneous goods markets with consumer search. In equilibrium firms offer two-part tariffs consisting of a linear price and lump-sum fee. The equilibrium production is socially efficient as the…

理论经济学 · 经济学 2021-10-01 Atabek Atayev

We study competitive resource allocation problems in which players distribute their demands integrally on a set of resources subject to player-specific submodular capacity constraints. Each player has to pay for each unit of demand a cost…

计算机科学与博弈论 · 计算机科学 2014-07-30 Tobias Harks , Max Klimm , Britta Peis

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

计算机科学与博弈论 · 计算机科学 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

We show that, with indivisible goods, the existence of competitive equilibrium fundamentally depends on agents' substitution effects, not their income effects. Our Equilibrium Existence Duality allows us to transport results on the…

理论经济学 · 经济学 2020-07-01 Elizabeth Baldwin , Omer Edhan , Ravi Jagadeesan , Paul Klemperer , Alexander Teytelboym

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

计算机科学与博弈论 · 计算机科学 2022-04-04 Sixie Yu , Kai Zhou , P. Jeffrey Brantingham , Yevgeniy Vorobeychik

In many markets, like electricity or cloud computing markets, providers incur large costs for keeping sufficient capacity in reserve to accommodate demand fluctuations of a mostly fixed user base. These costs are significantly affected by…

计算机科学与博弈论 · 计算机科学 2020-04-07 Ludwig Dierks , Sven Seuken

Uncertainty in the output power of large-scale wind power plants (WPPs) can face the electricity market players with undesirable profit variations. Market players can hedge themselves against these risks by participating in forward…

系统与控制 · 电气工程与系统科学 2023-10-16 Mohsen Banaei , Majid Oloomi Buygi , Hani Raouf-Sheybani , Razgar Ebrahimy , Henrik Madsen

This paper investigates design of noncooperative games from an optimization and control theoretic perspective. Pricing mechanisms are used as a design tool to ensure that the Nash equilibrium of a fairly general class of noncooperative…

计算机科学与博弈论 · 计算机科学 2010-07-02 Tansu Alpcan , Lacra Pavel , Nem Stefanovic

We consider a scenario where a retailer can set different prices for different consumers in a smart grid. The retailer's objective is to maximize the revenue, minimize the operating cost, and maximize the consumer's welfare. The retailer…

最优化与控制 · 数学 2021-11-09 Diptangshu Sen , Kushaagra Goyal , Varun Ramamohan , Arnob Ghosh

This paper addresses the problem of energy sharing between a population of price-taking agents who adopt decentralized primal-dual gradient dynamics to find the Competitive Equilibrium (CE). Although the CE is efficient, it does not ensure…

系统与控制 · 电气工程与系统科学 2024-09-09 Koorosh Shomalzadeh , Nima Monshizadeh

We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…

数理金融 · 定量金融 2020-06-09 René Aïd , Luciano Campi , Liangchen Li , Mike Ludkovski