中文
相关论文

相关论文: A game-theoretic, market-based approach to extract…

200 篇论文

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

The proliferation of behind-the-meter (BTM) distributed energy resources (DER) within the electrical distribution network presents significant supply and demand flexibilities, but also introduces operational challenges such as voltage…

系统与控制 · 电气工程与系统科学 2024-09-13 Ahmed S. Alahmed , Guido Cavraro , Andrey Bernstein , Lang Tong

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

系统与控制 · 计算机科学 2015-06-26 Francesca Parise , Sergio Grammatico , Basilio Gentile , John Lygeros

Mobile data offloading is an emerging technology to avoid congestion in cellular networks and improve the level of user satisfaction. In this paper, we develop a distributed market framework to price the offloading service, and conduct a…

网络与互联网体系结构 · 计算机科学 2014-09-17 Kehao Wang , Francis C. M. Lau , Lin Chen , Robert Schober

The increasing integration of renewable energy sources and distributed energy resources (DER) into modern power systems introduces significant uncertainty, posing challenges for maintaining grid flexibility and reliability. Hybrid energy…

系统与控制 · 电气工程与系统科学 2025-10-31 Tanmay Mishra , Dakota Hamilton , Mads R. Almassalkhi

We study the impact of transition scenario uncertainty, namely that of future carbon price and electricity demand, on the pace of decarbonization of the electricity industry. To this end, we develop a theory of optimal stopping mean-field…

最优化与控制 · 数学 2023-12-29 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We consider a demand management problem of an energy community, in which several users obtain energy from an external organization such as an energy company, and pay for the energy according to pre-specified prices that consist of a…

计算机科学与博弈论 · 计算机科学 2021-06-16 Xupeng Wei , Achilleas Anastasopoulos

The Stackelberg game depicts a leader-follower relationship wherein decisions are made sequentially, and the Stackelberg equilibrium represents an expected optimal solution when the leader can anticipate the rational response of the…

系统与控制 · 电气工程与系统科学 2024-01-17 Yue Chen , Peng Yi

Game theory offers an interpretable mathematical framework for modeling multi-agent interactions. However, its applicability in real-world robotics applications is hindered by several challenges, such as unknown agents' preferences and…

机器人学 · 计算机科学 2023-10-17 Christopher Diehl , Tobias Klosek , Martin Krüger , Nils Murzyn , Torsten Bertram

In this paper, we propose a distributed control strategy for the design of an energy market. The method relies on a hierarchical structure of aggregators for the coordination of prosumers (agents which can produce and consume energy). The…

系统与控制 · 计算机科学 2018-06-28 Lorenzo Nespoli , Vasco Medici

This paper studies a stochastic utility maximization game under relative performance concerns in finite agent and infinite agent settings, where a continuum of agents interact through a graphon (see definition below). We consider an…

数理金融 · 定量金融 2023-02-22 Ludovic Tangpi , Xuchen Zhou

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

系统与控制 · 计算机科学 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento

Recent regulation on intraday electricity markets has led to the development of shared order books with the intention to foster competition and increase market liquidity. In this paper, we address the question of the efficiency of such…

交易与市场微观结构 · 定量金融 2025-09-15 René Aïd , Philippe Bergault , Mathieu Rosenbaum

For a simple model of price-responsive demand, we consider a deregulated electricity marketplace wherein the grid (ISO, retailer-distributor) accepts bids per-unit supply from generators (simplified herein neither to consider…

计算机科学与博弈论 · 计算机科学 2014-08-29 Yuquan Shan , Jayaram Raghuram , George Kesidis , Christopher Griffin , Karl Levitt , David J. Miller , Jeffry Rowe , Anna Scaglione

Peer-to-peer(P2P) energy trading may increase efficiency and reduce costs, but introduces significant challenges for network operators such as maintaining grid reliability, accounting for network losses, and redistributing costs equitably.…

系统与控制 · 电气工程与系统科学 2025-04-01 Varsha N. Behrunani , Philipp Heer , Roy S. Smith , John Lygeros

An important scenario for smart grids which encompass distributed electrical networks is given by the simultaneous presence of aggregators and individual consumers. In this work, an aggregator is seen as an entity (a coalition) which is…

计算机科学与博弈论 · 计算机科学 2015-09-25 Olivier Beaude , Cheng Wan , Samson Lasaulce

Despite the numerous benefits brought by Device-to-Device (D2D) communications, the introduction of D2D into cellular networks poses many new challenges in the resource allocation design due to the co-channel interference caused by spectrum…

计算机科学与博弈论 · 计算机科学 2014-08-22 Zhenyu Zhou , Mianxiong Dong , Kaoru Ota , Ruifeng Shi , Zhiheng Liu , Takuro Sato

We study a networked economic system composed of $n$ producers supplying a single homogeneous good to a number of geographically separated markets and of a centralized authority, called the market maker. Producers compete \`a la Cournot, by…

计算机科学与博弈论 · 计算机科学 2026-03-31 Giacomo Como , Fabio Fagnani , Leonardo Massai , Martina Vanelli

The competitive nature of Cloud marketplaces as new concerns in delivery of services makes the pricing policies a crucial task for firms. so that, pricing strategies has recently attracted many researchers. Since game theory can handle such…

计算机科学与博弈论 · 计算机科学 2023-09-21 Safiye Ghasemi , Mohammad Reza Meybodi , Mehdi Dehghan Takht-Fooladi , Amir Masoud Rahmani

We analyze the efficiency of markets with friction, particularly power markets. We model the market as a dynamic system with $(d_t;\,t\geq 0)$ the demand process and $(s_t;\,t\geq 0)$ the supply process. Using stochastic differential…

系统与控制 · 计算机科学 2011-09-19 Arman C. Kizilkale , Shie Mannor