Publications associées à Modelling generation capacity margin as a dynamic control problem

Energy Management of Price-Maker Community Energy Storage by Stochastic Dynamic Programming

In this paper, we propose an analytical stochastic dynamic programming (SDP) algorithm to address the optimal management problem of price-maker community energy storage. As a price-maker, energy storage smooths price differences, thus decreasing energy arb ...

China Electric Power Research Inst2024

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In order to alleviate the environmental impact that nitrogen fertilizers production is responsible for, several efforts have been addressed to incentivize the partial or total decarbonization of the supply chains of ammonia and its derivatives. The decarbo ...

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Altruism, reciprocity, and tokens to reward forwarding data: Is that fair?

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Decentralized storage networks offer services with intriguing possibilities to reduce inequalities in an extremely centralized market. Fair distribution of rewards, however, is still a persistent problem in the current generation of decentralized applicati ...

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The optimal pricing of goods, especially when they are new and the innovating firm is a monopolist, must proceed without precise knowledge of the demand curve. This paper provides a pricing method with a relative robustness guarantee by maximizing a perfor ...

2025

The Time‐Varying Price of Financial Intermediation in the Mortgage Market

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We introduce a new measure of the price charged by ﬁnancial intermediaries for con-necting mortgage borrowers with capital market investors. Based on administrativelender pricing data, we document that the price of intermediation reacts stronglyto variatio ...

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Uncertainty of spillover effects – including property devaluation - from proposed land-use change elicits opposition to local development. This hinders cities’ ability to implement land-use policy aimed at housing affordability and environmental sustainabi ...

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AI-driven Prices for Externalities and Sustainability in Production Markets

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Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as the cost of over-appropriating a common-pool resource (which diminishes future stock, and thus harvest, for everyone) ...

Cornell University2023

Dataset for the article "Frequency regulation with storage: On losses and profits"

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This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.

Zenodo2023

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Many transportation markets are characterized by oligopolistic competition. In these markets customers, suppliers and regulators make decisions that are influenced by the preferences and the decisions of all other agents. In particular, capturing and under ...

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A plethora of real world problems consist of a number of agents that interact, learn, cooperate, coordinate, and compete with others in ever more complex environments. Examples include autonomous vehicles, robotic agents, intelligent infrastructure, IoT de ...

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We propose a framework to find optimal price-based policies to regulate markets characterized by oligopolistic competition and in which consumers make a discrete choice among a finite set of alternatives. The framework accommodates general discrete choice ...

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EPFL2021

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INFORMS2021

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EPFL2021

ECOGreen: Electricity Cost Optimization for Green Datacenters in Emerging Power Markets

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High-Frequency Jump Analysis of the Bitcoin Market

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We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November 2013. This gives us a rare opportunity to study an emerging retail-focused, highly speculative and unregulated market with trader identi ...

OXFORD UNIV PRESS2020