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12/29/2021
Stochastic dynamic matching: A mixed graph-theory and linear-algebra approach
The stochastic dynamic matching problem has recently drawn attention in ...
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01/18/2021
Privacy Impact on Generalized Nash Equilibrium in Peer-to-Peer Electricity Market
We consider a peer-to-peer electricity market, where agents hold private...
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09/21/2020
Flexibility can hurt dynamic matching system performance
We study the performance of general dynamic matching models. This model ...
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04/06/2020
Risk-Averse Equilibrium Analysis and Computation
We consider two market designs for a network of prosumers, trading energ...
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02/07/2020
Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation
This paper concerns error bounds for recursive equations subject to Mark...
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10/11/2019
Zap Q-Learning With Nonlinear Function Approximation
The Zap stochastic approximation (SA) algorithm was introduced recently ...
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04/25/2019
Zap Q-Learning for Optimal Stopping Time Problems
We propose a novel reinforcement learning algorithm that approximates so...
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03/05/2019
The power disaggregation algorithms and their applications to demand dispatch
We were interested in solving a power disaggregation problem which comes...
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10/19/2018
Optimal Control of Dynamic Bipartite Matching Models
A dynamic bipartite matching model is given by a bipartite matching grap...
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09/17/2018