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Item type:Publication, Access status: with files , Scheduling and pricing strategies for prosumers in a microgrid(2026)We analyze fundamental scheduling and pricing problems with applications in energy trading. We consider agents in microgrids, wishing to optimize their cost by strategically buying, selling and storing energy in a battery, to satisfy their demand. They plan over a finite time horizon, where energy prices and demand may continuously change. We model several variants of this problem, and provide algorithms whose performance we analyze both theoretically and experimentally.Publicationtype: Doctoral Thesis69 22 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Access status: without files , Envy-free dynamic pricing schemes(Informs, 2025-01-21); ; ; In combinatorial markets, the goal is typically to determine a pair of pricing and allocation of items that results in an efficient distribution of resources or maximizes the seller’s profit. In dynamic pricing schemes, agents arrive in an unspecified sequential order, and the prices can be updated between agent arrivals, which makes the concept of fairness of dynamic prices highly nontrivial. In markets with expected price deflation, a typical agent follows the prices prior to their purchase and become price insensitive after, whereas the opposite happens in markets with expected price inflation. To properly address these differences, we study the existence of optimal dynamic prices under fairness constraints in unit-demand markets. We propose five possible notions of envy freeness, depending on the period over which agents compare themselves to others: the entire time horizon, only the past, only the future, a mixture of the two, or only the present. For social welfare maximization, we give polynomial-time algorithms that always find envy-free optimal dynamic prices. For revenue maximization, we show that the corresponding problems are APX-hard if the ordering of the agents is fixed but are tractable when the seller can choose the ordering.Publicationtype: Journal Article51 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Access status: with files , Efficient Cost-Minimization Schemes for Electrical Energy Demand Satisfaction by Prosumers in Microgrids with Battery Storage CapabilitiesWe introduce and study various models of how prosumers in a microgrid can satisfy their demands of electrical energy while minimizing their costs over fixed time horizon. Prosumers have individual demands, which can vary ay-by-day, and which they can satisfy by either consuming selfgenerating electrical energy locally (e.g., from operating PV panels) or from acquiring energy from other prosumers in the same microgrid. Our models take into account two key aspects motivated by real-life scenarios: first, we consider a daily volatility of prices for buying and selling energy, and second, the possibility to store the selfgenerated energy in a battery of finite capacity to be either self-consumed or sold to other prosumers in the future. We provide a thorough complexity analysis, as well as efficient algorithms, so that prosumers can minimize their overall cost over the entire time horizon. As a byproduct, we also solve a new temporal version of the classical KNAPSACK problem, which may be of independent interest. We complement our theoretical findings by extensive experimental evaluations on realistic data sets.Publicationtype: Conference Paper64 94 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Access status: with files , Gaussian graphical modeling for spectrometric data analysis(Elsevier, 2022-01-06); ; ; ; Motivated by the analysis of spectrometric data, a Gaussian graphical model for learning the dependence structure among frequency bands of the infrared absorbance spectrum is introduced. The spectra are modeled as continuous functional data through a B-spline basis expansion and a Gaussian graphical model is assumed as a prior specification for the smoothing coefficients to induce sparsity in their precision matrix. Bayesian inference is carried out to simultaneously smooth the curves and to estimate the conditional independence structure between portions of the functional domain. The proposed model is applied to the analysis of infrared absorbance spectra of strawberry purees.Publicationtype: Journal ArticleScopus© Citations 5 121 201