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We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference distribution at a f ...
2023
We study an energy market composed of producers who compete to supply energy to different markets and want to maximize their profits. The energy market is modeled by a graph representing a constrained power network where nodes represent the markets and lin ...
Elsevier2023
Diamond Open Access is a scholarly publishing model characterized by journals and platforms that do not impose fees nor on authors neither on readers. These journals typically operate as community-driven, academically-led, and academically-owned initiative ...
2023
In this paper we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU), for convergence to \textit{Coarse Correlated Equilibria} (CCE) in general games. CMWU effectively corresponds to the standard MWU algorithm but where ...
2022
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We discuss the multiscale modeling of a granular material trapped between continuum elastic domains. The amorphous granular region, usually termed “gouge,” is under high confinement pressure, to represent the loading of faults at depth. We model the granul ...
2022
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Oligopolistic competition occurs in various transportation markets. In this paper, we introduce a framework to find approximate equilibrium solutions of oligopolistic markets in which demand is modeled at the disaggregate level using discrete choice models ...
The production of concrete, the most widely used construction material, detrimentally affects the environment. Obsolete reinforced concrete (RC) load-bearing structures, even when still in good condition, are today prematurely crushed and landfilled or rec ...
The aim of this "Face Reconstruction" project is to enable people with paralysis in one half of their face to recover facial expressions. To do this, we’ll replace the paralyzed muscle with an DEA which we’ll connect to the nerve on the other side of the f ...
This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous works usually al ...
We propose a new asset pricing framework in which all securities' signals predict each individual return. While the literature focuses on securities' own-signal predictability, assuming equal strength across securities, our framework includes cross-predict ...
