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This paper is a contribution to assessing the Swiss energy transition, with an emphasis on the consequences of decommissioning the nuclear power plants for the electricity market and the whole economy. We expect that increased renewable generation and dema ...
This thesis develops models for three problems of liquidity under asymmetric information.
In the chapter "Disclosures, Rollover Risk, and Debt Runs" I build a model of dynamic debt
runs without perfect information in order to understand the impact of asset ...
Coordinate descent methods usually minimize a cost function by updating a random decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest decrease in the cost function. However, f ...
The popularity and applicability of mobile crowdsensing applications are continuously increasing due to the widespread of mobile devices and their sensing and processing capabilities. However, we need to offer appropriate incentives to the mobile users who ...
We consider online convex optimizations in the bandit setting. The decision maker does not know the time- varying cost functions, or their gradients. At each time step, she observes the value of the cost function for her chosen action. The objective is to ...
Chemical process optimization problems often have multiple and conflicting objectives, such as capital cost, operating cost, production cost, profit, energy consumptions and environmental impacts. In such cases, Multi-Objective Optimization (MOO) is suitab ...
We consider multiagent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we propose a novel dis ...
Fatigue safety verification of existing bridges that uses ‘‘re-calculation’’ based on codes, usually results in insufficient fatigue safety, triggering invasive interventions. Instead of “re-calculation”, Structural Health Monitoring (SHM) should be used f ...
We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash and Wardrop equili ...
