144 citations · 324 across the 5 of their papers we have counts for
7 papers
Collective Effects and Performance of Algorithmic Electric Vehicle Charging Strategies
Miroslav Gardlo, Ľuboš Buzna, Rui Carvalho +2
We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the…
A Markov model of a limit order book: thresholds, recurrence, and trading strategies
Frank Kelly, Elena Yudovina
We analyze a tractable model of a limit order book on short time scales, where the dynamics are driven by stochastic fluctuations between supply and demand. We establish the existe…
Critical behaviour in charging of electric vehicles
Rui Carvalho, Lubos Buzna, Richard Gibbens +1
The increasing penetration of electric vehicles over the coming decades, taken together with the high cost to upgrade local distribution networks and consumer demand for home charg…
Efficient Advert Assignment
Frank Kelly, Peter Key, Neil Walton
We develop a framework for the analysis of large-scale Ad-auctions where adverts are assigned over a continuum of search types. For this pay-per-click market, we provide an efficie…
Heavy traffic on a controlled motorway
F. P. Kelly, R. J. Williams
Unlimited access to a motorway network can, in overloaded conditions, cause a loss of capacity. Ramp metering (signals on slip roads to control access to the motorway) can help avo…
State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
W. N. Kang, F. P. Kelly, N. H. Lee +1
We consider a connection-level model of Internet congestion control, introduced by Massoulié and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randoml…
Fluid model for a network operating under a fair bandwidth-sharing policy
F. P. Kelly, R. J. Williams
We consider a model of Internet congestion control that represents the randomly varying number of flows present in a network where bandwidth is shared fairly between document trans…