15 citations · 16 across the 7 of their papers we have counts for
8 papers
Identifying the Predictable Drift of a Semimartingale from Marginal Laws
Jakub Marecek, Enrico Biffis, Abigail Langbridge +1
A special semimartingale admits a unique decomposition into a local martingale and a predictable finite-variation part . We consider the identification of wh…
Robust Dynamic Pricing and Admission Control with Fairness Guarantees
Yingqing Chen, Anni Li, Christos G. Cassandras +3
Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity…
EVEREST: An Evidential, Tail-Aware Transformer for Rare-Event Time-Series Forecasting
Antanas Zilinskas, Robert N. Shorten, Jakub Marecek
Forecasting rare events in multivariate time-series data is challenging due to severe class imbalance, long-range dependencies, and distributional uncertainty. We introduce EVEREST…
Stochastic Sample Approximations of (Local) Moduli of Continuity
Rodion Nazarov, Allen Gehret, Robert Shorten +1
Modulus of local continuity is used to evaluate the robustness of neural networks and fairness of their repeated uses in closed-loop models. Here, we revisit a connection between g…
Online Learning with Multiple Fairness Regularizers via Graph-Structured Feedback
Quan Zhou, Jakub Marecek, Robert Shorten
There is an increasing need to enforce multiple, often competing, measures of fairness within automated decision systems. The appropriate weighting of these fairness objectives is…
A Feedback Control Framework for Incentivised Suburban Parking Utilisation and Urban Core Traffic Relief
Abdul Baseer Satti, James Saunderson, Wynita Griggs +6
Urban traffic congestion, exacerbated by inefficient parking management and cruising for parking, significantly hampers mobility and sustainability in smart cities. Drivers often f…
Levelised Cost of Demand Response: Estimating the Cost-Competitiveness of Flexible Demand
Jacob Thrän, Tim C. Green, Robert Shorten
To make well-informed investment decisions, energy system stakeholders require reliable cost frameworks for demand response (DR) and storage technologies. While the levelised cost…
Reserve Provision from Electric Vehicles: Aggregate Boundaries and Stochastic Model Predictive Control
Jacob Thrän, Jakub Mareček, Robert N. Shorten +1
Controlled charging of electric vehicles, EVs, is a major potential source of flexibility to facilitate the integration of variable renewable energy and reduce the need for station…