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The problem of online learning of consumer response to retail pricing of electricity in a distribution network is considered. In a two-settlement market, the retailer who sets the retail price is exposed to risks from the stochastic response of its consumers and the real-time price fluctuation in the wholesale market. The optimal price maximizing the expected profit is a function of consumer's response...
The problem of online learning and optimization of unknown Markov jump linear models is considered. A new online learning algorithm, referred to as Markovian simultaneous perturbations stochastic approximation (MSPSA), is proposed. It is shown that MSPSA achieves the minimax regret order of B(vT). Using the Van Trees inequality (stochastic Cramer-Rao bound), it is shown that B(vT) is the lowest regret...
Sudoku is a very popular number placement puzzle. Usually defined on a matrix of size 9 × 9, the puzzle involves the solver to determine the missing elements of the matrix using certain rules. There is a very strong connection between solving Sudoku puzzles and determining the erased symbols of a codeword that was transmitted over an erasure channel. In this paper, we demonstrate this relationship...
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