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Probability and Statistics in Complex Systems: Genomics, Networks, and Financial Engineering, September 1, 2003 - June 30, 2004

Winter 2004

IMA Workshop 6:

Control and Pricing in Communication and Power Networks

March 8-13, 2004

Organizers:

Christopher L. DeMarco
 Department of Electrical and Computer Engineering
University of Wisconsin-Madison
 demarco@engr.wisc.edu
http://www.engr.wisc.edu/ece/faculty/demarco_christopher.html

Thomas G. Kurtz
Center for Mathematical Sciences
University of Wisconsin-Madison
kurtz@math.wisc.edu
http://www.math.wisc.edu/~kurtz/

Ruth J. Williams
Department of Mathematics
University of California, San Diego
williams@math.ucsd.edu
http://math.ucsd.edu/~williams/

Schedule Participants Registration Feedback
IMA Tutorial, March 7, 2004
Abstracts
Material from Talks
Photo Gallery

This workshop focuses on stochastic modeling, analysis, and control for communication and power networks. Spiraling demand for internet services and the highly decentralized structure of the internet present unique challenges to traditional methods of system control and resource pricing. Deregulation of electric power markets gives rise to a broad range of critically important problems concerned with the dynamic interaction of electricity markets, power generation, and complex power distribution networks. Reduced complexity models based on fluid and diffusion approximations, large deviations theory, aggregation methods, spectral methods, graph-based algorithms, and other analytical methods will be covered. Models of real-time markets with network constraints, risk management (futures markets), pricing, and system reliability will be addressed. Control models employing pricing mechanisms will be an important focus.

WORKSHOP SCHEDULE
Monday Tuesday Friday
MONDAY, MARCH 8
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
8:30 Coffee and Registration

Reception Room EE/CS 3-176
9:15 Douglas N. Arnold, Scot Adams, and Organizers Welcome and Introduction
9:30 Marija D. Ilic
Carnegie Mellon University
http://www.epp.cmu.edu/people/bios/ilic.htm

A Multi-Layered Approach to Transmission Provision and Pricing in the Electric Power Networks

Slides:  html   pdf    ps    ppt
10:20
Discussion
10:30 Coffee Break Reception Room EE/CS 3-176
11:00 Jean Walrand
University of California, Berkeley
http://robotics.eecs.berkeley.edu/~wlr/

Pricing and Revenue Sharing in Multi-Provider Networks

Slides:   html    pdf    ps    ppt
11:50
Discussion
12:00
Lunch Break
1:30 Ross Baldick
The University of Texas at Austin
http://www.ece.utexas.edu/~baldick

Stability of Supply Function Equilibria: Implications for Daily Versus Hourly Bids in a Poolco Market

Slides:   pdf

2:20
Discussion
2:30 Coffee Break Reception Room EE/CS 3-176
3:00 SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions.
3:30
Group Photo here
3:40

IMA Tea and more (with POSTER SESSION)
400 Lind Hall

James B. Carson
RisQuant Energy

Weather Simulator as Component of Power Market Monte Carlo Simulator

Slides:   pdf
Linhai He
University of California, Berkeley 		Issues in Pricing Internet Services
Peter Marbach
University of Toronto
http://www.cs.toronto.edu/~marbach/ 		Rate Control in Random Access Networks
John Musacchio
University of California, Berkeley 		Game Theoretic Modeling of Wi-Fi Pricing
Asuman Ozdaglar
Massachusetts Institute of Technology 		Flow Control, Routing, and Performance from Service Provider Viewpoint
Sujay R. Sanghavi
University of Illinois Urbana Champaign

Optimal Allocation of a Divisible Good to Strategic Buyers

Slides:   pdf
Paper:   pdf
Glenn Vinnicombe/Ioannis C. Lestas
 University of Cambridge
http://www.eng.cam.ac.uk/~gv/ 		Robustness of Optimization Based Internet Congestion Control Models to Deviations from Protocol Structure and Symmetry
John Ting-Yung Wen
Rensselaer Polytechnic Institute
http://www.cat.rpi.edu/~wen

Passivity-based Methodology for Network Traffic Management

Slides:   html    pdf    ps    ppt
Sichao Yang
University of Illinois - Urbana-Champaign

An Efficient Mechanism for Allocation of a Divisible Good with its Application to Network Resource Allocation

Slides:   pdf

Lei Ying
University of Illinois at Urbana Champaign 		Global Stability of Internet Congestion Controllers with Heterogeneous Delays
TUESDAY, MARCH 9
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 Coffee Reception Room EE/CS 3-176
9:30 Marty Reiman
Lucent Technologies
http://cm.bell-labs.com/cm/ms/who/marty/

Revenue Management for a Telecommunications Network

Slides:   pdf

10:20
Discussion
10:30 Coffee Break Reception Room EE/CS 3-176
11:00 Fernando L. Alvarado
University of Wisconsin, Madison
http://peru.ece.wisc.edu/alvarado/

The Role of Uncertainty on Bidding Strategies for Power System Markets

Slides:   pdf
Paper:   pdf
11:50
Discussion
12:00
Lunch Break
1:30 Andrew M. Odlyzko
University of Minnesota
http://www.dtc.umn.edu/~odlyzko

Pricing and Architecture of the Internet: Historical Perspectives from Telecommunications and Transportation

Slides:   html    pdf    ps    ppt
Paper:  pdf
2:20
Discussion
2:30 Coffee Break Reception Room EE/CS 3-176
3:00 SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions.
DTC Science and Technology Innovators Lecture Series
Tuesday, March 9, 2004
402 Walter Library
4:30 Reception 402 Walter Library
5:00 John N. Tsitsiklis
Massachusetts Institute of Technology
http://web.mit.edu/jnt/www/home.html

A Game Theoretic View of Efficiency Loss in Network Resource Allocation
WEDNESDAY, MARCH 10
 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 Coffee Reception Room EE/CS 3-176
9:30 John N. Tsitsiklis
Massachusetts Institute of Technology
http://web.mit.edu/jnt/www/home.html

Efficiency Loss in Resource Allocation and Supplier Selection Games

Slides:   pdf
Paper:   pdf
10:20
Discussion
10:30 Coffee Break Reception Room EE/CS 3-176
11:00 Sean P. Meyn
University of Illinois, Urbana-Champaign
http://black1.csl.uiuc.edu/~meyn/

Dynamics of Ancillary Service Prices in Power Networks

Slides:   pdf

11:50
Discussion
12:00 SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions.
THURSDAY, MARCH 11
 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 Coffee Reception Room EE/CS 3-176
9:30 George C. Verghese
Massachusetts Institute of Technology
http://csbi.mit.edu/membership/Members/verghese 		Power Network Dynamics: Questions, Examples, Problems
10:20
Discussion
10:30 Coffee Break Reception Room EE/CS 3-176
11:00 Shi-Jie Deng 
Georgia Institute of Technology
http://www.isye.gatech.edu/~deng

Heavy-tailed GARCH Models: Pricing and Risk Management Applications in Electric Power Markets

Slides: pdf
11:50
Discussion
12:00
Lunch Break
1:30 Bruce Hajek
University of Illinois, Urbana-Champaign
http://tesla.csl.uiuc.edu/~hajek/

On the Flow of Bits and Bucks in the Internet

Slides:   pdf
Papers:
 HajekGopal.pdf
HajekYang.pdf
SanghaviHajek.pdf
YangHajek.pdf

2:20
Discussion
2:30 Coffee Break Reception Room EE/CS 3-176
3:00 SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions.
6:00 Workshop Dinner Mangia Restaurant
1501 University Avenue S.E. Minneapolis
FRIDAY, MARCH 12
 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 Coffee Reception Room EE/CS 3-176
9:30 Éva Tardos 
Cornell University
http://www.cs.cornell.edu/People/eva/eva.html

Price of Anarchy in Network Games

Slides:   pdf

10:20
Discussion
10:30 Coffee Break Reception Room EE/CS 3-176
11:00 Ruth J. Williams
University of California, San Diego
http://math.ucsd.edu/~williams/

Fluid and Brownian Models of Congestion at Flow Level

Slides:  html

11:50
Discussion
12:00-12:30 SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions.
12:30-2:00
Lunch Break
2:00-3:00

New Panel Discussion: The August 2003 Eastern U.S. Blackout? Lessons and Questions for Transmission Network Policy, Control and Pricing
Panel members: Thomas Overbye, Ross Baldick, and Christopher L. DeMarco
Ross Baldick Slides:   html    pdf    ps    ppt
Christopher L. deMarco Slides:   IMA_Panel_3_12_04.pdf

This panel will first review the events surrounding the U.S. blackout of August 2003. Using simulation and visualization tools, Tom Overbye will briefly illustrate the sequence and mechanisms of transmission equipment failures that led to cascading network failure and blackout. The discussion will use these events to motivate challenges faced in both shorter time scale control policies for allocating transmission resources, and longer term pricing policies to create incentive for "appropriate" transmission expansion. The panel and group discussion to follow will seek to lay groundwork for future work on mathematical models and analyses that might rationally inform the policy decisions facing the US power grid.

SATURDAY, MARCH 13
 All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 Coffee Reception Room EE/CS 3-176
9:30 Thomas Overbye
University of Illinois, Urbana-Champaign
http://www.ece.uiuc.edu/faculty/faculty.asp?overbye

Power System Control: Enhancing the Human-System Interface

Slides:   html    pdf   ps    ppt
10:20
Discussion
10:30 Coffee Break Reception Room EE/CS 3-176
11:00 Christopher L. DeMarco
University of Wisconsin, Madison
http://www.engr.wisc.edu/ece/faculty/demarco_christopher.html

A Phase Transition Model for Cascading Element Failures in Electric Power Networks

Slides:     IMA_Cascade_3_04.pdf 
11:50
Discussion
12:00 SECOND CHANCES, i.e., speakers of the day respond to further questions, suggestions, re-frame their main points, look toward future directions. 
12:30
Concluding Remarks by Organizers
12:40
End of Workshop
Monday Tuesday Saturday

LIST OF CONFIRMED PARTICIPANTS

Name Department Affiliation
Scot Adams Institute for Mathematics and its Applications University of Minnesota
Fernando L. Alvarado Department of Elecrical and Computer Engineering University of Wisconsin
Greg Anderson School of Mathematics University of Minnesota
Douglas N. Arnold Institute for Mathematics and its Applications University of Minnesota
Donald G. Aronson Institute for Mathematics and its Applications University of Minnesota
Gerard Awanou Institute for Mathematics and its Applications University of Minnesota
Ross Baldick Department of Electrical and Computer Engineering University of Texas - Austin
Karen Ball   University of Minnesota
Antar Bandyopadhyay   University of Minnesota
Keith Berrier   Rice University
Maury Bramson Department of Mathematics University of Minnesota
Amarjit Budhiraja Department of Statistics University of North Carolina
James B. Carson   RisQuant Energy
Mike Chen Coordinated Sciences Laboratory University of Illinois - Urbana-Champaign
Changho Choi Department of Computer Science and Engineering University of Minnesota
Wanyang Dai Department of Mathematics Nanjing University
Christopher L. DeMarco   University of Wisconsin
Shi-Jie Deng Department of Industrial & Systems Engineering Georgia Institute of Technology
Daniel Ratton Figueiredo Department of Computer Science University of Massachusetts - Amherst
Shmuel Friedland Department of Mathematics University of Illinois - Chicago
Tim Garoni Institute for Mathematics and its Applications University of Minnesota
Bruce Hajek Department of Electrical and Computer Engineering University of Illinois - Urbana-Champaign
Chuan-Hsiang Han Ford Company University of Minnesota
Linhai He Department of Electrical Engineering & Computer Science University of California - Berkeley
Christopher V. Hollot Department of Electrical and Computer Engineering University of Massachusetts
Marija D. Ilic Department of Electrical and Computer Engineering Carnegie Mellon University
Naresh Jain School of Mathematics University of Minnesota
Ramesh Johari Laboratory for Information and Decision Systems Massachusetts Institute of Technology
Lili Ju   University of Minnesota
Herve Kerivin   University of Minnesota
Peter Key   Microsoft Research
Mohammad Kazim Khan Department of Mathematics Kent State University
Hye-Ryoung Kim   Seoul National University (BK21)
Srisankar Kunniyur Department of Electrical and Systems Engineering Department University of Pennsylvania
Thomas G. Kurtz Department of Mathematics and Statistics University of Wisconsin
Nam Lee Department of Mathematics University of California - San Diego
Ioannis Lestas Department of Engineering Cambridge University
Elisabeth Logak Dpt. Des Mathematiques Universite de Cergy-Pontoise
Peter Marbach Department of Computer Science University of Toronto
David R. McDonald Department of Mathematics University of Ottawa
Richard P. McGehee School of Mathematics University of Minnesota
Sean P. Meyn Department of Electrical and Computer Engineering University of Illinois - Urbana-Champaign
Haewon Nam   University of Minnesota
Mahdi Nezafat Department of Electrical and Computer Engineering University of Minnesota
Amir Niknejad Department of Mathematics University of Illinois - Chicago
Andrew M. Odlyzko Digital Technology Center University of Minnesota
Thomas Overbye Department of Electrical and Computer Engineering University of Illinois - Urbana-Champaign
Asuman E. Ozdaglar Department of Electrical Engineering & Computer Science Massachusetts Institute of Technology
Fernando Paganini Department of Electrical Engineering University of California - Los Angeles
Georgia Perakis Operations Research Massachusetts Institute of Technology
Lea Popovic Institute for Mathematics and its Applications University of Minnesota
Geoffrey Pritchard Department of Statistics University of Auckland
Kavita Ramanan   Lucent Technologies
Martin Reiman Bell Laboratories Lucent Technologies
Greg Rempala Department of Mathematics University of Louisville
Sara Robinson   SIAM
Tim Roughgarden Department of Computer Science Cornell University
Sujay Sanghavi Department of Elecrical and Computer Engineering University of Illinois - Urbana-Champaign
Fadil Santosa Institute for Mathematics and its Applications University of Minnesota
Arnd Scheel Institute for Mathematics and its Applications University of Minnesota
Jonathan Shapiro Department of Computer Science and Engineering Michigan State University
R. Srikant Department of Elecrical and Computer Engineering University of Illinois - Urbana-Champaign
Alexander Stolyar Bell Laboratories Lucent Technologies
Eva Tardos Department of Computer Science Cornell University
John N. Tsitsiklis Department of Electrical Engineering and Computer Science Massachusetts Institute of Technology
George Verghese Laboratory for Electromagnetic & Electronic Systems Massachusetts Institute of Technology
Milan Vojnovic   Microsoft Research
Jean Walrand Department of Electrical Engineering and Computer Science University of California - Berkeley
Hui Wang Division of Applied Mathematics Brown University
Jing Wang   University of Minnesota
John Ting-Yung Wen "Department of Electrical, Computer, and Systems Engineering" Rensselaer Polytechnic Institute
Ruth Williams Department of Mathematics University of California - San Diego
Bruce Wollenberg Department of Electrical and Computer Engineering University of Minnesota
Sichao Yang Department of Elecrical and Computer Engineering University of Illinois - Urbana-Champaign
Yuhong Yang Department of Statistics Iowa State University
Edmund Yeh Department of Electrical Engineering Yale University
Lei Ying Department of Electrical Engineering University of Illinois - Urbana-Champaign
William Yurcik Department of NCSA University of Illinois - Urbana-Champaign
Ofer Zeitouni School of Mathematics University of Minnesota
Zhi-Li Zhang Department of Computer Science and Engineering University of Minnesota
Jun Zhao   University of Minnesota
Ilze Ziedins Department of Statistics University of Auckland

Photo Gallery

Material from Talks

Abstracts

IMA Tutorial, March 7, 2004

Probability and Statistics in Complex Systems: Genomics, Networks, and Financial Engineering, September 1, 2003 - June 30, 2004

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