HOME    »    PROGRAMS/ACTIVITIES    »    Annual Thematic Program
IMA Workshop 6
Control and Pricing in Communication and Power Networks
March 8-13, 2004


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

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

LIST OF CONFIRMED PARTICIPANTS

NAMEDEPARTMENTAFFILIATION
Scot AdamsInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Fernando AlvaradoDepartment of Electrical and Computer Engineering University of Wisconsin, Madison
Greg AndersonSchool of Mathematics University of Minnesota, Twin Cities
Douglas ArnoldInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Donald AronsonInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Gerard AwanouInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Ross BaldickDepartment of Electrical and Computer Engineering University of Texas, Austin
Karen BallInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Antar BandyopadhyayInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Keith Berrier Rice University
Maury BramsonSchool of Mathematics University of Minnesota, Twin Cities
Amarjit BudhirajaDepartment of Statistics University of North Carolina
James Carson RisQuant Energy
Michael ChenCoordinated Science Laboratory University of Illinois at Urbana-Champaign
Changho ChoiDepartment of Computer Science and Engineering University of Minnesota, Twin Cities
Wanyang DaiDepartment of Mathematics Nanjing University
Christopher DeMarcoDepartment of Electrical and Computer Engineering University of Wisconsin, Madison
Shi-Jie DengDepartment of Industrial and Systems Engineering Georgia Institute of Technology
Daniel FigueiredoDepartment of Computer Science University of Massachusetts
Shmuel FriedlandDepartment of Mathematics, Statistics, and Computer Science University of Illinois, Chicago
Tim GaroniInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Bruce HajekDepartment of Electrical and Computer Engineering University of Illinois at Urbana-Champaign
Chuan-Hsiang HanInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Linhai HeDepartment of Electrical Engineering and Computer Science University of California, Berkeley
Christopher HollotDepartment of Electrical and Computer Engineering University of Massachusetts
Marija IlicDepartment of Electrical and Computer Engineering Carnegie Mellon University
Naresh JainSchool of Mathematics University of Minnesota, Twin Cities
Ramesh JohariLaboratory for Information and Decision Systems Massachusetts Institute of Technology
Lili JuInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Herve KerivinInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Peter Key Microsoft Research
Mohammad KhanDepartment of Mathematics Kent State University
Hye-Ryoung Kim Seoul National University
Srisankar KunniyurElectrical and Systems Engineering Department University of Pennsylvania
Thomas KurtzDepartment of Mathematics University of Wisconsin, Madison
Nam LeeDepartment of Mathematics University of California, San Diego
Ioannis LestasDepartment of Engineering University of Cambridge
Elisabeth LogakDepartment Des Mathematiques Universit√© de Cergy-Pontoise
Peter MarbachDepartment of Computer Science University of Toronto
David McDonaldDepartment of Mathematics University of Ottawa
Richard McGeheeSchool of Mathematics University of Minnesota, Twin Cities
Sean MeynDepartment of Electrical and Computer Engineering University of Illinois at Urbana-Champaign
Haewon NamInstitute of Mathematics and Statistics University of Minnesota, Twin Cities
Mahdi NezafatDepartment of Electrical and Computer Engineering University of Minnesota, Twin Cities
Amir NiknejadDepartment of Mathematics University of Illinois, Chicago
Andrew OdlyzkoDigital Technology Center University of Minnesota, Twin Cities
Thomas Overbye University of Illinois at Urbana-Champaign
Asuman OzdaglarDepartment of Electrical Engineering and Computer Science Massachusetts Institute of Technology
Fernando PaganiniDepartment of Electrical Engineering University of California, Los Angeles
Georgia PerakisDepartment of Operations Research Massachusetts Institute of Technology
Lea PopovicInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Geoffrey PritchardDepartment of Statistics University of Auckland
Kavita RamananDepartment of Mathematical Sciences Alcatel-Lucent Technologies Bell Laboratories
Martin ReimanBell Laboratories Alcatel-Lucent Technologies Bell Laboratories
Grzegorz RempalaDepartment of Mathematics University of Louisville
Sara Robinson SIAM
Tim RoughgardenDepartment of Computer Science Cornell University
Sujay SanghaviDepartment of Electrical and Computer Engineering University of Illinois at Urbana-Champaign
Fadil SantosaInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
Arnd ScheelSchool of Mathematics University of Minnesota, Twin Cities
Jonathan ShapiroDepartment of Computer Science and Engineering Michigan State University
R. SrikantDepartment of Electrical and Computer Engineering University of Illinois at Urbana-Champaign
Alexander StolyarBell Laboratories Alcatel-Lucent Technologies Bell Laboratories
Eva TardosDepartment of Computer Science Cornell University
John TsitsiklisDepartment of Electrical Engineering and Computer Science Massachusetts Institute of Technology
George VergheseLaboratory for Electromagnetic and Electronic Systems Massachusetts Institute of Technology
Milan VojnovicSchool of Computer and Communication Sciences Microsoft Research
Jean WalrandDepartment of Electrical Engineering and Computer Science University of California, Berkeley
Hui WangDivision of Applied Mathematics Brown University
Jing WangInstitute for Mathematics and its Applications University of Minnesota, Twin Cities
John WenDepartment of Electrical, computer & System Engineering Rensselaer Polytechnic Institute
Ruth WilliamsDepartment of Mathematics University of California, San Diego
Bruce WollenbergDepartment of Electrical and Computer Engineering University of Minnesota, Twin Cities
Sichao YangDepartment of Electrical and Computer Engineering University of Illinois at Urbana-Champaign
Yuhong YangDepartment of Statistics Iowa State University
Edmund YehDepartment of Electrical Engineering Yale University
Lei YingDepartment of Electrical Engineering University of Illinois at Urbana-Champaign
William YurcikDepartment of NCSA University of Illinois at Urbana-Champaign
Ofer ZeitouniSchool of Mathematics University of Minnesota, Twin Cities
Zhi-Li ZhangDepartment of Computer Science and Engineering University of Minnesota, Twin Cities
Jun ZhaoInstitute of Mathematics and its Application University of Minnesota, Twin Cities
Ilze ZiedinsDepartment of Statistics University of Auckland
Connect With Us:
Go