Searcharxiv⌕ Search

arXiv subjects

Robert N. Shorten

Publications and source records attributed to Robert N. Shorten.

14 recordsLinked to original sources
arXiv2026

Dynamic access pricing control for fair and stable resource sharing

We consider the co-existence of users with different price sensitivities under dynamic (or surge) pricing that regulates how they access a shared resource. To balance supply and demand in such settings, some dynamic pricing systems adopt a monotonically increasing price scheme which is well known to be socially regressive, driving out price-sensitive users in favor of price-insensitive ones. Here, we propose a new dynamic pricing scheme based on a non-monotonic price function that allows all user classes to coexist more fairly when price-insensitive users are present, but automatically reverts to conventional dynamic pricing when they leave the system, even though the exact price-sensitivity composition is unobservable. The resulting system consists of nonlinear ODEs, which we further investigate to characterize its equilibria and their domains of attraction, first for a single price-sensitive class competing with a price-insensitive one and then for the general $n$-class case. Numerical simulations demonstrate the effectiveness of the proposed design.

math.OC↗
arXiv2026

EVEREST: An Evidential, Tail-Aware Transformer for Rare-Event Time-Series Forecasting

Forecasting rare events in multivariate time-series data is challenging due to severe class imbalance, long-range dependencies, and distributional uncertainty. We introduce EVEREST, a transformer-based architecture for probabilistic rare-event forecasting that delivers calibrated predictions and tail-aware risk estimation, with auxiliary interpretability via attention-based signal attribution. EVEREST integrates four components: (i) a learnable attention bottleneck for soft aggregation of temporal dynamics; (ii) an evidential head for estimating aleatoric and epistemic uncertainty via a Normal--Inverse--Gamma distribution; (iii) an extreme-value head that models tail risk using a Generalized Pareto Distribution; and (iv) a lightweight precursor head for early-event detection. These modules are jointly optimized with a composite loss (focal loss, evidential NLL, and a tail-sensitive EVT penalty) and act only at training time; deployment uses a single classification head with no inference overhead (approximately 0.81M parameters). On a decade of space-weather data, EVEREST achieves state-of-the-art True Skill Statistic (TSS) of 0.973/0.970/0.966 at 24/48/72-hour horizons for C-class flares. The model is compact, efficient to train on commodity hardware, and applicable to high-stakes domains such as industrial monitoring, weather, and satellite diagnostics. Limitations include reliance on fixed-length inputs and exclusion of image-based modalities, motivating future extensions to streaming and multimodal forecasting.

cs.LG↗
arXiv2025

Reserve Provision from Electric Vehicles: Aggregate Boundaries and Stochastic Model Predictive Control

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 stationary energy storage. To offer system services from EVs, fleet aggregators must address the uncertainty of individual driving and charging behaviour. This paper introduces a means of forecasting the service volume available from EVs by considering several EV batteries as one conceptual battery with aggregate power and energy boundaries. Aggregation avoids the difficult prediction of individual driving behaviour. The predictability of the boundaries is demonstrated using a multiple linear regression model which achieves a normalised root mean square error of 20% - 40% for a fleet of 1,000 EVs. A two-stage stochastic model predictive control algorithm is used to schedule reserve services on a day-ahead basis addressing risk trade-offs by including Conditional Value-at-Risk in the objective function. A case study with 1.2 million domestic EV charge records from Great Britain illustrates that increasing fleet size improves prediction accuracy, thereby increasing reserve revenues and decreasing an aggregator's operational costs. For fleet sizes of 400 or above, cost reductions plateau at 60% compared to uncontrolled charging, with an average of 1.8kW of reserve provided per vehicle.

eess.SY↗
arXiv2023

Fairness in Forecasting of Observations of Linear Dynamical Systems

In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. This behaviour can often be modelled as observations of an unknown dynamical system with an unobserved state. When the training data for the subgroups are not controlled carefully, however, under-representation bias arises. To counter under-representation bias, we introduce two natural notions of fairness in time-series forecasting problems: subgroup fairness and instantaneous fairness. These notions extend predictive parity to the learning of dynamical systems. We also show globally convergent methods for the fairness-constrained learning problems using hierarchies of convexifications of non-commutative polynomial optimisation problems. We also show that by exploiting sparsity in the convexifications, we can reduce the run time of our methods considerably. Our empirical results on a biased data set motivated by insurance applications and the well-known COMPAS data set demonstrate the efficacy of our methods.

cs.LG↗
arXiv2023

Subgroup Fairness in Two-Sided Markets

It is well known that two-sided markets are unfair in a number of ways. For instance, female workers at Uber earn less than their male colleagues per mile driven. Similar observations have been made for other minority subgroups in other two-sided markets. Here, we suggest a novel market-clearing mechanism for two-sided markets, which promotes equalisation of the pay per hour worked across multiple subgroups, as well as within each subgroup. In the process, we introduce a novel notion of subgroup fairness (which we call Inter-fairness), which can be combined with other notions of fairness within each subgroup (called Intra-fairness), and the utility for the customers (Customer-Care) in the objective of the market-clearing problem. While the novel non-linear terms in the objective complicate market clearing by making the problem non-convex, we show that a certain non-convex augmented Lagrangian relaxation can be approximated to any precision in time polynomial in the number of market participants using semi-definite programming. This makes it possible to implement the market-clearing mechanism efficiently. On the example of driver-ride assignment in an Uber-like system, we demonstrate the efficacy and scalability of the approach, and trade-offs between Inter- and Intra-fairness.

cs.AI↗
arXiv2022

On the Ergodic Control of Ensembles in the Presence of Non-linear Filters

In many sharing-economy applications, as well as in conventional economy applications, one wishes to regulate the behaviour of an ensemble of agents with guarantees on both the regulation of the ensemble in aggregate and the revenue or quality of service associated with each agent. Previous work [Automatica, Volume 108, 108483, arXiv:1807.03256 ] has developed guarantees of unique ergodicity when there are linear filters. Here, we extend the guarantees to systems including non-linear elements, such as non-linear filters.

math.OC↗
arXiv2022

Herd Routes: A Preventative IoT-Based System for Improving Female Pedestrian Safety on City Streets

Over two thirds of women of all ages in the UK have experienced some form of sexual harassment in a public space. Recent tragic incidents involving female pedestrians have highlighted some of the personal safety issues that women still face in cities today. There exist many popular location-based safety applications as a result of this; however, these applications tend to take a reactive approach where action is taken only after an incident has occurred. This paper proposes a preventative approach to the problem by creating safer public environments through societal incentivisation. The proposed system, called "Herd Routes", improves the safety of female pedestrians by generating busier pedestrian routes as a result of route incentivisation. A novel application of distributed ledgers is proposed to provide security and trust, a record of system users' locations and IDs, and a platform for token exchange. A proof-of-concept was developed using the simulation package SUMO (Simulation of Urban Mobility), and a smartphone app. was built in Android Studio so that pedestrian Hardware-in-the-Loop testing could be carried out to validate the technical feasibility and desirability of the system. With positive results from the initial testing of the proof-of-concept, further development could significantly contribute towards creating safer pedestrian routes through cities, and tackle the societal change that is required to improve female pedestrian safety in the long term.

eess.SY↗
arXiv2021

Unique Ergodicity in the Interconnections of Ensembles with Applications to Two-Sided Markets

There has been much recent interest in two-sided markets and dynamics thereof. In a rather a general discrete-time feedback model, which we show conditions that assure that for each agent, there exists the limit of a long-run average allocation of a resource to the agent, which is independent of any initial conditions. We call this property the unique ergodicity. Our model encompasses two-sided markets and more complicated interconnections of workers and customers, such as in a supply chain. It allows for non-linearity of the response functions of market participants. Finally, it allows for uncertainty in the response of market participants by considering a set of the possible responses to either price or other signals and a measure to sample from these.

math.OC↗
arXiv2021

Predictability and Fairness in Load Aggregation and Operations of Virtual Power Plants

In power systems, one wishes to regulate the aggregate demand of an ensemble of distributed energy resources (DERs), such as controllable loads and battery energy storage systems. We suggest a notion of predictability and fairness, which suggests that the long-term averages of prices or incentives offered should be independent of the initial states of the operators of the DER, the aggregator, and the power grid. We show that this notion cannot be guaranteed with many traditional controllers used by the load aggregator, including the usual proportional-integral (PI) controller. We show that even considering the non-linearity of the alternating-current model, this notion of predictability and fairness can be guaranteed for incrementally input-to-state stable (iISS) controllers, under mild assumptions.

math.OC↗
arXiv2021

Predictability and Fairness in Social Sensing

We consider the design of distributed algorithms that govern the manner in which agents contribute to a social sensing platform. Specifically, we are interested in situations where fairness among the agents contributing to the platform is needed. A notable example are platforms operated by public bodies, where fairness is a legal requirement. The design of such distributed systems is challenging due to the fact that we wish to simultaneously realise an efficient social sensing platform, but also deliver a predefined quality of service to the agents (for example, a fair opportunity to contribute to the platform). In this paper, we introduce iterated function systems (IFS) as a tool for the design and analysis of systems of this kind. We show how the IFS framework can be used to realise systems that deliver a predictable quality of service to agents, can be used to underpin contracts governing the interaction of agents with the social sensing platform, and which are efficient. To illustrate our design via a use case, we consider a large, high-density network of participating parked vehicles. When awoken by an administrative centre, this network proceeds to search for moving missing entities of interest using RFID-based techniques. We regulate which vehicles are actively searching for the moving entity of interest at any point in time. In doing so, we seek to equalise vehicular energy consumption across the network. This is illustrated through simulations of a search for a missing Alzheimer's patient in Melbourne, Australia. Experimental results are presented to illustrate the efficacy of our system and the predictability of access of agents to the platform independent of initial conditions.

eess.SP↗
arXiv2021

Fairness in Forecasting and Learning Linear Dynamical Systems

In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. When the amounts of training data for the subgroups are not controlled carefully, under-representation bias arises. We introduce two natural notions of subgroup fairness and instantaneous fairness to address such under-representation bias in time-series forecasting problems. In particular, we consider the subgroup-fair and instant-fair learning of a linear dynamical system (LDS) from multiple trajectories of varying lengths, and the associated forecasting problems. We provide globally convergent methods for the learning problems using hierarchies of convexifications of non-commutative polynomial optimisation problems. Our empirical results on a biased data set motivated by insurance applications and the well-known COMPAS data set demonstrate both the beneficial impact of fairness considerations on statistical performance and encouraging effects of exploiting sparsity on run time.

cs.LG↗
arXiv2019

On the Ergodic Control of Ensembles

Across smart-grid and smart-city application domains, there are many problems where an ensemble of agents is to be controlled such that both the aggregate behaviour and individual-level perception of the system's performance are acceptable. In many applications, traditional PI control is used to regulate aggregate ensemble performance. Our principal contribution in this note is to demonstrate that PI control may not be always suitable for this purpose, and in some situations may lead to a loss of ergodicity for closed-loop systems. Building on this observation, a theoretical framework is proposed to both analyse and design control systems for the regulation of large scale ensembles of agents with a probabilistic intent. Examples are given to illustrate our results.

math.OC↗
arXiv2017

On Classical Control and Smart Cities

We discuss the applicability of classical control theory to problems in smart grids and smart cities. We use tools from iterated function systems to identify controllers with desirable properties. In particular, controllers are identified that can be used to design not only stable closed-loop systems, but also to regulate large-scale populations of agents in a predictable manner. We also illustrate by means of an example and associated theory that many classical controllers are not be suitable for deployment in these applications.

math.OC↗