An Extended Mean Field Game for Storage in Smart Grids

We consider a stylized model for a power network with distributed local power generation and storage. This system is modeled as network connection a large number of nodes, where each node is characterized by a local electricity consumption, has a local electricity production (e.g. photovoltaic panels), and manages a local storage device. Depending on its instantaneous consumption and production rates as well as its storage management decision, each node may either buy or sell electricity, impacting the electricity spot price. The objective at each node is to minimize energy and storage costs by optimally controlling the storage device. In a non-cooperative game setting, we are led to the analysis of a non-zero sum stochastic game with $N$ players where the interaction takes place through the spot price mechanism. For an infinite number of agents, our model corresponds to an Extended Mean-Field Game (EMFG). In a linear quadratic setting, we obtain and explicit solution to the EMFG, we show that it provides an approximate Nash-equilibrium for $N$-player game, and we compare this solution to the optimal strategy of a central planner.Comment: 27 pages, 5 figures. arXiv admin note: text overlap with arXiv:1607.02130 by other author

The dynamic programming equation for the problem of optimal investment under capital gains taxes

This paper considers an extension of the Merton optimal investment problem to the case where the risky asset is subject to transaction costs and capital gains taxes. We derive the dynamic programming equation in the sense of constrained viscosity solutions. We next introduce a family of functions, which converges to our value function uniformly on compact subsets, and which is characterized as the unique constrained viscosity solution of an approximation of our dynamic programming equation. In particular, this result justifies the numerical results reported in the accompanying paper by the authors

Modeling continuous-time financial markets with capital gains taxes

We formulate a model of continuous-time financial market consisting of a bank account with constant interest rate and one risky asset subject to capital gains taxes. We consider the problem of maximizing expected utility from future consumption in infinite horizon. This is the continuous-time version of the model introduced by Dammon, Spatt and Zhang [11]. The taxation rule is linear so that it allows for tax credits when capital gains losses are experienced. In this context, wash sales are optimal. Our main contribution is to derive lower and upper bounds on the value function in terms of the corresponding value in a tax-free and frictionless model. While the upper bound corresponds to the value function in a tax-free model, the lower bound is a consequence of wash sales. As an important implication of these bounds, we derive an explicit first order expansion of our value function for small interest rate and tax rate coefficients. In order to examine the accuracy of this approximation, we provide a characterization of the value function in terms of the associated dynamic programming equation, and we suggest a numerical approximation scheme based on finite differences and the Howard algorithm. The numerical results show that the first order Taylor expansion is reasonably accurate for reasonable market data

Self-Modeling Based Diagnosis of Software-Defined Networks

Networks built using SDN (Software-Defined Networks) and NFV (Network Functions Virtualization) approaches are expected to face several challenges such as scalability, robustness and resiliency. In this paper, we propose a self-modeling based diagnosis to enable resilient networks in the context of SDN and NFV. We focus on solving two major problems: On the one hand, we lack today of a model or template that describes the managed elements in the context of SDN and NFV. On the other hand, the highly dynamic networks enabled by the softwarisation require the generation at runtime of a diagnosis model from which the root causes can be identified. In this paper, we propose finer granular templates that do not only model network nodes but also their sub-components for a more detailed diagnosis suitable in the SDN and NFV context. In addition, we specify and validate a self-modeling based diagnosis using Bayesian Networks. This approach differs from the state of the art in the discovery of network and service dependencies at run-time and the building of the diagnosis model of any SDN infrastructure using our templates

Generic Structural Features of Requestive Academic Emails

The aim of the present study is to analyze the generic structural features of requestive academic emails. For this purpose, 182 emails written by 81 Tunisian postgraduate students to their professor were analysed. The collected academic email messages share a main communicative function which is requesting. This study drew on the framework of genre analysis and employed the pattern of move schemata proposed by Swales (1990) and follows the typology suggested by Guffey (2010). The gathered emails are made up of the email’s subject line, an opening, body text and closing. The findings revealed that more than half of the subject lines of emails are either inappropriate, improper or do not exist. This shows that the participants are to some extent not able to write proper subject lines when addressing their professor however they did appear to pay attention to greetings in their emails. By examining the structure of the body of the gathered emails, it is noticed that postgraduate students tended to use the inductive style when emailing their professor. They do not go straight to the request. Instead, they go through some strategies (introduction, self-identification, apologizing, or reminding remarks, pre-request and request). The findings revealed that more than half of the emails either do not display perfect closings or do not display closings while the remaining emails are considered acceptable since they contain both greeting and the sender’s name. Accordingly, this study suggests some useful pedagogical implications. Tunisian EFL learners need to be supplemented with explicit instruction regarding teaching pragmatic issues concerning writing emails. The use of authentic materials in the context of pragmatics instruction is highly recommended Another practical method is to introduce and teach email writing guidelines and etiquettes so that Tunisian students can readily refer to them when writing emails. Keywords: structural features, request, email,  moves. DOI: 10.7176/JEP/10-19-03 Publication date:July 31st 201

Analysis of Academic Email Requests Written by Tunisian Postgraduate Students

This study analyses how requests are written by a group of Tunisian postgraduate students to their professor via emails. The aim of the present study is to examine the email requests in terms of the degree of directness employed and seeks to find out whether the directness level of Tunisian postgraduate students e-requests varies with increasing the imposition of requests. Results prove the reliance of Tunisian postgraduate students on direct strategies when requesting their professor. This is manifested in the preference for direct questions and mood derivables in requests for information and expectation want and need statements for requests for action. The findings also reveal no significant differences between requests for information and requests for action concerning direct strategies and conventionally indirect requests. However, a significantly higher number of hints was found in non-conventionally indirect requests for requests for action. Tunisian postgraduate students realized their requests for information and requests for action with different request realizations, but they displayed a preference for directness in both types of requests. The preference for direct requests strategies may enhance a negative effect on their evaluation by their recipient. This suggests that Tunisian postgraduate students have not acquired enough pragmalinguistic and sociolinguistic knowledge to request appropriately socially superior persons. Accordingly, this study suggests some pedagogical implications and suggestions for Tunisian EFL (English as a Foreign Language) instructors. Henceforth, Tunisian teachers and syllabus designers should devote more attention to developing Tunisian EFL learners’ pragmatic competence through teaching L2 pragmatics. Keywords: e-requests, politeness, directness, ranking of imposition

Trolls Identification within an Uncertain Framework

The web plays an important role in people's social lives since the emergence of Web 2.0. It facilitates the interaction between users, gives them the possibility to freely interact, share and collaborate through social networks, online communities forums, blogs, wikis and other online collaborative media. However, an other side of the web is negatively taken such as posting inflammatory messages. Thus, when dealing with the online communities forums, the managers seek to always enhance the performance of such platforms. In fact, to keep the serenity and prohibit the disturbance of the normal atmosphere, managers always try to novice users against these malicious persons by posting such message (DO NOT FEED TROLLS). But, this kind of warning is not enough to reduce this phenomenon. In this context we propose a new approach for detecting malicious people also called 'Trolls' in order to allow community managers to take their ability to post online. To be more realistic, our proposal is defined within an uncertain framework. Based on the assumption consisting on the trolls' integration in the successful discussion threads, we try to detect the presence of such malicious users. Indeed, this method is based on a conflict measure of the belief function theory applied between the different messages of the thread. In order to show the feasibility and the result of our approach, we test it in different simulated data.Comment: International Conference on Tools with Artificial Intelligence - ICTAI , Nov 2014, Limassol, Cypru