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This paper presents a partial differential equation framework for deep residual neural networks and for the associated learning problem. This is done by carrying out the continuum limits of neural networks with respect to width and depth.…
We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…
We describe a software framework for solving user equilibrium traffic assignment problems. The design is based on the formulation of the problem as a variational inequality. The software implements these as well as several numerical methods…
In this paper we consider nodes in network are heterogeneous and the link between nodes is caused by the potential dynamical demand of the nodes. Such demand can be measured by gravitation which increases with the heterogeneous strength of…
Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of…
We study the profit maximization problem of a cognitive virtual network operator in a dynamic network environment. We consider a downlink OFDM communication system with various network dynamics, including dynamic user demands, uncertain…
Network Utility Maximization (NUM) provides a key conceptual framework to study reward allocation amongst a collection of users/entities across disciplines as diverse as economics, law and engineering. In network engineering, this framework…
This research introduces a mathematical framework to comprehending human mobility patterns, integrating mathematical modeling and economic analysis. The study focuses on latent-variable networks, investigating the dynamics of human mobility…
The problem of robust dynamic pricing of an abstract commodity, whose inventory is specified at an initial time but never subsequently replenished, originally studied by Perakis and Sood (2006) in discrete time, is considered from the…
The user equilibrium in traffic assignment problem is based on the fact that travelers choose the minimum-cost path between every origin-destination pair and on the assumption that such a behavior will lead to an equilibrium of the traffic…
We study the distribution of traffic in networks whose users try to minimise their delays by adhering to a simple learning scheme inspired by the replicator dynamics of evolutionary game theory. The stable steady states of these dynamics…
This paper analyzes the use of variable speed limits to optimize travel time reliability for commuters. The investigation focuses on a traffic corridor with a bottleneck subject to the capacity drop phenomenon. The optimization criterion is…
The new technologies emerging in the energy sector pose new requirements for both the regulation and operation of the electricity grid. Revised tariff structures and the introduction of local markets are two approaches that could tackle the…
We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…
We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…
A Mathematical Program with Equilibrium Constraints (MPEC) is formulated to capture the relationships between multiple Mobility Service Providers (MSPs) and the users of a multi-modal transport network. The network supply structure is…
We study the formation of derivative prices in equilibrium between risk-neutral agents with heterogeneous beliefs about the dynamics of the underlying. Under the condition that the derivative cannot be shorted, we prove the existence of a…
The oscillation model, based on the wave equation on networks, can describe user dynamics in online social networks. The fundamental equation of user dynamics can be introduced into the oscillation model to explicitly describe the causal…
In this paper, we study network reliability in relation to a periodic time-dependent utility function that reflects the system's functional performance. When an anomaly occurs, the system incurs a loss of utility that depends on the…
We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…