Related papers: Optimal spatial pricing strategies with transporta…
We consider the problem of choosing prices of a set of products so as to maximize profit, taking into account self-elasticity and cross-elasticity, subject to constraints on the prices. We show that this problem can be formulated as…
This paper studies a spatial competition game between two firms that sell a homogeneous good at some pre-determined fixed price. A population of consumers is spread out over the real line, and the two firms simultaneously choose location in…
We present a stylized model of the allocation of resources on a network. By considering as a concrete example the network of sectors of the airspace, where each node is a sector characterized by a maximal number of simultaneously present…
We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…
We propose a method for providing communication network infrastructure in autonomous multi-agent teams. In particular, we consider a set of communication agents that are placed alongside regular agents from the system in order to improve…
The design of distributed algorithms is central to the study of multiagent systems control. In this paper, we consider a class of combinatorial cost-minimization problems and propose a framework for designing distributed algorithms with a…
This paper is concerned with a conservation law model of traffic flow on a network of roads, where each driver chooses his own departure time in order to minimize the sum of a departure cost and an arrival cost. The model includes various…
We study the network pricing problem where the leader maximizes their revenue by determining the optimal amounts of tolls to charge on a set of arcs, under the assumption that the followers will react rationally and choose the shortest…
In this paper, we study a routing and travel-mode choice problem for mobility systems with a multimodal transportation network as a ``mobility game" with coupled action sets. We develop a game-theoretic framework to study the impact on…
A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset to maximize the expected utility of the round-trip profit net of transaction costs. The optimization…
This paper presents a multi-agent reinforcement learning algorithm to represent strategic bidding behavior in freight transport markets. Using this algorithm, we investigate whether feasible market equilibriums arise without any central…
We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…
In this article we discuss the problem of calculating optimal model-independent (robust) bounds for the price of Asian options with discrete and continuous averaging. We will give geometric characterisations of the maximising and the…
Mobile users' correlated mobility and data consumption patterns often lead to severe cellular network congestion in peak hours and hot spots. This paper presents an optimal design of time and location aware mobile data pricing, which…
This working paper is divided into two parts. Firstly, we develop a new combined equilibrium model of business land-use, which puts travelers' traffic equilibrium and business companies' competitive location equilibrium into a unified…
Using a model in which agents compete to develop a potentially dangerous new technology (AI), we study how changes in the pricing of factors of production (computational resources) affect agents' strategies, particularly their spending on…
Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the obvious influence of spatial constraints on agents' performance. Yet hand-designing improved environment…
We consider the pricing problem faced by a seller who assigns a price to a good that confers its benefits not only to its buyers, but also to other individuals around them. For example, a snow-blower is potentially useful not only to the…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
Consider a distribution of citizens in an urban area in which some services (supermarkets, post offices...) are present. Each citizen, in order to use a service, spends an amount of time which is due both to the travel time to the service…