Related papers: A differential game for a multiclass queueing mode…
Ensuring robust decision-making in multi-agent systems is challenging when agents have distinct, possibly conflicting objectives and lack full knowledge of each other's strategies. This is apparent in safety-critical applications such as…
We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion for pollution (diffusion and advection), and tackle…
This paper studies a dynamic discrete-time queuing model where at every period players get a new job and must send all their jobs to a queue that has a limited capacity. Players have an incentive to send their jobs as late as possible;…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
We propose a generalized market equilibrium model using assignment game criteria for evaluating transportation systems that consist of both operators' and users' decisions. The model finds stable pricing, in terms of generalized costs, and…
We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…
Game-theoretic approaches are envisioned to bring human-like reasoning skills and decision-making processes for autonomous vehicles (AVs). However, challenges including game complexity and incomplete information still remain to be addressed…
In an incomplete market driven by time-changed L\'evy noises we consider the problem of hedging a financial position coupled with the underlying risk of model uncertainty. Then we study hedging under worst-case-scenario. The proposed…
High fidelity simulation of large-sized complex networks can be realized on a distributed computing platform that leverages the combined resources of multiple processors or machines. In a discrete event driven simulation, the assignment of…
The evolution of existing transportation systems, mainly driven by urbanization and increased availability of mobility options, such as private, profit-maximizing ride-hailing companies, calls for tools to reason about their design and…
Most conventional heterogeneous network selection strategies applied in heterogeneous vehicular network regard the performance of each network constant in various traffic scenarios. This assumption leads such strategies to be ineffective in…
In this paper, a hierarchical one-leader-multi-followers game for a class of continuous-time nonlinear systems with disturbance is investigated by a novel policy iteration reinforcement learning technique in which, the game model consists…
This paper studies queueing problems with an endogenous number of machines with and without an initial queue, the novelty being that coalitions not only choose how to queue, but also on how many machines. For a given problem, agents can…
We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…
We consider a dynamic traffic routing game over an urban road network involving a large number of drivers in which each driver selecting a particular route is subject to a penalty that is affine in the logarithm of the number of drivers…
In many multi-player interactions, players incur strictly positive costs each time they execute actions e.g. 'menu costs' or transaction costs in financial systems. Since acting at each available opportunity would accumulate prohibitively…
Considering uncertainties and disturbances is an important, yet challenging, step in successful decision making. The problem becomes more challenging in safety-constrained environments. In this paper, we propose a robust and safe trajectory…
We discuss the general framework of a stochastic two-player, hybrid differential game, and we apply it to the modelling of a "match race" between two sailing boats, namely a competition in which the goal of both players is to proceed in the…
A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under…
We consider both finite-state game graphs and recursive game graphs (or pushdown game graphs), that can model the control flow of sequential programs with recursion, with multi-dimensional mean-payoff objectives. In pushdown games two types…