Related papers: Asymptotically tight bounds for inefficiency in ri…
The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…
We study the high-frequency limit of an $n$-trader optimal execution game in discrete time. Traders face transient price impact of Obizhaeva--Wang type in addition to quadratic instantaneous trading costs $\theta(\Delta X_t)^2$ on each…
In this paper we study quality measures of different solution concepts for the multicast network design game on a ring topology. We recall from the literature a lower bound of 4/3 and prove a matching upper bound for the price of stability,…
We study the inefficiency of equilibria for various classes of games when players are (partially) altruistic. We model altruistic behavior by assuming that player i's perceived cost is a convex combination of 1-\alpha_i times his direct…
M\"omke and Svensson presented a beautiful new approach for the traveling salesman problem on a graph metric (graph-TSP), which yields a $4/3$-approximation guarantee on subcubic graphs as well as a substantial improvement over the…
We consider the problem of designing network cost-sharing protocols with good equilibria under uncertainty. The underlying game is a multicast game in a rooted undirected graph with nonnegative edge costs. A set of k terminal vertices or…
Considering the problem of risk-sensitive parameter estimation, we propose a fairly wide family of lower bounds on the exponential moments of the quadratic error, both in the Bayesian and the non--Bayesian regime. This family of bounds,…
Navigation safety is critical for many autonomous systems such as self-driving vehicles in an urban environment. It requires an explicit consideration of boundary constraints that describe the borders of any infeasible, non-navigable, or…
We give structured proofs for five mathematical propositions governing synchronous peer-to-peer computation on a finite grid graph embedded in $\mathbb{Z}^2$. Proposition 1 gives three lower bounds: a transport-work bound $\sum_i a_i \ell_i…
Among the many functions a Smart City must support, transportation dominates in terms of resource consumption, strain on the environment, and frustration of its citizens. We study transportation networks under two different routing…
We consider the well-studied game-theoretic version of machine scheduling in which jobs correspond to self-interested users and machines correspond to resources. Here each user chooses a machine trying to minimize her own cost, and such…
In this paper, we investigate asymptotic properties of a consensus protocol taking place in a class of temporal (i.e., time-varying) networks called the activity driven network. We first show that a standard methodology provides us with an…
We develop efficient algorithms to construct utility maximizing mechanisms in the presence of risk averse players (buyers and sellers) in Bayesian settings. We model risk aversion by a concave utility function, and players play…
This paper investigates the use of risk measures and theories of choice for modeling risk-averse route choice and traffic network equilibrium with random travel times. We interpret the postulates of these theories in the context of routing,…
We study Nash equilibria and the price of anarchy in the classic model of Network Creation Games introduced by Fabrikant, Luthra, Maneva, Papadimitriou and Shenker in 2003. This is a selfish network creation model where players correspond…
We consider two market designs for a network of prosumers, trading energy: (i) a centralized design which acts as a benchmark, and (ii) a peer-to-peer market design. High renewable energy penetration requires that the energy market design…
We investigate the price of anarchy (PoA) in non-atomic congestion games when the total demand $T$ gets very large. First results in this direction have recently been obtained by \cite{Colini2016On, Colini2017WINE, Colini2017arxiv} for…
A self-repelling random walk of a token on a graph is one in which at each step, the token moves to a neighbor that has been visited least often (with ties broken randomly). The properties of self-repelling random walks have been analyzed…
We consider the problem of searching for an unknown target vertex $t$ in a (possibly edge-weighted) graph. Each \emph{vertex-query} points to a vertex $v$ and the response either admits $v$ is the target or provides any neighbor $s\not=v$…
Robust, or model-independent properties of the variance swap are well-known, and date back to Dupire and Neuberger, who showed that, given the price of co-terminal call options, the price of a variance swap was exactly specified under the…