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We introduce a novel and highly tractable supervised learning approach based on neural networks that can be applied for the computation of model-free price bounds of, potentially high-dimensional, financial derivatives and for the…

Computational Finance · Quantitative Finance 2022-12-15 Ariel Neufeld , Julian Sester

Designing and optimizing the structure of urban transportation networks is a challenging task. In this study, we propose a method inspired by optimal transport theory and the principle of economy of scale that uses little information in…

Physics and Society · Physics 2024-10-10 Daniela Leite , Caterina De Bacco

Mobility service route design requires demand information to operate in a service region. Transit planners and operators can access various data sources including household travel survey data and mobile device location logs. However, when…

Artificial Intelligence · Computer Science 2024-09-04 Gyugeun Yoon , Joseph Y. J. Chow

Road congestion induces significant costs across the world, and road network disturbances, such as traffic accidents, can cause highly congested traffic patterns. If a planner had control over the routing of all vehicles in the network,…

Optimization and Control · Mathematics 2021-06-07 Daniel A. Lazar , Erdem Bıyık , Dorsa Sadigh , Ramtin Pedarsani

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

Data-driven research is becoming a new paradigm in transportation, but the natural lack of individual socio-economic attributes in transportation data makes research such as activity purpose inference and mobility pattern identification…

Applications · Statistics 2025-02-04 Yitong Chen , Wentao Dong , Chengcheng Yu , Quan Yuan , Chao Yang

Transit agencies have the opportunity to outsource certain services to established Mobility-on-Demand (MOD) providers. Such alliances can improve service quality, coverage, and ridership; reduce public sector costs and vehicular emissions;…

Optimization and Control · Mathematics 2024-03-19 Kayla Cummings , Vikrant Vaze , Özlem Ergun , Cynthia Barnhart

Traffic management by applying congestion pricing is a measure for mitigating congestion in protected city corridors. As a promising tool, pricing improves the level of service in a network and reduces travel delays. However, real-world…

Robotics · Computer Science 2021-12-14 Alexander Genser , Anastasios Kouvelas

Studies of the effect of network structure on performance have, thus far, been restricted to examining ensembles of synthetic networks generated by canonical models from the Network Science literature, which do not plausibly represent real…

Physics and Society · Physics 2020-11-24 Steven J O'Hare , Richard D Connors , David P Watling

Learning representations for solutions of constrained optimization problems (COPs) with unknown cost functions is challenging, as models like (Variational) Autoencoders struggle to enforce constraints when decoding structured outputs. We…

Machine Learning · Computer Science 2025-09-22 Alan A. Lahoud , Erik Schaffernicht , Johannes A. Stork

We present a static framework for analysing quantum routing protocols that we call the \textit{cost-vector formalism}. Here, quantum networks are recast as multi-graphs where edges represent two-qubit entanglement resources that…

Quantum Physics · Physics 2025-11-04 Hudson Leone , Nathaniel R. Miller , Deepesh Singh , Nathan K. Langford , Peter P. Rohde

Motivated by the problem of tracking a direction in a decentralized way, we consider the general problem of cooperative learning in multi-agent systems with time-varying connectivity and intermittent measurements. We propose a distributed…

Optimization and Control · Mathematics 2014-12-17 Naomi Ehrich Leonard , Alex Olshevsky

Suppose there is an adversarial UAV network being tracked by a radar. How can the radar determine whether the UAVs are coordinating, in some well-defined sense? How can the radar infer the objectives of the individual UAVs and the network…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Luke Snow , Vikram Krishnamurthy

With the growing attention towards developing the multimodal transport system to enhance urban mobility, there is an increasing need to construct new, rebuild or expand existing infrastructure to facilitate existing and accommodate newly…

Optimization and Control · Mathematics 2020-05-20 Yu Jiang , Jiao Ye , Jun Chen

We study the optimal routing on multilayered communication networks, which are composed of two layers of subnetworks. One is a wireless network, and the other is a wired network. We develop a simple recurrent algorithm to find an optimal…

Networking and Internet Architecture · Computer Science 2013-05-03 Jie Zhou , Gang Yan , Choy-Heng Lai

In this paper, we study the pickup and delivery problem with multiple transportation modalities, and address the challenge of efficiently allocating transportation resources while price matching users with their desired delivery modes. More…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Mark Beliaev , Negar Mehr , Ramtin Pedarsani

Modern artificial intelligence relies on networks of agents that collect data, process information, and exchange it with neighbors to collaboratively solve optimization and learning problems. This article introduces a novel distributed…

Optimization and Control · Mathematics 2026-01-15 Diego Deplano , Nicola Bastianello , Mauro Franceschelli , Karl H. Johansson

This paper proposes a bilevel transit network design problem considering supply side uncertainty. The upper level problem determines frequency settings to simultaneously maximize the efficiency and equity measures, which are defined by the…

Physics and Society · Physics 2020-05-06 Yu Jiang

The performance of multimodal mobility systems relies on the seamless integration of conventional mass transit services and the advent of Mobility-on-Demand (MoD) services. Prior work is limited to individually improving various transport…

Computational Engineering, Finance, and Science · Computer Science 2021-05-24 Qi Luo , Samitha Samaranayake , Siddhartha Banerjee

Partially Controlled Multi-Agent Systems (PCMAS) are comprised of controllable agents, managed by a system designer, and uncontrollable agents, operating autonomously. This study addresses an optimal composition design problem in PCMAS,…

Multiagent Systems · Computer Science 2025-02-19 Kyeonghyeon Park , David Molina Concha , Hyun-Rok Lee , Chi-Guhn Lee , Taesik Lee