Related papers: Game-Theoretic Pricing and Selection with Fading C…
We study the sequential decision-making problem of allocating a limited resource to agents that reveal their stochastic demands on arrival over a finite horizon. Our goal is to design fair allocation algorithms that exhaust the available…
Priced timed games are optimal-cost reachability games played between two players---the controller and the environment---by moving a token along the edges of infinite graphs of configurations of priced timed automata. The goal of the…
We investigate a remote estimation problem in which a transmitter observes a Markov source and chooses the power level to transmit it over a time-varying packet-drop channel. The channel is modeled as a channel with Markovian state where…
This paper considers a formulation of a differential game with constrained dynamics, where one player selects the dynamics and the other selects the applicable cost. When the game is considered on a finite time horizon, its value satisfies…
In this paper, we consider a multiple-access fading channel where $N$ users transmit to a single base station (BS) within a limited number of time slots. We assume that each user has a fixed amount of energy available to be consumed over…
In Stackelberg security games when information about the attacker's payoffs is uncertain, algorithms have been proposed to learn the optimal defender commitment by interacting with the attacker and observing their best responses. In this…
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…
Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…
This paper studies the valuation and optimal strategy of convertible bonds as a Dynkin game by using the reflected backward stochastic differential equation method and the variational inequality method. We first reduce such a Dynkin game to…
In this work, we investigate the profit maximization problem for a wireless network carrier and the payment minimization for end-users. Motivated by recent findings on proactive resource allocation, we focus on the scenario whereby…
This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…
We consider the problem of rate and power allocation in a multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a general concave utility function of average transmission rates on the…
The industrial Internet of Things (IIoT) and network slicing (NS) paradigms have been envisioned as key enablers for flexible and intelligent manufacturing in the industry 4.0, where a myriad of interconnected machines, sensors, and devices…
Motivated by applications where a system must remain operational via continual procurement of contracts, we study two online contract selection problems under uncertain prices. At each time step, a price drawn from a known distribution is…
We present a deterministic algorithm, solving discounted games with $n$ nodes in $n^{O(1)}\cdot (2 + \sqrt{2})^n$-time. For bipartite discounted games our algorithm runs in $n^{O(1)}\cdot 2^n$-time. Prior to our work no deterministic…
The data sponsored scheme allows the content provider to cover parts of the cellular data costs for mobile users. Thus the content service becomes appealing to more users and potentially generates more profit gain to the content provider.…
We consider clustering games in which the players are embedded in a network and want to coordinate (or anti-coordinate) their strategy with their neighbors. The goal of a player is to choose a strategy that maximizes her utility given the…
This paper proposes a video delivery strategy for dynamic streaming services which maximizes time-average streaming quality under a playback delay constraint in wireless caching networks. The network where popular videos encoded by scalable…
Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…
In this paper, we study a game with positive or plus infinite expectation and determine the optimal proportion of investment for maximizing the limit expectation of growth rate per attempt. With this objective, we introduce a new pricing…