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Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…

Probability · Mathematics 2014-01-07 L. Gerencser , M. Manfay

The topologies of predictable dynamic networks are continuously dynamic in terms of node position, network connectivity and link metric. However, their dynamics are almost predictable compared with the ad-hoc network. The existing routing…

Networking and Internet Architecture · Computer Science 2018-08-20 Zengyin Yang , Qian Wu , Zhize Li , Hewu Li , Jianping Wu

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

Statistical Mechanics · Physics 2009-11-07 Dirk Helbing , Martin Schoenhof , Daniel Kern

This paper deals with traffic control at motorway bottlenecks assuming the existence of an unknown, time-varying, Fundamental Diagram (FD). The FD may change over time due to different traffic compositions, e.g., light and heavy vehicles,…

Systems and Control · Electrical Eng. & Systems 2023-08-02 Farzam Tajdari , Claudio Roncoli

In this paper, we study the stability of light traffic achieved by a scheduling algorithm which is suitable for heterogeneous traffic networks. Since analyzing a scheduling algorithm is intractable using the conventional mathematical tool,…

Networking and Internet Architecture · Computer Science 2016-04-07 Rukhsana Ruby , Victor C. M. Leung

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We present a continuous-time link-based kinematic wave model (LKWM) for dynamic traffic networks based on the scalar conservation law model. Derivation of the LKWM involves the variational principle for the Hamilton-Jacobi equation and…

Analysis of PDEs · Mathematics 2016-03-29 Ke Han , Benedetto Piccoli , W. Y. Szeto

We consider the problem of minimizing the delay of jobs moving through a directed graph of service nodes. In this problem, each node may have several links and is constrained to serve one link at a time. As jobs move through the network,…

Networking and Internet Architecture · Computer Science 2019-03-08 Hsu-Chieh Hu , Stephen F. Smith

We consider traffic flow dynamics for a network of signalized intersections, where the outflow from every link is constrained to be equal to a given capacity function if the queue length is positive, and equal to the minimum of cumulative…

Dynamical Systems · Mathematics 2017-09-13 Pouyan Hosseini , Ketan Savla

We study revenue-optimal pricing and driver compensation in ridesharing platforms when drivers have heterogeneous preferences over locations. If a platform ignores drivers' location preferences, it may make inefficient trip dispatches;…

Multiagent Systems · Computer Science 2019-08-14 Duncan Rheingans-Yoo , Scott Duke Kominers , Hongyao Ma , David C. Parkes

Given a network with a continuum of users at some origins, suppose that the users wish to reach specific destinations, but that they are not indifferent to the time needed to reach their destination. They may have several possibilities (of…

Computer Science and Game Theory · Computer Science 2008-10-15 Frédéric Meunier , Nicolas Wagner

We study the problem of deploying a fleet of mobile robots to service tasks that arrive stochastically over time and at random locations in an environment. This is known as the Dynamic Vehicle Routing Problem (DVRP) and requires robots to…

We consider a distributed cloud service deployed at a set of distinct server pools. Arriving jobs are classified into heterogeneous types, in accordance with their setup times which are differentiated at each of the pools. A dispatcher for…

Systems and Control · Electrical Eng. & Systems 2025-08-14 Fernando Paganini , Diego Goldsztajn

We investigate the optimal pricing strategy in a service-providing framework, where customers can leave the system prior to service completion. In this setting, a price is quoted to an incoming customer based on the current number of…

Optimization and Control · Mathematics 2026-05-05 Jieqi Di , Sigrún Andradóttir , Hayriye Ayhan

For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…

Optimization and Control · Mathematics 2010-05-21 Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel De Lara , Pierre Girardeau

While synchronized states, and the dynamical pathways through which they emerge, are often regarded as the paradigm to understand the dynamics of information spreading on undirected networks of nonlinear dynamical systems, when we consider…

Adaptation and Self-Organizing Systems · Physics 2025-07-10 Giulio Colombini , Nicola Guglielmi , Armando Bazzani

Ubiquitous mobile computing have enabled ride-hailing services to collect vast amounts of behavioral data of riders and drivers and optimize supply and demand matching in real time. While these mobility service providers have some degree of…

Machine Learning · Computer Science 2021-02-16 Takuma Oda

This note introduces a piecewise-deterministic queueing (PDQ) model to study the stability of traffic queues in parallel-link transportation systems facing stochastic capacity fluctuations. The saturation rate (capacity) of the PDQ model…

Optimization and Control · Mathematics 2018-02-19 Li Jin , Saurabh Amin

Stochastic User Equilibrium (SUE) models depict the perception differences in traffic assignment problems. According to the assumption of an unbounded perceived travel time distribution, the conventional SUE problems result in a positive…

General Economics · Economics 2024-02-29 Songyot Kitthamkesorn , Anthony Chen

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

Optimization and Control · Mathematics 2011-03-09 Debasish Chatterjee , Soumik Pal