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In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget to evaluate design performance. Classical methods for R&S…

Optimization and Control · Mathematics 2024-07-11 Yuhao Wang , Enlu Zhou

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Optimization and Control · Mathematics 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

We consider a strategic network monitoring problem involving the operator of a networked system and an attacker. The operator aims to randomize the placement of multiple protected sensors to monitor and protect components that are…

Optimization and Control · Mathematics 2023-04-11 Jezdimir Milosevic , Mathieu Dahan , Saurabh Amin , Henrik Sandberg

This paper considers a distributed multi-agent optimization problem, with the global objective consisting of the sum of local objective functions of the agents. The agents solve the optimization problem using local computation and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Shripad Gade , Nitin H. Vaidya

This paper proposes networked dynamics to solve resource allocation problems over time-varying multi-agent networks. The state of each agent represents the amount of used resources (or produced utilities) while the total amount of resources…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Mohammadreza Doostmohammadian , Alireza Aghasi , Mohammad Pirani , Ehsan Nekouei , Usman A. Khan , Themistoklis Charalambous

Diffusion adaptation is a powerful strategy for distributed estimation and learning over networks. Motivated by the concept of combining adaptive filters, this work proposes a combination framework that aggregates the operation of multiple…

Signal Processing · Electrical Eng. & Systems 2020-02-11 Danqi Jin , Jie Chen , Cedric Richard , Jingdong Chen , Ali H. Sayed

The online increasing subsequence problem is a stochastic optimisation task with the objective to maximise the expected length of subsequence chosen from a random series by means of a nonanticipating decision strategy. We study the…

Probability · Mathematics 2020-01-09 Alexander Gnedin , Amirlan Seksenbayev

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

Motivated by a variety of applications in control engineering and information sciences, we study network resource allocation problems where the goal is to optimally allocate a fixed amount of resource over a network of nodes. In these…

Optimization and Control · Mathematics 2017-08-25 Thinh T. Doan , Carolyn L. Beck

Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Apostolos I. Rikos , Nicola Bastianello , Themistoklis Charalambous , Karl H. Johansson

In this paper, we deal with distributed estimation problems in diffusion networks with heterogeneous nodes, i.e., nodes that either implement different adaptive rules or differ in some other aspect such as the filter structure or length, or…

Systems and Control · Computer Science 2017-09-05 Jesus Fernandez-Bes , Jerónimo Arenas-García , Magno T. M. Silva , Luis A. Azpicueta-Ruiz

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

Optimization and Control · Mathematics 2025-04-01 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu , Jian Chu

We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…

Optimization and Control · Mathematics 2023-09-15 Wilhelm Stannat , Alexander Vogler , Lukas Wessels

Coordination is a desirable feature in multi-agent systems, allowing the execution of tasks that would be impossible by individual agents. We study coordination by a team of strategic agents choosing to undertake one of the multiple tasks.…

Systems and Control · Electrical Eng. & Systems 2022-12-22 Yi Wei , Marcos M. Vasconcelos

Information diffusion and virus propagation are fundamental processes taking place in networks. While it is often possible to directly observe when nodes become infected with a virus or adopt the information, observing individual…

Data Structures and Algorithms · Computer Science 2015-03-17 Manuel Gomez-Rodriguez , Jure Leskovec , Andreas Krause

Security games model the confrontation between a defender protecting a set of targets and an attacker who tries to capture them. A variant of these games assumes security interdependence between targets, facilitating contagion of an attack.…

Social and Information Networks · Computer Science 2019-12-17 Marcin Waniek , Tomasz P. Michalak , Aamena Alshamsi

Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic…

Optimization and Control · Mathematics 2021-03-30 Xuyang Wu , Sindri Magnusson , Mikael Johansson

Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the influence spread from these seeds. It has been widely investigated in the past two decades. In the canonical setting, the…

Social and Information Networks · Computer Science 2022-02-21 Zhijie Zhang , Wei Chen , Xiaoming Sun , Jialin Zhang

For the purpose of propagating information and ideas through a social network, a seeding strategy aims to find a small set of seed users that are able to maximize the spread of the influence, which is termed as influence maximization…

Social and Information Networks · Computer Science 2016-07-05 Guangmo Tong , Weili Wu , Shaojie Tang , Ding-Zhu Du
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