Related papers: Variable Demand and Multi-commodity Flow in Markov…

We study a generic family of two-player continuous-time nonzero-sum stopping games modeling a war of attrition with symmetric information and stochastic payoffs that depend on an homogeneous linear diffusion. We first show that any…

We study a stochastic game framework with dynamic set of players, for modeling and analyzing their computational investment strategies in distributed computing. Players obtain a certain reward for solving the problem or for providing their…

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

Distributed decision making in multi-agent networks has recently attracted significant research attention thanks to its wide applicability, e.g. in the management and optimization of computer networks, power systems, robotic teams, sensor…

When optimizing transportation systems, anticipating traffic flows is a central element. Yet, computing such traffic equilibria remains computationally expensive. Against this background, we introduce a novel combinatorial optimization…

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

This paper synthesizes anytime algorithms, in the form of continuous-time dynamical systems, to solve monotone variational inequalities. We introduce three algorithms that solve this problem: the projected monotone flow, the safe monotone…

We consider an instance of a nonatomic routing game. We assume that the network is parallel, that is, constituted of only two nodes, an origin and a destination. We consider infinitesimal players that have a symmetric network cost, but are…

Schedule-based transit assignment describes congestion in public transport services by modeling the interactions of passenger behavior in a time-space network built directly on a transit schedule. This study investigates the theoretical…

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

We consider a discrete population of users with homogeneous service demand who need to decide when to arrive to a system in which the service rate deteriorates linearly with the number of users in the system. The users have heterogeneous…

Mobility-as-a-Service (MaaS) systems are two-sided markets, with two mutually exclusive sets of agents, i.e., travelers/users and operators, forming a mobility ecosystem in which multiple operators compete or cooperate to serve customers…

We consider a sequential decision model over multi-tier supply chain networks and show that in particular, for series parallel networks, there is a unique equilibrium. We provide a linear time algorithm to compute the equilibrium and study…

In game theory, players have continuous expected payoff functions and can use fixed point theorems to locate equilibria. This optimization method requires that players adopt a particular type of probability measure space. Here, we introduce…

We study the game modification problem, where a benevolent game designer or a malevolent adversary modifies the reward function of a zero-sum Markov game so that a target deterministic or stochastic policy profile becomes the unique Markov…

We present polynomial-time algorithms as well as hardness results for equilibrium computation in atomic splittable routing games, for the case of general convex cost functions. These games model traffic in freight transportation, market…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

The analysis of network routing games typically assumes, right at the onset, precise and detailed information about the latency functions. Such information may, however, be unavailable or difficult to obtain. Moreover, one is often…

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…