Related papers: Variable Demand and Multi-commodity Flow in Markov…
We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characterization of the limit set of equilibrium…
We study equilibrium concepts in non-cooperative games under uncertainty where both beliefs and mixed strategies are represented by non-additive measures (capacities). In contrast to the classical Nash framework based on additive…
Adversarial optimal transport has been proven useful as a mathematical formulation to model resource allocation problems to maximize the efficiency of transportation with an adversary, who modifies the data. It is often the case, however,…
This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…
This paper models a two-agent economy with production and appropriation as a noncooperative dynamic game, and determines its closed-form Markovian Nash equilibrium. The analysis highlights the para-metric conditions that tip the economy…
The paper introduces a modified version of the classical Coupon Collector's Problem entailing exchanges and cooperation between multiple players. Results of the development show that, within a proper Markov framework, the complexity of the…
The objective of this paper is to initiate a qualitative analysis of dynamic flow in traffic networks by using the competitive equilibrium model of multiple market systems. A network is modeled as a dynamic graph where routes (edges) are…
We introduce Markov Decision Processing Networks (MDPNs) as a multiclass queueing network model where service is a controlled, finite-state Markov process. The model exhibits a decision-dependent service process where actions taken…
While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…
We consider a scenario where N users try to access a common base station. Associated with each user is its channel state and a finite queue which varies with time. Each user chooses his power and the admission control variable in a dynamic…
Today's queueing network systems are more rapidly evolving and more complex than those of even a few years ago. The goal of this paper is to study customers' behavior in an unobservable Markovian M/M/1 queue where consumers have to choose…
In an atomic splittable flow over time game, finitely many players route flow dynamically through a network, in which edges are equipped with transit times, specifying the traversing time, and with capacities, restricting flow rates.…
Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological,…
This paper characterizes differentiable and subgame Markov perfect equilibria in a continuous time intertemporal decision problem with non-constant discounting. Capturing the idea of non commitment by letting the commitment period being…
We study single commodity network flows with suitable robustness and efficiency specs. An original use of a maximum entropy problem for distributions on the paths of the graph turns this problem into a steering problem for Markov chains…
How is efficiency affected when demand excesses over supply are signalled through waiting in queues? We consider a class of congestion games with a nonatomic set of players of a constant mass, based on a formulation of generic linear…
The paper studies the routing in the network shared by several users. Each user seeks to optimize either its own performance or some combination between its own performance and that of other users, by controlling the routing of its given…
This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…
Shortest path network interdiction is a combinatorial optimization problem on an activity network arising in a number of important security-related applications. It is classically formulated as a bilevel maximin problem representing an…
The evolution of existing transportation systems,mainly driven by urbanization and increased availability of mobility options, such as private, profit-maximizing ride-hailing companies, calls for tools to reason about their design and…