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This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…
We consider a Markovian clearing queueing system, where the customers are accumulated according to a Poisson arrival process and the server removes all present customers at the completion epochs of exponential service cycles. This system…
In this paper, we study the Markovian Pandora's Box Problem, where decisions are governed by both order constraints and Markovianly correlated rewards, structured within a shared directed acyclic graph. To the best of our knowledge,…
We consider the problem of budget allocation for competitive influence maximization over social networks. In this problem, multiple competing parties (players) want to distribute their limited advertising resources over a set of social…
Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…
Networked public goods games model scenarios in which self-interested agents decide whether or how much to invest in an action that benefits not only themselves, but also their network neighbors. Examples include vaccination, security…
In networking applications, one often wishes to obtain estimates about the number of objects at different parts of the network (e.g., the number of cars at an intersection of a road network or the number of packets expected to reach a node…
The nonequilibrium response and fluctuations of Markovian systems, both near and far from equilibrium, are best understood by varying their parameters along dynamical equivalence classes. In this note, I illustrate this approach for an…
We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash…
This paper develops a unified modeling framework to capture the equilibrium-state interactions among ride-hailing companies, travelers, and traffic of mixed-autonomy transportation networks. Our framework integrates four interrelated…
In this paper, we study the pickup and delivery problem with multiple transportation modalities, and address the challenge of efficiently allocating transportation resources while price matching users with their desired delivery modes. More…
In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…
We consider the situation where multiple transportation service providers cooperate to offer an integrated multi-modal platform to enhance the convenience to the passengers through ease in multi-modal journey planning, payment, and first…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…
Cooperation is fundamental for society's viability, as it enables the emergence of structure within heterogeneous groups that seek collective well-being. However, individuals are inclined to defect in order to benefit from the group's…
We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…
We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…