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We provide a detailed characterization of the optimal consumption stream for the additive habit-forming utility maximization problem, in a framework of general discrete-time incomplete markets and random endowments. This characterization…

Portfolio Management · Quantitative Finance 2012-01-11 Roman Muraviev

We investigate the problem of optimally observing a finite set of targets using a mobile agent over an infinite time horizon. The agent is tasked to move in a network-constrained structure to gather information so as to minimize the…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Samuel C. Pinto , Shirantha Welikala , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras

Influence maximization, defined as a problem of finding a set of seed nodes to trigger a maximized spread of influence, is crucial to viral marketing on social networks. For practical viral marketing on large scale social networks, it is…

Social and Information Networks · Computer Science 2014-02-18 Suqi Cheng , Huawei Shen , Junming Huang , Guoqing Zhang , Xueqi Cheng

In this paper we study the problem of discovering a timeline of events in a temporal network. We model events as dense subgraphs that occur within intervals of network activity. We formulate the event-discovery task as an optimization…

Social and Information Networks · Computer Science 2018-09-17 Polina Rozenshtein , Francesco Bonchi , Aristides Gionis , Mauro Sozio , Nikolaj Tatti

Temporal interaction networks capture the history of activities between entities along a timeline. At each interaction, some quantity of data (money, information, kbytes, etc.) flows from one vertex of the network to another. Flow-based…

Databases · Computer Science 2020-03-05 Chrysanthi Kosyfaki , Nikos Mamoulis , Evaggelia Pitoura , Panayiotis Tsaparas

This paper addresses the task allocation problem for multi-robot systems. The main issue with the task allocation problem is inherent complexity that makes finding an optimal solution within a reasonable time almost impossible. To hand the…

Multiagent Systems · Computer Science 2019-01-11 Hyo-Sang Shin , Teng Li , Pau Segui-Gasco

This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state.…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

Network optimization has generally been focused on solving network flow problems, but recently there have been investigations into optimizing network characteristics. Optimizing network connectivity to maximize the number of nodes within a…

Physics and Society · Physics 2020-08-03 Jeremy Auerbach , Hyun Kim

In this paper we consider greedy scheduling algorithms in wireless networks, i.e., the schedules are computed by adding links greedily based on some priority vector. Two special cases are considered: 1) Longest Queue First (LQF) scheduling,…

Information Theory · Computer Science 2016-11-17 Qiao Li , Rohit Negi

We study the problem of selecting a subset of vectors from a large set, to obtain the best signal representation over a family of functions. Although greedy methods have been widely used for tackling this problem and many of those have been…

Signal Processing · Electrical Eng. & Systems 2023-05-16 Ehsan Tohidi , Mario Coutino , David Gesbert

*The following abbreviates the abstract. Please refer to the thesis for the full abstract.* After a disaster, locating and extracting victims quickly is critical because mortality rises rapidly after the first two days. To assist search and…

Robotics · Computer Science 2021-02-09 Micah Corah

We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

Probability · Mathematics 2022-06-22 Johannes Wiesel

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural…

Probability · Mathematics 2019-08-21 Seva Shneer , Alexander Stolyar

We investigate robust linear consensus over networks under capacity-constrained communication. The capacity of each edge is encoded as an upper bound on the number of state variables that can be communicated instantaneously. When the edge…

Systems and Control · Electrical Eng. & Systems 2021-05-25 Yasin Yazicioglu , Alberto Speranzon

Bandit learning is characterized by the tension between long-term exploration and short-term exploitation. However, as has recently been noted, in settings in which the choices of the learning algorithm correspond to important decisions…

Machine Learning · Computer Science 2018-01-11 Sampath Kannan , Jamie Morgenstern , Aaron Roth , Bo Waggoner , Zhiwei Steven Wu

The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the…

Machine Learning · Computer Science 2018-02-23 Hanjun Dai , Elias B. Khalil , Yuyu Zhang , Bistra Dilkina , Le Song

Energy consumption is a main issue of concern in wireless networks. Energy minimization increases the time that networks' nodes work properly without recharging or substituting batteries. Another criterion for network performance is data…

Information Theory · Computer Science 2010-12-13 Amirmahdi Khodaian , Babak H. Khalaj

In many machine learning applications, one needs to interactively select a sequence of items (e.g., recommending movies based on a user's feedback) or make sequential decisions in a certain order (e.g., guiding an agent through a series of…

Machine Learning · Computer Science 2019-06-21 Marko Mitrovic , Ehsan Kazemi , Moran Feldman , Andreas Krause , Amin Karbasi

Network Utility Maximization (NUM) provides the key conceptual framework to study resource allocation amongst a collection of users/entities across disciplines as diverse as economics, law and engineering. In network engineering, this…

Systems and Control · Computer Science 2015-03-19 Vinay Joseph , Gustavo de Veciana