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Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents,…

Computer Science and Game Theory · Computer Science 2024-12-30 Guy Avni , Martin Kurečka , Kaushik Mallik , Petr Novotný , Suman Sadhukhan

Wardrop equilibria in nonatomic congestion games are in general inefficient as they do not induce an optimal flow that minimizes the total travel time. Network tolls are a prominent and popular way to induce an optimum flow in equilibrium.…

Computer Science and Game Theory · Computer Science 2019-01-03 Riccardo Colini-Baldeschi , Max Klimm , Marco Scarsini

The shortest-time route recommendations offered by modern navigation systems fuel selfish routing in urban vehicular traffic networks and are therefore one of the main reasons for the growth of congestion. In contrast, intelligent…

Computer Science and Game Theory · Computer Science 2025-04-16 Doris E. M. Brown , Venkata Sriram Siddhardh Nadendla , Sajal K. Das

We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…

Optimization and Control · Mathematics 2018-11-14 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

Optimization and Control · Mathematics 2012-06-21 William B. Haskell , Rahul Jain

In congestion games, users make myopic routing decisions to jam each other, and the social planner with the full information designs mechanisms on information or payment side to regulate. However, it is difficult to obtain time-varying…

Computer Science and Game Theory · Computer Science 2023-02-14 Hongbo Li , Lingjie Duan

To steer the behavior of selfish, resource-sharing agents in a socio-technical system towards the direction of higher efficiency, the system designer requires accurate models of both agent behaviors and the underlying system infrastructure.…

Computer Science and Game Theory · Computer Science 2025-05-20 Chih-Yuan Chiu , Bryce L. Ferguson

In this paper we study the routing and rebalancing problem for a fleet of autonomous vehicles providing on-demand transportation within a congested urban road network (that is, a road network where traffic speed depends on vehicle density).…

Systems and Control · Computer Science 2016-09-16 Federico Rossi , Rick Zhang , Marco Pavone

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

Optimization and Control · Mathematics 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik

Traffic congestion has lead to an increasing emphasis on management measures for a more efficient utilization of existing infrastructure. In this context, this paper proposes a novel framework that integrates real-time optimization of…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Samarth Gupta , Ravi Seshadri , Bilge Atasoy , A. Arun Prakash , Francisco Pereira , Gary Tan , Moshe Ben-Akiva

In a Shared Mobility on Demand Service (SMoDS), dynamic pricing plays an important role in the form of an incentive for the decision of the empowered passenger on the ride offer. Strategies for determining the dynamic tariff should be…

Optimization and Control · Mathematics 2020-07-06 Yue Guan , Anuradha M. Annaswamy , H. Eric Tseng

In mobile edge computing, local edge servers can host cloud-based services, which reduces network overhead and latency but requires service migrations as users move to new locations. It is challenging to make migration decisions optimally…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-10 Shiqiang Wang , Rahul Urgaonkar , Murtaza Zafer , Ting He , Kevin Chan , Kin K. Leung

Toll optimization in a large-scale dynamic traffic network is typically characterized by an expensive-to-evaluate objective function. In this paper, we propose two toll level problems (TLPs) integrated with a large-scale simulation-based…

Optimization and Control · Mathematics 2020-09-24 Ziyuan Gu , S. Travis Waller , Meead Saberi

Congestion games are popular models often used to study the system-level inefficiencies caused by selfish agents, typically measured by the price of anarchy. One may expect that aligning the agents' preferences with the system-level…

Computer Science and Game Theory · Computer Science 2024-09-04 Bryce L Ferguson , Dario Paccagnan , Bary S R Pradelski , Jason R Marden

Congestion pricing has emerged as an effective tool for mitigating traffic congestion, yet implementing welfare or revenue-optimal dynamic tolls is often impractical. Most real-world congestion pricing deployments, including New York City's…

Computer Science and Game Theory · Computer Science 2026-03-02 Devansh Jalota , Xuan Di , Adam N. Elmachtoub

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

We consider a typical problem in Mean Field Games: the congestion case, where in the cost that agents optimize there is a penalization for passing through zones with high density of agents, in a deterministic framework. This equilibrium…

Analysis of PDEs · Mathematics 2011-11-04 Filippo Santambrogio