Related papers: Coase Meets Bellman: Dynamic Programming for Produ…

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Traditionally, distributed and parallel transactional systems have been studied in isolation, as they targeted different applications and experienced different bottlenecks. However, modern high-bandwidth networks have made the study of…

Stable matching is a fundamental area with many practical applications, such as centralised clearinghouses for school choice or job markets. Recent work has introduced the paradigm of near-feasibility in capacitated matching settings, where…

We investigate the theory of thermodynamic formalism from the perspective of computable analysis, with a special focus on the computability of equilibrium states. Specifically, we develop two complementary general approaches to verify the…

Achieving consensus among noncooperative agents remains challenging in decentralized multi-agent systems, where agents often have conflicting preferences. Existing coordination methods enable agents to reach consensus without a centralized…

Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…

This paper focuses on the operation of an electricity market that accounts for participants that bid at a sub-minute timescale. To that end, we model the market-clearing process as a dynamical system, called market dynamics, which is…

Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…

Empirical complex systems can be characterized not only by pairwise interactions, but also by higher-order (group) interactions influencing collective phenomena, from metabolic reactions to epidemics. Nevertheless, higher-order networks'…

The co-optimization of behind-the-meter distributed energy resources is considered for prosumers under the net energy metering tariff. The distributed energy resources considered include renewable generations, flexible demands, and battery…

We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…

This work investigates a reduced-complexity adaptive methodology to consensus tracking for a team of uncertain high-order nonlinear systems with switched (possibly asynchronous) dynamics. It is well known that high-order nonlinear systems…

We study distributed computation in synchronous dynamic networks where an omniscient adversary controls the unidirectional communication links. Its behavior is modeled as a sequence of directed graphs representing the active (i.e. timely)…

Firms (businesses, service providers, entertainment organizations, political parties, etc.) advertise on social networks to draw people's attention and improve their awareness of the brands of the firms. In all such cases, the competitive…

Decision-making pipelines are generally characterized by tradeoffs among various risk functions. It is often desirable to manage such tradeoffs in a data-adaptive manner. As we demonstrate, if this is done naively, state-of-the art…

We study bargaining games between suppliers and manufacturers in a network context. Agents wish to enter into contracts in order to generate surplus which then must be divided among the participants. Potential contracts and their surplus…

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Dynamic processes of interacting units on a network are out of equilibrium in general. In the case of a directed tree, the dynamic cavity method provides an efficient tool that characterises the dynamic trajectory of the process for the…

This paper proposes a new general approach based on Bayesian networks to model the human behaviour. This approach represents human behaviour with probabilistic cause-effect relations based on knowledge, but also with conditional…