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A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

Optimization and Control · Mathematics 2020-01-23 Sören Christensen , Kristoffer Lindensjö

Stochastic effects significantly influence the dynamics of traffic flows. Many dynamic traffic assignment (DTA) models attempt to capture these effects by prescribing a specific ratio that determines how flow splits across different routes…

Optimization and Control · Mathematics 2024-09-20 Lukas Graf , Tobias Harks , Michael Markl

A mathematical model describing the flow of two-phase fluids in a bounded container $\Omega$ is considered under the assumption that the phase transition process is influenced by inertial effects. The model couples a variant of the…

Analysis of PDEs · Mathematics 2019-06-14 Gianluca Favre , Giulio Schimperna

We consider the stationary flow of an inviscid and incompressible fluid of constant density in the region $D=(0, L)\times \mathbb{R}^2$. We are concerned with flows that are periodic in the second and third variables and that have…

Analysis of PDEs · Mathematics 2018-12-27 Boris Buffoni , Erik Wahlén

From single vehicle data a number of new empirical results concerning the density-dependence of the velocity distribution and its moments as well as the characteristics of their temporal fluctuations have been determined. These are utilized…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

We study a thermodynamically consistent diffuse-interface model that describes the motion of two macroscopically immiscible, incompressible, and viscous Newtonian fluids with unmatched densities. This model is compatible with continuum…

Analysis of PDEs · Mathematics 2026-04-30 Mingwen Fei , Xiang Fei , Yadong Liu , Hao Wu

The principle of multiple solutions of the Navier-Stokes equations discussed in this paper is not directed at any particular problems in fluid dynamics, nor at any specific applications. The non-uniqueness principle states that the Reynolds…

Fluid Dynamics · Physics 2007-05-23 Lun-Shin Yao

We study a robust control problem for dynamical flow networks. In the considered dynamical models, traffic flows along the links of a transportation network --modeled as a capacited multigraph-- and queues up at the nodes, whereby control…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Gustav Nilsson , Giacomo Como

We consider a general stable flow problem in a directed and capacitated network, where each vertex has a strict preference list over the incoming and outgoing edges. A flow is stable if no group of vertices forming a path can mutually…

Computer Science and Game Theory · Computer Science 2020-08-11 Young-San Lin , Thanh Nguyen

This paper investigates inventory management in a multi channel distribution system consisting of one manufacturer and an arbitrary number of retailers that face stochastic demand. Existence of the pure Nash equilibrium is proved and…

Computer Science and Game Theory · Computer Science 2009-06-02 Mahtab Hoseininia , Farzad Didehvar , Mir Mehdi Seyyed Esfahani

This paper deals with the problem of computing, in an online fashion, a maximum benefit multi-commodity flow (\ONMCF), where the flow demands may be bigger than the edge capacities of the network. We present an online, deterministic,…

Data Structures and Algorithms · Computer Science 2012-04-24 Guy Even , Moti Medina

The propagation of traffic congestion along roads is a commonplace nonlinear phenomenon. When many roads are connected in a network, congestion can spill from one road to others as drivers queue to enter a congested road, creating further…

Systems and Control · Computer Science 2019-06-18 Matthew A. Wright , Roberto Horowitz , Alex A. Kurzhanskiy

In this paper we study a dynamic vehicle routing problem in which there are multiple vehicles and multiple classes of demands. Demands of each class arrive in the environment randomly over time and require a random amount of on-site service…

Robotics · Computer Science 2009-03-17 Marco Pavone , Stephen L. Smith , Francesco Bullo , Emilio Frazzoli

Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…

Computer Science and Game Theory · Computer Science 2022-03-29 Jason Milionis , Christos Papadimitriou , Georgios Piliouras , Kelly Spendlove

When studying fluid mechanics in terms of instability, bifurcation and invariant solutions one quickly finds out how little can be done by pen and paper. For flows on sufficiently simple domains and under sufficiently simple boundary…

Fluid Dynamics · Physics 2020-04-03 Lennaert van Veen

Deciding that two network flows are essentially the same is an important problem in intrusion detection or in tracing anonymous connections. A stepping stone or an anonymity network may try to prevent flow correlation by delaying the…

Cryptography and Security · Computer Science 2013-07-12 Juan A. Elices , Fernando Perez-Gonzalez

In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their…

Optimization and Control · Mathematics 2018-05-23 Giorgio Ferrari , Frank Riedel , Jan-Henrik Steg

We initiate the study of dynamic traffic assignment for electrical vehicles addressing the specific challenges such as range limitations and the possibility of battery recharge at predefined charging locations. We pose the dynamic…

Computer Science and Game Theory · Computer Science 2022-07-12 Lukas Graf , Tobias Harks , Prashant Palkar

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…

Mathematical Physics · Physics 2017-09-28 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon , Allen Tannenbaum

In this work, we investigate the generalized bathtub model, a nonlocal transport equation for describing network trip flows served by privately operated vehicles inside a road network. First, we establish the well-posedness of the…

Analysis of PDEs · Mathematics 2024-09-04 Kuang Huang , Bangti Jin , Zhi Zhou