Related papers: Optimization in a non-linear Lanchester-type model…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
Adversarial decision-making in partially observable multi-agent systems requires sophisticated strategies for both deception and counter-deception. This paper presents a sequential hypothesis testing (SHT)-driven framework that captures the…
Competition and cooperation are inherent features of any multi-echelon supply chain. The interactions among the agents across the same echelon and that across various echelons influence the percolation of market demand across echelons. The…
Arkin et al.~\cite{ArkinBCCJKMM17} recently introduced \textit{partitioned pairs} network optimization problems: given a metric-weighted graph on $n$ pairs of nodes, the task is to color one node from each pair red and the other blue, and…
To cope with fast-fluctuating distributed energy resources (DERs) and uncontrolled loads, this paper formulates a time-varying optimization problem for distribution grids with DERs and develops a novel non-iterative algorithm to track the…
The problem of designing a profit-maximizing, Bayesian incentive compatible and individually rational mechanism with flexible consumers and costly heterogeneous supply is considered. In our setup, each consumer is associated with a…
This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…
Optimizing resource allocation for analytical workloads is vital for reducing costs of cloud-data services. At the same time, it is incredibly hard for users to allocate resources per query in serverless processing systems, and they…
In several applications of real-time matching of demand to supply in online marketplaces, the platform allows for some latency to batch the demand and improve the efficiency. Motivated by these applications, we study the optimal trade-off…
This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…
This paper investigates the problem of linear spatial collaboration for distributed estimation in wireless sensor networks. In this context, the sensors share their local noisy (and potentially spatially correlated) observations with each…
This paper proposes a strategic model of pollution control. A firm, representative of the productive sector of a country, aims at maximizing its profits by expanding its production. Assuming that the output of production is proportional to…
Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…
This study addresses the multi-item multi-period order allocation problem under all-unit quantity discounts (AUQD) and blending ratios. A manufacturer makes a single product that requires mixing/assembling multiple ingredients/components…
A simple cellular automata model for a two-group war over the same territory is presented. It is shown that a qualitative advantage is not enough for a minority to win. A spatial organization as well a definite degree of aggressiveness are…
This paper studies an optimal allocation of demand response (DR) provisions among strategic photovoltaic (PV) prosumers, through third-party DR providers which operate within the territory of the regulated distribution utility. A game…
We investigate an optimal scheduling problem in a discrete-time system of L parallel queues that are served by K identical, randomly connected servers. Each queue may be connected to a subset of the K servers during any given time slot.…