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We study the problem of convergence to a stationary point in zero-sum games. We propose competitive gradient optimization (CGO ), a gradient-based method that incorporates the interactions between the two players in zero-sum games for…

Optimization and Control · Mathematics 2022-05-31 Abhijeet Vyas , Kamyar Azizzadenesheli

Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…

Optimization and Control · Mathematics 2025-07-08 Yacine Mokhtari , Emmanuel Moulay , Patrick Coirault , Jérôme Le Ny

We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for…

Machine Learning · Statistics 2026-03-31 Jeremiah Birrell , Xiaoxi Shen

Non-recurrent congestion is a major problem in traffic networks that causes unexpected delays during travels. In such a scenario, it is preferable to use adaptive paths or policies where next link decisions on reaching junctions are…

Systems and Control · Computer Science 2018-11-07 Hemant Gehlot , Satish V. Ukkusuri

Pioneering companies such as Waymo have deployed robo-taxi services in several U.S. cities. These robo-taxis are electric vehicles, and their operations require the joint optimization of ride matching, vehicle repositioning, and charging…

Artificial Intelligence · Computer Science 2025-04-29 Jim Dai , Manxi Wu , Zhanhao Zhang

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

Highway vehicular traffic is an inherently multi-agent problem. Traffic jams can appear and disappear mysteriously. We develop a method for traffic flow control that is applied at the vehicular level via mean-field games. We begin this work…

Optimization and Control · Mathematics 2023-06-06 Amoolya Tirumalai , John S. Baras

How can a social planner adaptively incentivize selfish agents who are learning in a strategic environment to induce a socially optimal outcome in the long run? We propose a two-timescale learning dynamics to answer this question in both…

Computer Science and Game Theory · Computer Science 2022-04-13 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

We consider a discrete-time dynamical system in a car-following context. The system was recently introduced to parsimoniously model human driving behavior based on utility maximization. The parameters of the model were calibrated using…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Suzhou Huang , Jian Hu

Electric vehicles (EVs) are being rapidly adopted due to their economic and societal benefits. Autonomous mobility-on-demand (AMoD) systems also embrace this trend. However, the long charging time and high recharging frequency of EVs pose…

Optimization and Control · Mathematics 2022-11-28 Sihong He , Zhili Zhang , Shuo Han , Lynn Pepin , Guang Wang , Desheng Zhang , John Stankovic , Fei Miao

Mobile micro-clouds are promising for enabling performance-critical cloud applications. However, one challenge therein is the dynamics at the network edge. In this paper, we study how to place service instances to cope with these dynamics,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-09-19 Shiqiang Wang , Rahul Urgaonkar , Ting He , Kevin Chan , Murtaza Zafer , Kin K. Leung

In this paper, a distributed convex optimization problem with swarm tracking behavior is studied for continuous-time multi-agent systems. The agents' task is to drive their center to track an optimal trajectory which minimizes the sum of…

Optimization and Control · Mathematics 2015-07-20 Salar Rahili , Wei Ren , Sheida Ghapani

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

The interdiction of escaping adversaries in urban networks is a critical security challenge. State-of-the-art game-theoretic models, such as the Escape Interdiction Game (EIG), provide comprehensive frameworks but assume a highly dynamic…

Data Structures and Algorithms · Computer Science 2025-10-07 Sukanya Samanta , Manohar Reddy

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

In this paper we study the bicausal optimal transport problem for Markov chains, an optimal transport formulation suitable for stochastic processes which takes into consideration the accumulation of information as time evolves. Our analysis…

Probability · Mathematics 2020-10-15 Vrettos Moulos

In recent years, state-of-the-art traffic-control devices have evolved from standalone hardware to networked smart devices. Smart traffic control enables operators to decrease traffic congestion and environmental impact by acquiring…

Cryptography and Security · Computer Science 2019-08-06 Aron Laszka , Waseem Abbas , Yevgeniy Vorobeychik , Xenofon Koutsoukos

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

In this paper, we present a study of a mobility game with uncertainty in the decision-making of travelers and incorporate prospect theory to model travel behavior. We formulate a mobility game that models how travelers distribute their…

Systems and Control · Electrical Eng. & Systems 2024-03-20 Ioannis Vasileios Chremos , Heeseung Bang , Aditya Dave , Viet-Anh Le , Andreas A. Malikopoulos
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