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This paper is concerned with a conservation law model of traffic flow on a network of roads, where each driver chooses his own departure time in order to minimize the sum of a departure cost and an arrival cost. The model includes various…

Analysis of PDEs · Mathematics 2016-03-28 Alberto Bressan , Ke Han

Consider a distribution of citizens in an urban area in which some services (supermarkets, post offices...) are present. Each citizen, in order to use a service, spends an amount of time which is due both to the travel time to the service…

Optimization and Control · Mathematics 2008-11-13 Gianluca Crippa , Chloé Jimenez , Aldo Pratelli

This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…

Probability · Mathematics 2025-06-10 Hritika Gupta , Michel Mandjes , Liron Ravner , Jiesen Wang

In this paper, we propose an ETA model (Estimated Time of Arrival) that leverages an attention mechanism over historical road speed patterns. As autonomous driving and intelligent transportation systems become increasingly prevalent, the…

Machine Learning · Computer Science 2026-01-21 ByeoungDo Kim , JunYeop Na , Kyungwook Tak , JunTae Kim , DongHyeon Kim , Duckky Kim

Mean field game equilibria are predicated on the assumption of immediate pairwise interactions within a population of homogeneous agents with asymptotically vanishing influence as population size increases. However, in many real-world…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Farid Rajabali , Roland Malhame , Sadegh Bolouki

Typical characteristics of remote sensing applications are concurrent tasks, such as those found in disaster rapid response. The existing composition approach to geographical information processing service chain, searches for an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-15 Jie Chen , Jian Peng , Min Deng , Chao Tao , Haifeng Li

This paper studies the problem of computing Nash equilibrium in wireless networks modeled by Weighted Timed Automata. Such formalism comes together with a logic that can be used to describe complex features such as timed energy constraints.…

Computer Science and Game Theory · Computer Science 2012-02-22 Peter Bulychev , Alexandre David , Kim G. Larsen , Axel Legay , Marius Mikučionis

In revenue maximization of selling a digital product in a social network, the utility of an agent is often considered to have two parts: a private valuation, and linearly additive influences from other agents. We study the incomplete…

Computer Science and Game Theory · Computer Science 2011-09-27 Wei Chen , Pinyan Lu , Xiaorui Sun , Bo Tang , Yajun Wang , Zeyuan Allen Zhu

We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…

Optimization and Control · Mathematics 2018-07-26 Peng Yi , Lacra Pavel

This paper studies the equilibrium behavior of customers in the Geo/Geo/1 queueing system with multiple working vacations. The arriving customers decide whether to join or to balk the queueing systems based on the information of the queue…

Probability · Mathematics 2014-04-29 Yang Bixuan , Hou Zhenting , Wu Jinbiao , Liu Zaiming

We investigate a multi-agent decision problem in population games where each agent in a population makes a decision on strategy selection and revision to engage in repeated games with others. The strategy revision is subject to time delays…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Shinkyu Park

This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…

Portfolio Management · Quantitative Finance 2025-12-02 Yue Cao , Zongxia Liang , Sheng Wang , Xiang Yu

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…

Probability · Mathematics 2016-09-09 Lam Nguyen , Alexander Stolyar

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo J. B. F. Adan , Stella Kapodistria , Johan S. H. van Leeuwaarden

Modelling passenger assignments in public transport networks is a fundamental task for city planners, especially when deliberating network infrastructure decisions. A key aspect of a realistic model is to integrate passengers' selfish…

Computer Science and Game Theory · Computer Science 2025-10-02 Tobias Harks , Sven Jäger , Michael Markl , Philine Schiewe

This paper develops a strategic model of trade between two regions in which, depending on the relation among output, financial resources and transportation costs, the adjustment of prices towards an equilibrium is studied. We derive…

Optimization and Control · Mathematics 2008-05-21 Iordan V. Iordanov , Stoyan V. Stoyanov , Andrey A. Vassilev

This paper presents a new research direction for online Multi-Level Aggregation (MLA) with delays. In this problem, we are given an edge-weighted rooted tree $T$, and we have to serve a sequence of requests arriving at its vertices in an…

Data Structures and Algorithms · Computer Science 2024-10-01 Mathieu Mari , Michał Pawłowski , Runtian Ren , Piotr Sankowski
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