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We investigate the game theoretic equilibrium points of a status updating system with an adversary that jams the updates in the downlink. We consider the system models with and without diversity. The adversary can jam up to $\alpha$…

Information Theory · Computer Science 2022-02-11 Subhankar Banerjee , Sennur Ulukus

We study one-shot Nash competition between an arbitrary number of identical dealers that compete for the order flow of a client. The client trades either because of proprietary information, exposure to idiosyncratic risk, or a mix of both…

Trading and Market Microstructure · Quantitative Finance 2021-07-27 Martin Herdegen , Johannes Muhle-Karbe , Florian Stebegg

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

Probability · Mathematics 2025-04-25 Bernardo D'Auria , Ivo J. B. F. Adan , René Bekker , Vidyadhar Kulkarni

We study the measure of order-competitive ratio introduced by Ezra et al. [2023] for online algorithms in Bayesian combinatorial settings. In our setting, a decision-maker observes a sequence of elements that are associated with stochastic…

Computer Science and Game Theory · Computer Science 2023-07-07 Tomer Ezra , Tamar Garbuz

In the problem of online unweighted interval selection, the objective is to maximize the number of non-conflicting intervals accepted by the algorithm. In the conventional online model of irrevocable decisions, there is an Omega(n) lower…

Data Structures and Algorithms · Computer Science 2025-06-03 Allan Borodin , Christodoulos Karavasilis

Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to…

Optimization and Control · Mathematics 2014-05-20 Dimitris Bertsimas , Vishal Gupta , Ioannis Ch. Paschalidis

We analyze the latency or sojourn time L(m,n) for the last customer in a batch of n customers to exit from the m-th queue in a tandem of m queues in the setting where the queues are in equilibrium before the batch of customers arrives at…

Probability · Mathematics 2014-04-21 Jinho Baik , Raj Rao Nadakuditi

Continually arriving information is communicated through a network of $n$ agents, with the value of information to the $j$'th recipient being a decreasing function of $j/n$, and communication costs paid by recipient. Regardless of details…

Probability · Mathematics 2010-05-27 David J. Aldous

We revisit the well-known online traveling salesman problem (OLTSP) and its extension, the online dial-a-ride problem (OLDARP). A server starting at a designated origin in a metric space, is required to serve online requests, and return to…

Data Structures and Algorithms · Computer Science 2025-07-18 Ya-Chun Liang , Meng-Hsi Li , Chung-Shou Liao , Clifford Stein

Consider a multi-class preemptive-resume $M/D/1$ queueing system that supports advance reservations (AR). In this system, strategic customers must decide whether to reserve a server in advance (thereby gaining higher priority) or avoid AR.…

Computer Science and Game Theory · Computer Science 2018-06-22 Eran Simhon , David Starobinski

We develop a tractable equilibrium model for price formation in intraday electricity markets in the presence of intermittent renewable generation. Using stochastic control theory, we identify the optimal strategies of agents with market…

Pricing of Securities · Quantitative Finance 2021-07-01 Olivier Féron , Peter Tankov , Laura Tinsi

We present a new type of coordination mechanism among multiple agents for the allocation of a finite resource, such as the allocation of time slots for passing an intersection. We consider the setting where we associate one counter to each…

Multiagent Systems · Computer Science 2019-07-23 Andrea Censi , Saverio Bolognani , Julian G. Zilly , Shima Sadat Mousavi , Emilio Frazzoli

We investigate the relationship between the team-optimal solution and the Nash equilibrium (NE) to assess the impact of strategy deviation on team performance. As a working use case, we focus on a class of flow assignment problems in which…

Computer Science and Game Theory · Computer Science 2025-09-03 Gehui Xu , Ting Bai , Andreas A. Malikopoulos , Thomas Parisini

Algorithmic predictions are increasingly informing societal resource allocations by identifying individuals for targeting. Policymakers often build these systems with the assumption that by gathering more observations on individuals, they…

Machine Learning · Computer Science 2025-03-04 Ali Shirali , Ariel Procaccia , Rediet Abebe

In load balancing problems there is a set of clients, each wishing to select a resource from a set of permissible ones, in order to execute a certain task. Each resource has a latency function, which depends on its workload, and a client's…

Computer Science and Game Theory · Computer Science 2021-05-06 Vittorio Bilò , Gianpiero Monaco , Luca Moscardelli , Cosimo Vinci

We consider a long-term average profit maximizing admission control problem in an M/M/1 queuing system with unknown service and arrival rates. With a fixed reward collected upon service completion and a cost per unit of time enforced on…

Optimization and Control · Mathematics 2023-11-27 Asaf Cohen , Vijay G. Subramanian , Yili Zhang

Same-day delivery for e-commerce has become a popular service. Companies usually offer several time delivery options with the earliest one being next hour delivery. Due to tight delivery deadlines and thin margins, companies often find it…

Optimization and Control · Mathematics 2019-12-09 Anatolii Prokhorchuk , Justin Dauwels , Patrick Jaillet

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

Autonomous racing extends beyond the challenge of controlling a racecar at its physical limits. Professional racers employ strategic maneuvers to outwit other competing opponents to secure victory. While modern control algorithms can…

Robotics · Computer Science 2025-04-28 Dvij Kalaria , Chinmay Maheshwari , Shankar Sastry

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan