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We study {\em bottleneck congestion games} where the social cost is determined by the worst congestion of any resource. These games directly relate to network routing problems and also job-shop scheduling problems. In typical bottleneck…

Computer Science and Game Theory · Computer Science 2010-10-26 Rajgopal Kannan , Costas Busch , Athanasios Vasilakos

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

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

We generalize the notions of user equilibrium and system optimum to non-atomic congestion games with stochastic demands. We establish upper bounds on the price of anarchy for three different settings of link cost functions and demand…

Computer Science and Game Theory · Computer Science 2013-10-21 Chenlan Wang , Xuan Vinh Doan , Bo Chen

In this paper, we study a routing and travel-mode choice problem for mobility systems with a multimodal transportation network as a ``mobility game" with coupled action sets. We develop a game-theoretic framework to study the impact on…

Computer Science and Game Theory · Computer Science 2022-12-15 Ioannis Vasileios Chremos , Andreas A. Malikopoulos

Predicting the flow of non-Newtonian fluids in porous structure is still a challenging issue due to the interplay betwen the microscopic disorder and the non-linear rheology. In this letter, we study the case of an yield stress fluid in a…

Soft Condensed Matter · Physics 2019-06-26 Chen Liu , Andrea De Luca , Alberto Rosso , Laurent Talon

We study the computation of the flow of water on imprecise terrains. We consider two approaches to modeling flow on a terrain: one where water flows across the surface of a polyhedral terrain in the direction of steepest descent, and one…

Computational Geometry · Computer Science 2012-09-27 Anne Driemel , Herman J. Haverkort , Maarten Löffler , Rodrigo Silveira

We introduce draft auctions, which is a sequential auction format where at each iteration players bid for the right to buy items at a fixed price. We show that draft auctions offer an exponential improvement in social welfare at equilibrium…

Computer Science and Game Theory · Computer Science 2013-11-13 Nikhil R. Devanur , Jamie Morgenstern , Vasilis Syrgkanis

Network Creation Games(NCGs) model the creation of decentralized communication networks like the Internet. In such games strategic agents corresponding to network nodes selfishly decide with whom to connect to optimize some objective…

Computer Science and Game Theory · Computer Science 2020-06-29 Hagen Echzell , Tobias Friedrich , Pascal Lenzner , Anna Melnichenko

Flows over time are used to model many real-world logistic and routing problems. The networks underlying such problems -- streets, tracks, etc. -- are inherently undirected and directions are only imposed on them to reduce the danger of…

Data Structures and Algorithms · Computer Science 2014-10-03 Ashwin Arulselvan , Martin Groß , Martin Skutella

We consider the coflow scheduling problem in the non-clairvoyant setting, assuming that flow sizes are realized on-line according to given probability distributions. The goal is to minimize the weighted average completion time of coflows in…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-06 Olivier Brun , Balakrishna J. Prabhu

We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Ramya Burra , Chandramani Singh , Joy Kuri

In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed…

Probability · Mathematics 2017-10-23 N. J. Starreveld , R. Bekker , M. Mandjes

We present new coordination mechanisms for scheduling selfish jobs on $m$ unrelated machines. A coordination mechanism aims to mitigate the impact of selfishness of jobs on the efficiency of schedules by defining a local scheduling policy…

Computer Science and Game Theory · Computer Science 2011-07-12 Ioannis Caragiannis

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling…

Statistical Finance · Quantitative Finance 2015-06-19 Damian Eduardo Taranto , Giacomo Bormetti , Fabrizio Lillo

An experimental approach is taken to study the dynamics of the dripping water faucet, a simple deterministic system. The time interval between successive drops may be affected by the many drops preceding it. The time interval is predicted…

Fluid Dynamics · Physics 2023-07-13 Michael Sekatchev

We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other…

Optimization and Control · Mathematics 2018-11-16 Ruidi Chen , Ioannis Ch. Paschalidis , Michael C. Caramanis , Panagiotis Andrianesis

The decisions that human beings make to allocate time has significant bearing on economic output and to the sustenance of social networks. The time allocation problem motivates our formal analysis of the resource allocation game, where…

Computer Science and Game Theory · Computer Science 2018-08-28 Wei-Chun Lee , Vasilis Livanos , Ruta Mehta , Hari Sundaram

We study the high-frequency limits of strategies and costs in a Nash equilibrium for two agents that are competing to minimize liquidation costs in a discrete-time market impact model with exponentially decaying price impact and quadratic…

Trading and Market Microstructure · Quantitative Finance 2018-10-23 Alexander Schied , Elias Strehle , Tao Zhang

Events in spatiotemporal systems are ubiquitous, yet modeling their complex distributions remains challenging. Existing point process models often rely on strong structural assumptions and are typically limited to autoregressive,…

Machine Learning · Computer Science 2026-05-05 Keyan Chen , Qiwei Yuan , Zhitong Xu , Bin Shen , Shandian Zhe