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Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…

Statistical Mechanics · Physics 2026-03-02 Ying-Jen Yang , Ken A. Dill

Modeling flow in geosystems with natural fault is a challenging problem due to low permeability of fault compared to its surrounding porous media. One way to predict the behavior of the flow while taking the effects of fault into account is…

Numerical Analysis · Mathematics 2020-09-11 Youguang Chen , George Biros

Fluctuations of dynamical quantities are fundamental and inevitable. For the booming research in nanotechnology, huge relative fluctuation comes with the reduction of system size, leading to large uncertainty for the estimates of dynamical…

Computation · Statistics 2023-02-01 Zhi Xu , Han Li , Ming Ma

We propose Nash Neural Networks ($N^3$) as a new type of Physics Informed Neural Network that is able to infer the underlying utility from observations of how rational individuals behave in a differential game with a Nash equilibrium. We…

Machine Learning · Computer Science 2022-03-28 John J. Molina , Simon K. Schnyder , Matthew S. Turner , Ryoichi Yamamoto

We study Nash equilibria and the price of anarchy in the classical model of Network Creation Games introduced by Fabrikant et al. In this model every agent (node) buys links at a prefixed price $\alpha>0$ in order to get connected to the…

Computer Science and Game Theory · Computer Science 2017-07-25 Carme Àlvarez , Arnau Messegué

We study {\em bottleneck routing games} where the social cost is determined by the worst congestion on any edge in the network. In the literature, bottleneck games assume player utility costs determined by the worst congested edge in their…

Computer Science and Game Theory · Computer Science 2015-05-18 Rajgopal Kannan , Costas Busch

In this paper we study flow problems on temporal networks, where edge capacities and travel times change over time. We consider a network with $n$ nodes and $m$ edges where the capacity and length of each edge is a piecewise constant…

Data Structures and Algorithms · Computer Science 2025-02-20 Kristin Sheridan , Shuchi Chawla

We consider two competing platforms operating in a two-sided market and offering identical services to their customers at potentially different prices. The objective of each platform is to maximize its throughput or revenue by suitably…

Optimization and Control · Mathematics 2020-02-03 Mansi Sood , Ankur A. Kulkarni , Sharayu Moharir

In this paper we show that every maximum minimum-cost flow over time problem has an optimal solution with a repeated structure if the given time horizon is large enough.

Optimization and Control · Mathematics 2022-06-02 Miriam Schlöter , Robert Weismantel

An acceptable response time of a server is an important aspect in many client-server applications; this is evident in situations in which the server is overloaded by many computationally intensive requests. In this work, we consider that…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-09 István Módos , Přemysl Šůcha , Roman Václavík , Jan Smejkal , Zdeněk Hanzálek

Authors describe a two-stage traffic assignment model. It contains of two blocks. The first block consists of model for calculating correspondence (demand) matrix, whereas the second block is a traffic assignment model. The first model…

Optimization and Control · Mathematics 2021-01-01 Ekaterina Kotliarova , Alexander Gasnikov , Evgenia Gasnikova , Demyan Yarmoshik

Intra-day price variations in financial markets are driven by the sequence of orders, called the order flow, that is submitted at high frequency by traders. This paper introduces a novel application of the Sequence Generative Adversarial…

Statistical Finance · Quantitative Finance 2021-09-29 Ye-Sheen Lim , Denise Gorse

We consider the scheduling problem on $n$ strategic unrelated machines when no payments are allowed, under the objective of minimizing the makespan. We adopt the model introduced in [Koutsoupias, Theory Comput. Syst. (2014)] where a machine…

Computer Science and Game Theory · Computer Science 2018-12-05 Yiannis Giannakopoulos , Elias Koutsoupias , Maria Kyropoulou

We propose a new class of game-theoretic models for network formation in which strategies are not directly related to edge choices, but instead correspond more generally to the exertion of social effort. The observed social network is thus…

Computer Science and Game Theory · Computer Science 2010-09-23 Christian Borgs , Jennifer Chayes , Jian Ding , Brendan Lucier

When considering a general system of equations describing the space-time evolution (flow) of one or several variables, the problem of the optimization over a finite period of time of a measure of the state variable at the final time is a…

Fluid Dynamics · Physics 2015-06-04 D. P. G. Foures , C. P. Caulfield , P. J. Schmid

When traffic is routed through a network that is susceptible to congestion, the self-interested decisions made by individual users do not, in general, produce the optimal flow. This discrepancy is quantified by the so-called "price of…

Disordered Systems and Neural Networks · Physics 2025-03-14 Alican Saray , Calvin Pozderac , Ari Josephson , Brian Skinner

The Price of Anarchy (PoA) is a standard metric for quantifying inefficiency in socio-technical systems, widely used to guide policies like traffic tolling. Conventional PoA analysis relies on exact numerical costs. However, in many…

Computer Science and Game Theory · Computer Science 2025-12-08 Ilia Shilov , Mingjia He , Heinrich H. Nax , Emilio Frazzoli , Gioele Zardini , Saverio Bolognani

We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…

Optimization and Control · Mathematics 2025-10-16 Soroosh Shafiee , Liviu Aolaritei , Florian Dörfler , Daniel Kuhn

How is efficiency affected when demand excesses over supply are signalled through waiting in queues? We consider a class of congestion games with a nonatomic set of players of a constant mass, based on a formulation of generic linear…

Computer Science and Game Theory · Computer Science 2020-11-18 Costas Courcoubetis , Antonis Dimakis

Wardrop equilibria in nonatomic congestion games are in general inefficient as they do not induce an optimal flow that minimizes the total travel time. Network tolls are a prominent and popular way to induce an optimum flow in equilibrium.…

Computer Science and Game Theory · Computer Science 2019-01-03 Riccardo Colini-Baldeschi , Max Klimm , Marco Scarsini