Related papers: On the multi-stage shortest path problem under dis…
We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…
This paper considers the problem of asynchronous distributed multi-agent optimization on server-based system architecture. In this problem, each agent has a local cost, and the goal for the agents is to collectively find a minimum of their…
We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of…
An adaptive iterative decision multi-feedback detection algorithm with constellation constraints is proposed for multiuser multi-antenna systems. An enhanced detection and interference cancellation is performed by introducing multiple…
We study the cyclic inventory routing problem that involves joint decisions on vehicle routing and inventory replenishment on an infinite, cyclic horizon. It considers a single warehouse and a set of geographically dispersed retailers. We…
We revisit a one-step control problem over an adversarial packet-dropping link. The link is modeled as a set of binary channels controlled by a strategic jammer whose intention is to wage a `denial of service' attack on the plant by…
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…
We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during…
We consider the control of decentralized learning dynamics for agents in an anti-coordination network game. In the anti-coordination network game, there is a preferred action in the absence of neighbors' actions, and the utility an agent…
We consider the problem of designing a linear program that has diverse solutions as the right-hand side varies. This problem arises in video game settings where designers aim to have players use different "weapons" or "tactics" as they…
The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…
We study an incremental network design problem, where in each time period of the planning horizon an arc can be added to the network and a maximum flow problem is solved, and where the objective is to maximize the cumulative flow over the…
We investigate the vulnerabilities of consensus-based distributed optimization protocols to nodes that deviate from the prescribed update rule (e.g., due to failures or adversarial attacks). We first characterize certain fundamental…
This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…
We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…
We consider several basic questions on distributed routing in directed graphs with multiple additive costs, or metrics, and multiple constraints. Distributed routing in this sense is used in several protocols, such as IS-IS and OSPF. A…
This paper is concerned with the optimal allocation of detection resources (sensors) to mitigate multi-stage attacks, in the presence of the defender's uncertainty in the attacker's intention. We model the attack planning problem using a…
In sliced networks, the shared tenancy of slices requires adaptive admission control of data flows, based on measurements of network resources. In this paper, we investigate the design of measurement-based admission control schemes,…
In this work, we develop a distributed source routing algorithm for topology discovery suitable for ISP transport networks, that is however inspired by opportunistic algorithms used in ad hoc wireless networks. We propose a plug-and-play…
The classic Resource Constrained Shortest Path (RCSP) problem aims to find a cost optimal path between a pair of nodes in a network such that the resources used in the path are within a given limit. Having been studied for over a decade,…