Related papers: On the multi-stage shortest path problem under dis…
We study multistage distributionally robust linear optimization, where the uncertainty set is defined as a ball of distribution centered at a scenario tree using the nested distance. The resulting minimax problem is notoriously difficult to…
We consider streaming over a peer-to-peer network with homogeneous nodes in which a single source broadcasts a data stream to all the users in the system. Peers are allowed to enter or leave the system (adversarially) arbitrarily. Previous…
Distributed Opportunistic Scheduling (DOS) techniques have been recently proposed to improve the throughput performance of wireless networks. With DOS, each station contends for the channel with a certain access probability. If a contention…
In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
We consider the problem of dynamic spectrum access for network utility maximization in multichannel wireless networks. The shared bandwidth is divided into K orthogonal channels. In the beginning of each time slot, each user selects a…
Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…
The solution of the path structured multimarginal Schr\"{o}dinger bridge problem (MSBP) is the most-likely measure-valued trajectory consistent with a sequence of observed probability measures or distributional snapshots. We leverage recent…
In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
In this paper, we study the online shortest path problem in directed acyclic graphs (DAGs) under bandit feedback against an adaptive adversary. Given a DAG $G = (V, E)$ with a source node $v_{\mathsf{s}}$ and a sink node $v_{\mathsf{t}}$,…
Network slicing (NwS) is one of the main technologies in the fifth-generation of mobile communication and beyond (5G+). One of the important challenges in the NwS is information uncertainty which mainly involves demand and channel state…
The Constraint Shortest Path (CSP) problem is as follows. An $n$-vertex graph is given, each edge/arc assigned two weights. Let us call them "cost" and "length" for definiteness. Finding a min-cost upper-bounded length path between a given…
This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…
This paper presents an optimization approach based on the mixed-integer programming (MIP) to maximize the profit of the Microgrid (MG) while minimizing the risk in profit (RIP) in the presence of demand response program (DRP). RIP is…
We consider an ad hoc network where multiple users access the same set of channels. The channel characteristics are unknown and could be different for each user (heterogeneous). No controller is available to coordinate channel selections by…
In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…
Probabilistic sampling methods have become very popular to solve single-shot path planning problems. Rapidly-exploring Random Trees (RRTs) in particular have been shown to be efficient in solving high dimensional problems. Even though…
There has been a surge of interest in learning optimal decision trees using mixed-integer programs (MIP) in recent years, as heuristic-based methods do not guarantee optimality and find it challenging to incorporate constraints that are…
In this paper, we consider a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of related stochastic processes called…
Active Directory is the default security management system for Windows domain networks. We study the shortest path edge interdiction problem for defending Active Directory style attack graphs. The problem is formulated as a Stackelberg game…
Conventional stochastic control methods have several limitations. They focus on optimizing the average performance and, in some cases, performance variability; however, their problem settings still require an explicit specification of the…