Related papers: Minimum-Cost Flows Over Time
The average cost optimality is known to be a challenging problem for partially observable stochastic control, with few results available beyond the finite state, action, and measurement setup, for which somewhat restrictive conditions are…
We introduce temporal flows on temporal networks, i.e., networks the links of which exist only at certain moments of time. Such networks are ephemeral in the sense that no link exists after some time. Our flow model is new and differs from…
Network flows over time are a fascinating generalization of classical (static) network flows, introducing an element of time. They naturally model problems where travel and transmission are not instantaneous and flow may vary over time. Not…
Data flow analysis and optimization is considered for homogeneous rectangular mesh networks. We propose a flow matrix equation which allows a closed-form characterization of the nature of the minimal time solution, speedup and a simple…
An improved fully polynomial-time approximation scheme and a greedy heuristic for the fractional length-bounded maximum multicommodity flow problem with unit edge-lengths are proposed. Computational experiments are carried out on benchmark…
We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…
We consider sequences-indexed by time (discrete stages)-of families of multistage stochastic optimization problems. At each time, the optimization problems in a family are parameterized by some quantities (initial states, constraint…
This paper considers a pair $(\mathbb{F},\tau)$, where $\mathbb{F}$ is a filtration representing the "public" flow of information which is available to all agents overtime, and $\tau$ is a random time which might not be an…
This paper studies the fundamental problem of how to reroute $k$ unsplittable flows of a certain demand in a capacitated network from their current paths to their respective new paths, in a congestion-free manner and fast. This scheduling…
We consider a parabolic version of the mass transport problem, and show that it converges to a solution of the original mass transport problem under suitable conditions on the cost function, and initial and target domains.
We consider a risk-sensitive continuous-time Markov decision process over a finite time duration. Under the conditions that can be satisfied by unbounded transition and cost rates, we show the existence of an optimal policy, and the…
In the Time-Windows Unsplittable Flow on a Path problem (twUFP) we are given a resource whose available amount changes over a given time interval (modeled as the edge-capacities of a given path $G$) and a collection of tasks. Each task is…
Maximum bipartite matching (MBM) is a fundamental problem in combinatorial optimization with a long and rich history. A classic result of Hopcroft and Karp (1973) provides an $O(m \sqrt{n})$-time algorithm for the problem, where $n$ and $m$…
Obtaining sharp estimates for quantities involved in a given model is an integral part of the modeling process. For dynamical systems whose orbits display a complicated, perhaps chaotic, behaviour, the aim is usually to estimate time or…
In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per time unit does not exceed a fixed level. Moreover, we include proportional…
Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…
For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…
We present faster algorithms for approximate maximum flow in undirected graphs with good separator structures, such as bounded genus, minor free, and geometric graphs. Given such a graph with $n$ vertices, $m$ edges along with a recursive…
We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…