Related papers: Minimum-Cost Flows Over Time
We prove a strong version of the Max-Flow Min-Cut theorem for countable networks, namely that in every such network there exist a flow and a cut that are "orthogonal" to each other, in the sense that the flow saturates the cut and is zero…
This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…
We show short time existence and uniqueness of $\C^{1,1}$ solutions to the mean curvature flow with obstacles, when the obstacles are of class $\C^{1,1}$. If the initial interface is a periodic graph we show long time existence of the…
The Max-Flow Min-Cut theorem is the classical duality result for the Max-Flow problem, which considers flow of a single commodity. We study a multiple commodity generalization of Max-Flow in which flows are composed of real-valued k-vectors…
Energy storage scheduling problems, where a storage is operated to maximize its profit in response to a price signal, are essentially infinite-horizon optimization problems as storage systems operate continuously, without a foreseen end to…
In this paper, we study the $\sigma_k$ curvature flow of noncompact spacelike hypersurfaces in Minkowski space. We prove that if the initial hypersurface satisfies certain conditions, then the flow exists for all time. Moreover, we show…
In this paper we show an O(n^(3/2) log^2 n) time algorithm for finding a maximum flow in a planar graph with multiple sources and multiple sinks. This is the fastest algorithm whose running time depends only on the number of vertices in the…
This paper describes the structure of optimal policies for discounted periodic-review single-commodity total-cost inventory control problems with fixed ordering costs for finite and infinite horizons. There are known conditions in the…
The paper studies problem of continuous time optimal portfolio selection for a incom- plete market diffusion model. It is shown that, under some mild conditions, near optimal strategies for investors with different performance criteria can…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
In this paper we provide an algorithm for maintaining a $(1-\epsilon)$-approximate maximum flow in a dynamic, capacitated graph undergoing edge additions. Over a sequence of $m$-additions to an $n$-node graph where every edge has capacity…
This paper introduces a novel theoretical framework and a suite of highly efficient, parallelizable algorithms for solving the large-scale multicommodity flow (MCF) feasibility problem. We reframe the classical constraint-satisfaction…
In this paper, we discuss the maximum flow problem in the two-party communication model, where two parties, each holding a subset of edges on a common vertex set, aim to compute the maximum flow of the union graph with minimal…
In this paper, we study the problem of finding an integral multiflow which maximizes the sum of flow values between every two terminals in an undirected tree with a nonnegative integer edge capacity and a set of terminals. In general, it is…
This paper characterizes the solution to a finite horizon min-max optimal control problem where the system is linear and discrete-time with control and state constraints, and the cost quadratic; the disturbance is negatively costed, as in…
The All-Pairs Max-Flow problem has gained significant popularity in the last two decades, and many results are known regarding its fine-grained complexity. Despite this, wide gaps remain in our understanding of the time complexity for…
Dynamic network flows, sometimes called flows over time, extend the notion of network flows to include a transit time for each edge. While Ford and Fulkerson showed that certain dynamic flow problems can be solved via a reduction to static…
Given a set of source-sink pairs, the maximum multiflow problem asks for the maximum total amount of flow that can be feasibly routed between them. The minimum multicut, a dual problem to multiflow, seeks the minimum-cost set of edges whose…
This paper is concerned with the axiomatic foundation and explicit construction of a general class of optimality criteria that can be used for investment problems with multiple time horizons, or when the time horizon is not known in…
One of the most popular approaches to multi-target tracking is tracking-by-detection. Current min-cost flow algorithms which solve the data association problem optimally have three main drawbacks: they are computationally expensive, they…