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We give an $O(n^{1.5}\log n)$ time algorithm for finding the maximum flow in a directed planar graph with multiple sources and a single sink. The techniques generalize to a subquadratic time algorithm for bounded genus graphs.

Discrete Mathematics · Computer Science 2010-09-03 Glencora Borradaile , Christian Wulff-Nilsen

Sadeghi et al. considered a bottleneck system with periodic inflow rate, and proved that a constant-rate input maximizes the time-averaged output rate among all periodic inflow rates. Here we provide a short and elementary proof of this…

Classical Analysis and ODEs · Mathematics 2020-02-28 Guy Katriel

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

In this research we study a finite horizon optimal purchasing problem for items with a mean reverting price process. Under this model a fixed amount of identical items are bought under a given deadline, with the objective of minimizing the…

Optimization and Control · Mathematics 2017-11-10 Alon Dourban , Liron Yedidsion

Recent advances in dynamic graph processing have enabled the analysis of highly dynamic graphs with change at rates as high as millions of edge changes per second. Solutions in this domain, however, have been demonstrated only for…

Data Structures and Algorithms · Computer Science 2023-11-14 Juntong Luo , Scott Sallinen , Matei Ripeanu

We consider a wireless network with a set of transmitter-receiver pairs, or links, that share a common channel, and address the problem of emptying finite traffic volume from the transmitters in minimum time. This, so called, minimum-time…

Networking and Internet Architecture · Computer Science 2016-11-18 Qing He , Vangelis Angelakis , Anthony Ephremides , Di Yuan

In this paper, we consider the problem of pollution control in a system that undergoes regular regime shifts. We first show that the optimal policy of pollution abatement is periodic as well, and is described by the unique hybrid limit…

Systems and Control · Electrical Eng. & Systems 2023-05-30 Dmitry Gromov , Tadashi Shigoka , Anton Bondarev

The Langberg-M\'edard multiple unicast conjecture claims that for any strongly reachable $k$-pair network, there exists a multi-flow with rate $(1,1,\dots,1)$. In a previous work, through combining and concatenating the so-called elementary…

Information Theory · Computer Science 2018-06-12 Kai Cai , Guangyue Han

We present the theoretical analysis and proofs of a recently developed algorithm that allows for optimal planning over long and infinite horizons for achieving multiple independent tasks that are partially observable and evolve over time.

Robotics · Computer Science 2021-02-26 Anahita Mohseni-Kabir , Manuela Veloso , Maxim Likhachev

This paper synthesizes anytime algorithms, in the form of continuous-time dynamical systems, to solve monotone variational inequalities. We introduce three algorithms that solve this problem: the projected monotone flow, the safe monotone…

Optimization and Control · Mathematics 2025-02-18 Ahmed Allibhoy , Jorge Cortés

We give an iterative algorithm for finding the maximum flow between a set of sources and sinks that lie on the boundary of a planar graph. Our algorithm uses only O(n) queries to simple data structures, achieving an O(n log n) running time…

Data Structures and Algorithms · Computer Science 2013-06-25 Glencora Borradaile , Anna Harutyunyan

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou

Space complexity is a critical factor in various computational models, including streaming, parallel/distributed computing, and communication complexity. We study the space complexity of the minimum-cost flow problem, a generalization of…

Data Structures and Algorithms · Computer Science 2026-05-12 Jan van den Brand , Zhao Song , Albert Weng

We study minimal time strategies for the treatment of pollution of large volumes, such as lakes or natural reservoirs, with the help of an autonomous bioreactor. The control consists in feeding the bioreactor from the resource, the clean…

Optimization and Control · Mathematics 2011-05-26 Pedro Gajardo , Jérôme Harmand , Hector Ramirez Cabrera , Alain Rapaport

In the classical interval scheduling type of problems, a set of $n$ jobs, characterized by their start and end time, need to be executed by a set of machines, under various constraints. In this paper we study a new variant in which the jobs…

Data Structures and Algorithms · Computer Science 2015-11-02 Veli Mäkinen , Valeria Staneva , Alexandru Tomescu , Daniel Valenzuela

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

Numerical Analysis · Mathematics 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

This paper studies the topic of cost-efficiency in incomplete markets. A payoff is called cost-efficient if it achieves a given probability distribution at some given investment horizon with a minimum initial budget. Extensive literature…

Portfolio Management · Quantitative Finance 2026-05-13 Carole Bernard , Stephan Sturm

The All-Pairs Min-Cut problem (aka All-Pairs Max-Flow) asks to compute a minimum $s$-$t$ cut (or just its value) for all pairs of vertices $s,t$. We study this problem in directed graphs with unit edge/vertex capacities (corresponding to…

This article treats both discrete time and continuous time stopping problems for general Markov processes on the real line with general linear costs. Using an auxiliary function of maximum representation type, conditions are given to…

Probability · Mathematics 2020-01-28 Sören Christensen , Tobias Sohr

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…

Optimization and Control · Mathematics 2019-09-24 Jie Liu , Jakub Marecek , Andrea Simonetto , Martin Takac