Related papers: The Stochastic Arrival Problem
Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…
We characterize the reachability probabilities in stochastic directed graphs by means of reinforcement learning methods. In particular, we show that the dynamics of the transition probabilities in a stochastic digraph can be modeled via a…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general L\'evy…
This paper investigates a partially observable queueing system with $N$ nodes in which each node has a dedicated arrival stream. There is an extra arrival stream to balance the load of the system by routing its customers to the shortest…
This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…
The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…
The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the…
Online bipartite matching with edge arrivals remained a major open question for a long time until a recent negative result by [Gamlath et al. FOCS 2019], who showed that no online policy is better than the straightforward greedy algorithm,…
Strategy improvement is a widely-used and well-studied class of algorithms for solving graph-based infinite games. These algorithms are parameterized by a switching rule, and one of the most natural rules is "all switches" which switches as…
We analyse the problem of meeting times for interdependent stochastic agents: random walkers whose behaviour is stochastic but controlled by their selections from some set of allowed actions, and the inference problem of when these agents…
The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…
We study the dynamics of majority automata networks when the vertices are updated according to a block sequential updating scheme. In particular, we show that the complexity of the problem of predicting an eventual state change in some…
We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…
We prove PSPACE-completeness of all but one problem in a large space of pulling-block problems where the goal is for the agent to reach a target destination. The problems are parameterized by whether pulling is optional, the number of…
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…
A fundamental question in systems biology is what combinations of mean and variance of the species present in a stochastic biochemical reaction network are attainable by perturbing the system with an external signal. To address this…
Many real-world optimisation problems involve dynamic and stochastic components. While problems with multiple interacting components are omnipresent in inherently dynamic domains like supply-chain optimisation and logistics, most research…
In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…
Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…