Related papers: The Stochastic Arrival Problem
Games on graphs provide a natural and powerful model for reactive systems. In this paper, we consider generalized reachability objectives, defined as conjunctions of reachability objectives. We first prove that deciding the winner in such…
This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…
This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are…
We study the problem of resilient strategies in the presence of uncertainty. Resilient strategies enable an agent to make decisions that are robust against disturbances. In particular, we are interested in those disturbances that are able…
Neural networks (NNs) have been shown to learn complex control laws successfully, often with performance advantages or decreased computational cost compared to alternative methods. Neural network controllers (NNCs) are, however, highly…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
We consider the traffic assignment problem in nonatomic routing games where the players' cost functions may be subject to random fluctuations (e.g., weather disturbances, perturbations in the underlying network, etc.). We tackle this…
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our…
We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…
This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…
We report an analytic and numerical study of a phase transition in a P problem (the assignment problem) that separates two phases whose representatives are the simple matching problem (an easy P problem) and the traveling salesman problem…
We consider the following modification of annihilation game called node blocking. Given a directed graph, each vertex can be occupied by at most one token. There are two types of tokens, each player can move his type of tokens. The players…
In two-player finite-state stochastic games of partial observation on graphs, in every state of the graph, the players simultaneously choose an action, and their joint actions determine a probability distribution over the successor states.…
The multi-path Traveling Salesman Problem with stochastic travel costs arises in hybrid vehicle routing applications designed for Smart City and City Logistics, where multiple paths exist between each pair of locations. Travel times along…
We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the other player. We provide, in a general setup, a relaxed…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
We study variants of a stochastic game inspired by backgammon where players may propose to double the stake, with the game state dictated by a one-dimensional random walk. Our variants allow for different numbers of proposals and different…
We analyze a boarding solution for a transport system in which the number of passengers allowed to enter a transport cabin is automatically controlled. Expressions charac- terizing the stochastic properties of the passenger queue length,…
Stochastic network calculus requires special care in the search of proper stochastic traffic arrival models and stochastic service models. Tradeoff must be considered between the feasibility for the analysis of performance bounds, the…
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…