Related papers: The Stochastic Arrival Problem
We present continuum models that describe the evolution of the position of a random walker on a growing network using four different growth algorithms. Three of these involve a random element, including one in which the motility rate of the…
The emergence of complex networks from evolutionary games is studied occurring when agents are allowed to switch interaction partners. For this purpose a coevolutionary iterated Prisoner's Dilemma game is defined on a random network with…
We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…
Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…
We consider a Markov control model in discrete time with countable both state space and action space. Using the value function of a suitable long-run average reward problem, we study various reachability/controllability problems. First, we…
This paper deals with the Stochastic Capacitated Arc Routing Problem (SCARP), obtained by randomizing quantities on the arcs in the CARP. Optimization problems for the SCARP are characterized by decisions that are made without knowing their…
Motivated by problems arising in decentralized control problems and non-cooperative Nash games, we consider a class of strongly monotone Cartesian variational inequality (VI) problems, where the mappings either contain expectations or their…
An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…
We investigate algorithmic control of a large swarm of mobile particles (such as robots, sensors, or building material) that move in a 2D workspace using a global input signal (such as gravity or a magnetic field). We show that a maze of…
While online bipartite matching has gained significant attention in recent years, existing analyses in stochastic settings fail to capture the performance of algorithms on heterogeneous graphs, such as those incorporating inter-group…
We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…
The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense…
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…
The problem of controlling complex networks is of interest to disciplines ranging from biology to swarm robotics. However, controllability can be too strict a condition, failing to capture a range of desirable behaviors. Herdability, which…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
In many social dilemmas, individuals tend to generate a situation with low payoffs instead of a system optimum ("tragedy of the commons"). Is the routing of traffic a similar problem? In order to address this question, we present…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…