Related papers: Perturbation-Resilient Sets for Dynamic Service Ba…
The increasingly complex economic and financial environment in which we live makes the management of liquidity in payment systems and the economy in general a persistent challenge. New technologies are making it possible to address this…
Pairs trading is a market-neutral strategy that exploits historical correlation between stocks to achieve statistical arbitrage. Existing pairs-trading algorithms in the literature require rather restrictive assumptions on the underlying…
The analysis of large-scale, parallel-server load balancing systems has relied heavily on mean-field analysis. A pivotal assumption for this framework is that the servers are exchangeable. However, modern data-centers have data locality…
The distributed biased min-consensus (DBMC) protocol is an iterative scheme that solves the shortest path problem asymptotically, requiring only local information exchange between neighboring nodes. By appropriately designing the gain…
We study two popular ways to sketch the shortest path distances of an input graph. The first is distance preservers, which are sparse subgraphs that agree with the distances of the original graph on a given set of demand pairs. Prior work…
The maximum achievable capacity from source to destination in a network is limited by the min-cut max-flow bound; this serves as a converse limit. In practice, link capacities often fluctuate due to dynamic network conditions. In this work,…
This study addresses the issue of balancing graph summarization and graph change detection. Graph summarization compresses large-scale graphs into a smaller scale. However, the question remains: To what extent should the original graph be…
We study resilient leader-follower consensus of multi-agent systems (MASs) in the presence of adversarial agents, where agents' communication is modeled by time-varying topologies. The objective is to develop distributed algorithms for the…
The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…
We investigate equilibrium properties of small world networks, in which both connectivity and spin variables are dynamic, using replicated transfer matrices within the replica symmetric approximation. Population dynamics techniques allow us…
We study distributed computation in synchronous dynamic networks where an omniscient adversary controls the unidirectional communication links. Its behavior is modeled as a sequence of directed graphs representing the active (i.e. timely)…
This paper considers the distributed consensus problem of multi-agent systems with general continuous-time linear dynamics. Two distributed adaptive dynamic consensus protocols are proposed, based on the relative output information of…
Weighted reciprocity between two agents can be defined as the minimum of sending and receiving value in their bilateral relationship. In financial networks, such reciprocity characterizes the importance of individual banks as both liquidity…
Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…
Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…
The energy transition is causing many stability-related challenges for power systems. Transient stability refers to the ability of a power grid's bus angles to retain synchronism after the occurrence of a major fault. In this paper a…
In reconfiguration, we are given two solutions to a graph problem, such as Vertex Cover or Dominating Set, with each solu tion represented by a placement of tokens on vertices of the graph. Our task is to reconfigure one into the other…
In this paper, we give simple optimal lower bounds on the one-way two-party communication complexity of approximate Maximum Matching and Minimum Vertex Cover with deletions. In our model, Alice holds a set of edges and sends a single…
Budget pacing is a popular service that has been offered by major internet advertising platforms since their inception. Budget pacing systems seek to optimize advertiser returns subject to budget constraints by smoothly spending advertiser…
Balancing the trade-off between accuracy and robustness is a long-standing challenge in time series forecasting. While most of existing robust algorithms have achieved certain suboptimal performance on clean data, sustaining the same…