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Mobility-on-Demand (MoD) systems have become a fixture in urban transportation networks, with the rapid growth of ride-hailing services such as Uber and Lyft. Ride-hailing is typically complemented with ridepooling options, which can reduce…
An optimal randomized strategy for design of balanced, normalized mass transport plans is developed. It replaces -- but specializes to -- the deterministic, regularized optimal transport (OT) strategy, which yields only a…
We propose a HE-based protocol for trading ML models and describe possible improvements to the protocol to make the overall transaction more efficient and secure.
We consider a fixed-price mechanism design setting where a seller sells one item via a social network, but the seller can only directly communicate with her neighbours initially. Each other node in the network is a potential buyer with a…
Securing necessary resources for edge computing processes via effective resource trading becomes a critical technique in supporting computation-intensive mobile applications. Conventional onsite spot trading could facilitate this paradigm…
On-demand transport services in the form of dial-a-ride and taxis are crucial parts of the transport infrastructure in all major cities. However, not all on-demand transport services are equal. In particular, not-for-profit dial-a-ride…
We propose a framework to study optimal trading policies in a one-tick pro-rata limit order book, as typically arises in short-term interest rate futures contracts. The high-frequency trader has the choice to trade via market orders or…
This paper introduces a jump-diffusion pricing model specifically designed for algorithmic trading and high-frequency trading (HFT). The model incorporates independent jump and diffusion processes, providing a more precise representation of…
Concentrated liquidity (CL) provisioning is a way how to improve the capital efficiency of Automated Market Makers (AMM). Allowing liquidity providers to use leverage is a step towards even higher capital efficiency. A number of…
This paper provides a unified framework for the problem of controlling a fleet of ride-hailing vehicles under stochastic demand. We introduce a sequential decision-making model that consolidates several problem characteristics and can be…
Compared to other transportation modes, road, railroad and vessel, multiproduct pipelines are the safest and most economical way of conveying petroleum products over long distances day and night. During the last two decades, the operational…
Multi-mode real-time systems are those which support applications with different modes of operation, where each mode is characterized by a specific set of tasks. At run-time, such systems can, at any time, be requested to switch from its…
A framework is developed for applying accelerated methods to general hyperbolic programming, including linear, second-order cone, and semidefinite programming as special cases. The approach replaces a hyperbolic program with a convex…
In this paper, we present Velocity, a decentralized market deployed on Ethereum for trading a custom type of derivative option. To enable the smart contract to work, we also implement a price fetching tool called PriceGeth. We present this…
This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…
Compound Finance is a decentralized lending protocol that enables the secure and efficient borrowing and lending of cryptocurrencies, utilizing smart contracts and dynamic interest rates based on supply and demand to facilitate…
Planning and control for autonomous vehicles usually are hierarchical separated. However, increasing performance demands and operating in highly dynamic environments requires an frequent re-evaluation of the planning and tight integration…
Virtualisation first and cloud computing later has led to a consolidation of workload in data centres that also comprises latency-sensitive application domains such as High Performance Computing and telecommunication. These types of…
In this paper, we study the pricing of contracts in fixed income markets under volatility uncertainty in the sense of Knightian uncertainty or model uncertainty. The starting point is an arbitrage-free bond market under volatility…
Developing of an effective flow control algorithm to avoid congestion is a hot topic in computer network society. This document gives a mathematical model for general network at the beginning, and then discrete control theory is proposed as…