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This paper considers a class of stochastic control problems with implicitly defined objective functions, which are the sources of time-inconsistency. We study the closed-loop equilibrium solutions in a general controlled diffusion…
Consider the problem of a multi-user multiple access channel. While several multi-user coding techniques exist, in practical scenarios, not all users can be scheduled simultaneously. Thus, a key problem is which users to schedule in a given…
A game-theoretic model is proposed to study the cross-layer problem of joint power and rate control with quality of service (QoS) constraints in multiple-access networks. In the proposed game, each user seeks to choose its transmit power…
Stochastic dynamic matching problems have recently gained attention in the stochastic-modeling community due to their diverse applications, such as supply-chain management and kidney exchange programs. In this paper, we study a matching…
This paper proposes a unifying design framework for dynamic feedback controllers that track solution trajectories of time-varying generalized equations, such as local minimizers of nonlinear programs or competitive equilibria (e.g., Nash)…
Internet traffic continues to grow relentlessly, driven largely by increasingly high resolution video content. Although studies have shown that the majority of packets processed by Internet routers are pass-through traffic, they nonetheless…
Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…
How to form groups in a mobility system that offers shared rides, and how to split the costs within the travellers of a group, are non-trivial tasks, as two objectives conflict: 1) minimising the total costs of the system, and 2) making…
We consider an M/M/1 queueing model where customers can strategically decide to enter or leave the queue. We characterize the class of queueing regimes such that, for any parameters of the model, the socially efficient behavior is an…
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…
In this note, we propose a case study of freeway traffic flow modeled as a hybrid system. We describe two general classes of networks that model flow along a freeway with merging onramps. The admission rate of traffic flow from each onramp…
Use-case-specific network slicing in decentralized multi-tenancy cloud environments is a promising approach to bridge the gap between the demand and supply of resources in next-generation communication networks. Our findings associate…
Solutions to the Schr\"{o}dinger equation are examined for a particle inside a cylindrical trap of a circular time-dependent cross-section. Analytical expressions for energy and momentum expectation values are derived with respect to the…
We describe a software framework for solving user equilibrium traffic assignment problems. The design is based on the formulation of the problem as a variational inequality. The software implements these as well as several numerical methods…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
We use fluid limits to explore the (in)stability properties of wireless networks with queue-based random-access algorithms. Queue-based random-access schemes are simple and inherently distributed in nature, yet provide the capability to…
Queuing network control determines the allocation of scarce resources to manage congestion, a fundamental problem in manufacturing, communications, and healthcare. Compared to standard RL problems, queueing problems are distinguished by…
The problem of scheduling in quantum networks amounts to choosing which entanglement swapping operations to perform to better serve user demand. The choice can be carried out following a variety of criteria (e.g. ensuring all users are…
Collision models describe the sequential interactions of a system with independent ancillas. Motivated by recent advances in neutral atom arrays, in this Letter we investigate a model where the ancillas are governed by a classical…
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variables. Problems of this type express the distributional…