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We present a unified analytical framework within which power control, rate allocation, routing, and congestion control for wireless networks can be optimized in a coherent and integrated manner. We consider a multi-commodity flow model with…

We investigate expected utility maximization problems from the terminal liquidation value in continuous time in markets with transaction costs and one fixed consistent price system, where a non-concave utility function is defined on the…

Optimizing the transient control of gas networks is a highly challenging task. The corresponding model incorporates the combinatorial complexity of determining the settings for the many active elements as well as the non-linear and…

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

This paper studies convex duality in optimal investment and contingent claim valuation in markets where traded assets may be subject to nonlinear trading costs and portfolio constraints. Under fairly general conditions, the dual expressions…

Coordinating the movement of multiple autonomous agents over a shared network is a fundamental challenge in algorithmic robotics, intelligent transportation, and distributed systems. The dominant approach, Multi-Agent Path Finding, relies…

Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and…

The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to…

Motivated by an emerging framework of Autonomous Modular Vehicles, we consider the abstract problem of optimally routing two modules, i.e., vehicles that can attach to or detach from each other in motion on a graph. The modules' objective…

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

We consider ride-sharing networks served byhuman-driven vehicles and autonomous vehicles. First, wepropose a novel model for ride-sharing in this mixed autonomysetting for a multi-location network in which the platformsets prices for…

Current state-of-the-art solution techniques for solving bilevel optimization problems either assume strong problem regularity criteria or are computationally intractable. In this paper we address power system problems of bilevel structure,…

Building on ideas from online convex optimization, we propose a general framework for the design of efficient securities markets over very large outcome spaces. The challenge here is computational. In a complete market, in which one…

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

The stable operation of gas networks is an important optimization target. While for this task commonly finite volume methods are used, we introduce a new finite difference approach. With a summation by part formulation for the spatial…

This paper presents a network-based multi-agent optimization model for the strategic planning of service facilities in a stochastic and competitive market. We focus on the type of service facilities that are of intermediate nature, i.e.,…

We consider a network pricing game on a parallel network with congestion effects in which link owners set tolls for travel so as to maximize profit. A central authority is able to regulate this competition by means of a (uniform) price cap.…

We consider ride-sharing networks served by human-driven vehicles (HVs) and autonomous vehicles (AVs). We propose a model for ride-sharing in this mixed autonomy setting for a multi-location network in which a ride-sharing platform sets…