Related papers: Optimal Routing across Constant Function Market Ma…
Optimizing passengers routes is crucial to design efficient transportation networks. Recent results show that optimal transport provides an efficient alternative to standard optimization methods. However, it is not yet clear if this…
In this paper, we propose a novel resource management scheme that jointly allocates the transmit power and computational resources in a centralized radio access network architecture. The network comprises a set of computing nodes to which…
Tradable mobility credit (TMC) schemes are an approach to travel demand management that have received significant attention in recent years. This paper proposes and analyzes alternative market models for a TMC system -- focusing on market…
Rising electricity demand and the growing integration of renewables are intensifying congestion in transmission grids. Grid topology optimization through busbar splitting (BuS) and optimal transmission switching can alleviate grid…
Utility-based power allocation in wireless ad-hoc networks is inherently nonconvex because of the global coupling induced by the co-channel interference. To tackle this challenge, we first show that the globally optimal point lies on the…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Emerging edge computing paradigms enable heterogeneous devices to collaborate on complex computation applications. However, for arbitrary heterogeneous edge networks, delay-optimal forwarding and computation offloading remains an open…
Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…
We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
In this paper, we consider the optimal power flow (OPF) problem which consists in determining the power production at each bus of an electric network by minimizing the production cost. Our contribution is an exact solution algorithm for the…
Electrified transportation and power systems are mutually coupled networks. In this paper, a novel framework is developed for interdependent power and transportation networks. Our approach constitutes solving an iterative least cost vehicle…
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
We consider several basic questions on distributed routing in directed graphs with multiple additive costs, or metrics, and multiple constraints. Distributed routing in this sense is used in several protocols, such as IS-IS and OSPF. A…
We develop a mixed control framework that combines absolutely continuous controls with impulse interventions subject to stochastic execution delays. The model extends current impulse control formulations by allowing (i) the controller to…
We present a convex optimization framework for overcoming the limitations of Kubernetes Cluster Autoscaler by intelligently allocating diverse cloud resources while minimizing costs and fragmentation. Current Kubernetes scaling mechanisms…
Following the recent literature on make take fees policies, we consider an exchange wishing to set a suitable contract with several market makers in order to improve trading quality on its platform. To do so, we use a principal-agent…
In the last decade, charging service providers are emerging along with the prevalence of electric vehicles. These providers need to strategically optimize their charging prices to improve the profits considering operation conditions of the…
According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…
Given the marginal distribution information of the underlying asset price at two future times $T_1$ and $T_2$, we consider the problem of determining a model-free upper bound on the price of a class of American options that must be…