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We study intertemporal decision making under uncertainty. We fully characterize discounted expected utility in a framework \`a la Savage. Despite the popularity of this model, no characterization is available in this setting. The concept of…

Theoretical Economics · Economics 2020-03-13 Lorenzo Bastianello , José Heleno Faro

In both high-performance computing (HPC) environments and the public cloud, the duration of time to retrieve or save your results is simultaneously unpredictable and important to your over all resource budget. It is generally accepted…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-21 R. Henwood , N. W. Watkins , S. C. Chapman , R. McLay

Given the rise of electric vehicle (EV) adoption, supported by government policies and dropping technology prices, new challenges arise in the modeling and operation of electric transportation. In this paper, we present a model for solving…

Optimization and Control · Mathematics 2021-04-13 Oluwaseun Oladimeji , Alvaro Gonzalez-Castellanos , David Pozo , Yury Dvorkin , Samrat Acharya

The power grid is undergoing significant restructuring driven by the adoption of wind/solar power and the incorporation of new flexible technologies that can shift load in space and time (e.g., data centers, battery storage, and modular…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Weiqi Zhang , Victor M. Zavala

An important aspect of public bus transit is its reliability of being on-time, which has a major impact on bus ridership. Currently, there is no unified national standard to measure bus on-time performance in the United States. This paper…

Physics and Society · Physics 2021-12-23 Snehanshu Banerjee , Mohammadreza Jabehdari , Ross Turlington , Cole Greene

Realistic mobility models are fundamental to evaluate the performance of protocols in mobile ad hoc networks. Unfortunately, there are no mobility models that capture the non-homogeneous behaviors in both space and time commonly found in…

Networking and Internet Architecture · Computer Science 2008-10-23 Wei-jen Hsu , Thrasyvoulos Spyropoulos , Konstantinos Psounis , Ahmed Helmy

In this paper, a mixed integer linear formulation for problems considering time-of-use-type constraints for uninterruptible services is presented. Our work is motivated by demand response problems in power systems, in which certain devices…

Optimization and Control · Mathematics 2020-10-16 Ana Batista , David Pozo , Jorge Vera

Loads that can vary their power consumption without violating their Quality of service (QoS), that is flexible loads, are an invaluable resource for grid operators. Utilizing flexible loads as a resource requires the grid operator to…

Systems and Control · Electrical Eng. & Systems 2020-06-30 Austin R. Coffman , Matthew Hale , Prabir Barooah

As Public Transport (PT) becomes more dynamic and demand-responsive, it increasingly depends on predictions of transport demand. But how accurate need such predictions be for effective PT operation? We address this question through an…

Machine Learning · Statistics 2021-11-09 Inon Peled , Kelvin Lee , Yu Jiang , Justin Dauwels , Francisco C. Pereira

The Price of Anarchy (PoA) is a standard metric for quantifying inefficiency in socio-technical systems, widely used to guide policies like traffic tolling. Conventional PoA analysis relies on exact numerical costs. However, in many…

Computer Science and Game Theory · Computer Science 2025-12-08 Ilia Shilov , Mingjia He , Heinrich H. Nax , Emilio Frazzoli , Gioele Zardini , Saverio Bolognani

Extreme weather events, like flooding, disrupt urban transportation networks by reducing speeds and capacities, and by closing roadways. These hazards create regime-dependent uncertainty in link performance and travel-time distribution…

Optimization and Control · Mathematics 2026-05-19 Wencheng Bao , Chrysafis Vogiatzis , Eleftheria Kontou

Understanding user's perception of service variability is essential to discern their overall perception of any type of (transport) service. We study the perception of waiting time variability for ride-hailing services. We carried out a…

We develop a model for pricing, lead-time quotation and delay compensation in a Markovian make-to-order production or service system with strategic customers who exhibit risk aversion. Based on a concave utility function of their net…

Optimization and Control · Mathematics 2019-11-07 Myron Benioudakis , Apostolos Burnetas , George Ioannou

Verification solutions for uncertainty quantification are presented for time dependent transport problems where $c$, the scattering ratio, is uncertain. The method of polynomial chaos expansions is employed for quick and accurate…

Computational Engineering, Finance, and Science · Computer Science 2023-12-19 William Bennett , Ryan G. McClarren

The introduction of autonomous (self-driving) and shared autonomous vehicles (AVs and SAVs) will affect travel destinations and distances, mode choice, and congestion. From a traffic perspective, although some congestion reduction may be…

Computer Science and Game Theory · Computer Science 2018-11-14 Michele D. Simoni , Kara M. Kockelman , Krishna M. Gurumurthy , Joschka Bischoff

Uncertainty quantification in travel time estimation (TTE) aims to estimate the confidence interval for travel time, given the origin (O), destination (D), and departure time (T). Accurately quantifying this uncertainty requires generating…

Artificial Intelligence · Computer Science 2025-01-22 Xiaowei Mao , Yan Lin , Shengnan Guo , Yubin Chen , Xingyu Xian , Haomin Wen , Qisen Xu , Youfang Lin , Huaiyu Wan

Decisions in automated logistic systems can be improved based on knowledge of real-time state of individual parts and also environmental factors. These knowledge can be obtained through travel time of edges by individual robots which…

Systems and Control · Computer Science 2018-05-16 Pragna Das , Lluis Ribas-Xirgo

In light of the increasing interest to transform the fixed-route public transit (FRT) services into on-demand transit (ODT) services, there exists a strong need for a comprehensive evaluation of the effects of this shift on the users. Such…

Econometrics · Economics 2023-08-15 Nael Alsaleh , Bilal Farooq , Yixue Zhang , Steven Farber

Externalities are the costs that a user of a common resource imposes on others. For example, consider a FCFS M/G/1 queue and a customer with service demand of $x\geq0$ minutes who arrived into the system when the workload level was $v\geq0$…

Probability · Mathematics 2022-12-21 Royi Jacobovic , Michel Mandjes

We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…

Optimization and Control · Mathematics 2023-01-31 Elif Garajová , Miroslav Rada