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This paper presents a partial differential equation framework for deep residual neural networks and for the associated learning problem. This is done by carrying out the continuum limits of neural networks with respect to width and depth.…

偏微分方程分析 · 数学 2020-08-25 Hailiang Liu , Peter Markowich

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

最优化与控制 · 数学 2017-07-26 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

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…

分布式、并行与集群计算 · 计算机科学 2018-05-01 Juliette Ugirumurera , Gabriel Gomes , Emily Porter , Xiaoye S. Li , Alexandre Bayen

In this paper we consider nodes in network are heterogeneous and the link between nodes is caused by the potential dynamical demand of the nodes. Such demand can be measured by gravitation which increases with the heterogeneous strength of…

物理与社会 · 物理学 2008-01-30 Jiang-Hai Qian , Ding-Ding Han

Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of…

动力系统 · 数学 2015-03-17 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli

We study the profit maximization problem of a cognitive virtual network operator in a dynamic network environment. We consider a downlink OFDM communication system with various network dynamics, including dynamic user demands, uncertain…

网络与互联网体系结构 · 计算机科学 2012-12-18 Shuqin Li , Jianwei Huang , Shuo-Yen Robert Li

Network Utility Maximization (NUM) provides a key conceptual framework to study reward allocation amongst a collection of users/entities across disciplines as diverse as economics, law and engineering. In network engineering, this framework…

系统与控制 · 计算机科学 2015-03-20 Vinay Joseph , Gustavo de Veciana , Ari Arapostathis

This research introduces a mathematical framework to comprehending human mobility patterns, integrating mathematical modeling and economic analysis. The study focuses on latent-variable networks, investigating the dynamics of human mobility…

物理与社会 · 物理学 2023-07-27 Fabio Vanni

The problem of robust dynamic pricing of an abstract commodity, whose inventory is specified at an initial time but never subsequently replenished, originally studied by Perakis and Sood (2006) in discrete time, is considered from the…

最优化与控制 · 数学 2012-09-04 Terry L. Friesz , Changhyun Kwon , Tae Il Kim , Lifan Fan , Tao Yao

The user equilibrium in traffic assignment problem is based on the fact that travelers choose the minimum-cost path between every origin-destination pair and on the assumption that such a behavior will lead to an equilibrium of the traffic…

人工智能 · 计算机科学 2014-06-10 Yang Liu , Xiaoge Zhang , Yong Deng

We study the distribution of traffic in networks whose users try to minimise their delays by adhering to a simple learning scheme inspired by the replicator dynamics of evolutionary game theory. The stable steady states of these dynamics…

概率论 · 数学 2010-02-27 Panayotis Mertikopoulos , Aris L. Moustakas

This paper analyzes the use of variable speed limits to optimize travel time reliability for commuters. The investigation focuses on a traffic corridor with a bottleneck subject to the capacity drop phenomenon. The optimization criterion is…

最优化与控制 · 数学 2025-09-16 Alexander Hammerl , Ravi Seshadri , Thomas Kjær Rasmussen , Otto Anker Nielsen

The new technologies emerging in the energy sector pose new requirements for both the regulation and operation of the electricity grid. Revised tariff structures and the introduction of local markets are two approaches that could tackle the…

系统与控制 · 电气工程与系统科学 2021-03-19 Bence Suto , Daniel Divenyi

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

最优化与控制 · 数学 2025-11-04 Weijian Li , Yutao Tang

We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…

最优化与控制 · 数学 2017-02-28 Alexander Gasnikov

A Mathematical Program with Equilibrium Constraints (MPEC) is formulated to capture the relationships between multiple Mobility Service Providers (MSPs) and the users of a multi-modal transport network. The network supply structure is…

计算机科学与博弈论 · 计算机科学 2023-05-24 Claudia Bandiera , Richard D. Connors , Francesco Viti

We study the formation of derivative prices in equilibrium between risk-neutral agents with heterogeneous beliefs about the dynamics of the underlying. Under the condition that the derivative cannot be shorted, we prove the existence of a…

数理金融 · 定量金融 2018-01-04 Johannes Muhle-Karbe , Marcel Nutz

The oscillation model, based on the wave equation on networks, can describe user dynamics in online social networks. The fundamental equation of user dynamics can be introduced into the oscillation model to explicitly describe the causal…

社会与信息网络 · 计算机科学 2021-03-16 T. Ikeya , Masaki Aida

In this paper, we study network reliability in relation to a periodic time-dependent utility function that reflects the system's functional performance. When an anomaly occurs, the system incurs a loss of utility that depends on the…

信息论 · 计算机科学 2023-01-16 Ali Maatouk , Fadhel Ayed , Shi Biao , Wenjie Li , Harvey Bao , Enrico Zio

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

最优化与控制 · 数学 2023-08-02 Xilin Zhang , Wang Chi Cheung