Dynamics and random structures-Publications


Dynamic games with asymmetric information

In the paper, Deepanshu Vasal considered a general finite-horizon non-zero-sum dynamic game with asymmetric information with N selfish players, where there exists an underlying state of the system that is a controlled Markov process, controlled by players’ actions. In each period, a player makes both private and common observations about the state of the system. An appropriate notion of equilibrium for such processes includes Perfect Bayesian equilibrium (PBE) which consists of a strategy and a belief profile of the players. Such equilibrium strategies and beliefs are coupled together across time and thus computing equilibria for such games is equivalent to solving a fixed-point equation which grows double exponentially with time, rendering such problems intractable. In this paper, a sequential decomposition methodology is presented to compute structured perfect Bayesian equilibria (SPBE) of this game. In general, these equilibria exhibit signaling behavior, i.e. players’ actions reveal part of their private information that is payoff relevant to other users.


2018-01-10_1001050 2017-06-01_1000994

Spatial Birth Death Wireless Networks

Abishek Sankararaman and François Baccelli IEEE Transactions on Information Theory 63(6): 3964-3982 (2017)
Download PDF

Metastability of Queuing Networks with Mobile Servers

F. Baccelli, A. Rybko, S. Shlosman, A. Vladimirov https://arxiv.org/abs/1704.02521
Download PDF

Iterated Gilbert Mosaics and Poisson Tropical Plane Curves

Francois Baccelli and Ngoc Tran https://arxiv.org/abs/1610.08533

Shape Theorems For Poisson Hail on a Bivariate Ground

Francois Baccelli, Hector A. Chang-Lara, and Sergey Foss ArXiv 2016
Download PDF
2016-05-01_1000915 2016-01-14_1000623

Point-Shift Foliation of a Point Process

Francois Baccelli and Mir-Omid Haji-Mirsadeghi ArXiv 2016
Download PDF

End-to-End Optimization of High Throughput DNA Sequencing

Eliza O'Reilly, Francois Baccelli, Gustavo de Veciana, Haris Vikalo Journal of Computational Biology 2016
Download PDF

Risk-sensitive control and an abstract Collatz-Wielandt formula

Ari Arapostathis, Vivek S. Borkar, and K. Suresh Kumar Journal of Theoretical Probability vol. 29, no. 4, pp. 1458-1484, 2016

Ergodic Control of Multi-class M/M/N+M Queues in the Halfin-Whitt Regime

Ari Arapostathis, Anup Biswas and Guodong Pang Annals of Applied Probability vol. 25, no. 6, pp. 3511-3570, 2015
Download PDF
2015-06-18_1000441 2015-04-28_1000153

Controlled Equilibrium Selection in Stochastically Perturbed Dynamics

Ari Arapostathis, Anup Biswas and Vivek Borkar Arxiv 2015
Download PDF

Resource Allocation: Realizing Mean-Variability-Fairness Tradeoffs

Vinay Joseph, Gustavo de Veciana and Ari Arapostathis IEEE Transactions on Automatic Control 60(1):19-33 January 2015
Download PDF

On a Class of Stochastic Differential Equations With Jumps and its Properties

Ari Arapostathis, Anup Biswas and Luis Caffarelli Arxiv 2014
Download PDF

Mutual Service Processes in R^d, Existence and Ergodicity

François Baccelli, Fabien Mathieu and Ilkka Norros ArXiv 2014
Download PDF

Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near- monotone costs

Ari Arapostathis, Vivek S. Borkar, and K. Suresh Kumar vol. 52, no. 1, pp. 1–31, 2014

Queuing Networks with Varying Topology – A Mean-Field Approach

François Baccelli, Alexandre Rybko and Senya Shlosman Arxiv 2013
Download PDF

Interference Queuing Networks on Grids

Abishek Sankararaman, François Baccelli and Sergey Foss ArXiv 2017
Download PDF