We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...
In this paper we introduce a dynamic vehicle routing problem in which there are multiple vehicles and multiple priority classes of service demands. Service demands of each priority...
Stephen L. Smith, Marco Pavone, Francesco Bullo, E...
Abstract. In the paper compressible, stationary Navier-Stokes (N-S) equations are considered. The model is well-posed, there exist weak solutions in bounded domains, subject to inh...
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...