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Evdokia Nikolova

Publications and source records attributed to Evdokia Nikolova.

17 recordsLinked to original sources

Eliciting Truthful Reports with Partial Signals in Repeated Games

We consider a repeated game where a player self-reports her usage of a service and is charged a payment accordingly by a center. The center observes a partial signal, representing part of the player's true consumption, which is generated from a publicly known distribution. The player can report any value that does not contradict the signal and the center issues a payment based on the reported information. Such problems find application in net metering billing in the electricity market, where a customer's actual consumption of the electricity network is masked and complete verification is impractical. When the underlying true value is relatively constant, we propose a penalty mechanism that elicits truthful self-reports. Namely, besides charging the player the reported value, the mechanism charges a penalty proportional to her inconsistent reports. We show how fear of the uncertainty in the future incentivizes the player to be truthful today. For Bernoulli distributions, we give the complete analysis and optimal strategies given any penalty. Since complete truthfulness is not possible for continuous distributions, we give approximate truthful results by a reduction from Bernoulli distributions. We also extend our mechanism to a multi-player cost sharing setting and give equilibrium results.

cs.GT

OpenEMS: an open-source Package for Two-Stage Stochastic and Robust Optimization for Ambulance Location and Routing with Applications to Austin-Travis County EMS Data

Emergency Medical Systems (EMS) provide crucial pre-hospital care and transportation. Faster EMS response time provides quicker pre-hospital care and thus increases survival rate. We reduce response time by providing optimal ambulance stationing and routing decisions by solving two stage stochastic and robust linear programs. Although operational research on ambulance systems is decades old, there is little open-source code and consistency in simulations. We begin to bridge this gap by publishing OpenEMS, in collaboration with the Austin-Travis County EMS (ATCEMS) in Texas, an end-to-end pipeline to optimize ambulance strategic decisions. It includes data handling, optimization, and a calibrated simulation. We hope this open source framework will foster future research with and for EMS. Finally, we provide a detailed case study on the city of Austin, Texas. We find that optimal stationing would increase response time by 88.02 seconds. Further, we design optimal strategies in the case where Austin EMS must permanently add or remove one ambulance from their fleet.

stat.AP

Predicting Covid-19 EMS Incidents from Daily Hospitalization Trends

Introduction: The aim of our retrospective study was to quantify the impact of Covid-19 on the temporal distribution of Emergency Medical Services (EMS) demand in Travis County, Austin, Texas and propose a robust model to forecast Covid-19 EMS incidents. Methods: We analyzed the temporal distribution of EMS calls in the Austin-Travis County area between January 1st, 2019, and December 31st, 2020. Change point detection was performed to identify critical dates marking changes in EMS call distributions, and time series regression was applied for forecasting Covid-19 EMS incidents. Results: Two critical dates marked the impact of Covid-19 on the distribution of EMS calls: March 17th, when the daily number of non-pandemic EMS incidents dropped significantly, and May 13th, by which the daily number of EMS calls climbed back to 75% of the number in pre-Covid-19 time. The new daily count of the hospitalization of Covid-19 patients alone proves a powerful predictor of the number of pandemic EMS calls, with an r2 value equal to 0.85. In particular, for every 2.5 cases where EMS takes a Covid-19 patient to a hospital, one person is admitted. Conclusion: The mean daily number of non-pandemic EMS demand was significantly less than the period before Covid-19 pandemic. The number of EMS calls for Covid-19 symptoms can be predicted from the daily new hospitalization of Covid-19 patients. These findings may be of interest to EMS departments as they plan for future pandemics, including the ability to predict pandemic-related calls in an effort to adjust a targeted response.

stat.AP

Electrical Flows over Spanning Trees

The network reconfiguration problem seeks to find a rooted tree $T$ such that the energy of the (unique) feasible electrical flow over $T$ is minimized. The tree requirement on the support of the flow is motivated by operational constraints in electricity distribution networks. The bulk of existing results on convex optimization over vertices of polytopes and on the structure of electrical flows do not easily give guarantees for this problem, while many heuristic methods have been developed in the power systems community as early as 1989. Our main contribution is to give the first provable approximation guarantees for the network reconfiguration problem. We provide novel lower bounds and corresponding approximation factors for various settings ranging from $\min\{O(m-n), O(n)\}$ for general graphs, to $O(\sqrt{n})$ over grids with uniform resistances on edges, and $O(1)$ for grids with uniform edge resistances and demands. To obtain the result for general graphs, we propose a new method for (approximate) spectral graph sparsification, which may be of independent interest. Using insights from our theoretical results, we propose a general heuristic for the network reconfiguration problem that is orders of magnitude faster than existing methods in the literature, while obtaining comparable performance.

cs.DS

Electric Vehicle Valet

We propose a novel way to use Electric Vehicles (EVs) as dynamic mobile energy storage with the goal to support grid balancing during peak load times. EVs seeking parking in a busy/expensive inner city area, can get free parking with a valet company in exchange for being utilized for grid support. The valet company would have an agreement with the local utility company to receive varying rewards for discharging EVs at designated times and locations of need (say, where power lines are congested). Given vehicle availabilities, the valet company would compute an optimal schedule of which vehicle to utilize where and when so as to maximize rewards collected. Our contributions are a detailed description of this new concept along with supporting theory to bring it to fruition. On the theory side, we provide new hardness results, as well as efficient algorithms with provable performance guarantees that we also test empirically.

math.OC

Optimal Mechanism Design with Risk-loving Agents

One of the most celebrated results in mechanism design is Myerson's characterization of the revenue optimal auction for selling a single item. However, this result relies heavily on the assumption that buyers are indifferent to risk. In this paper we investigate the case where the buyers are risk-loving, i.e. they prefer gambling to being rewarded deterministically. We use the standard model for risk from expected utility theory, where risk-loving behavior is represented by a convex utility function. We focus our attention on the special case of exponential utility functions. We characterize the optimal auction and show that randomization can be used to extract more revenue than when buyers are risk-neutral. Most importantly, we show that the optimal auction is simple: the optimal revenue can be extracted using a randomized take-it-or-leave-it price for a single buyer and using a loser-pay auction, a variant of the all-pay auction, for multiple buyers. Finally, we show that these results no longer hold for convex utility functions beyond exponential.

cs.GT

A Directed Graph Fourier Transform with Spread Frequency Components

We study the problem of constructing a graph Fourier transform (GFT) for directed graphs (digraphs), which decomposes graph signals into different modes of variation with respect to the underlying network. Accordingly, to capture low, medium and high frequencies we seek a digraph (D)GFT such that the orthonormal frequency components are as spread as possible in the graph spectral domain. To that end, we advocate a two-step design whereby we: (i) find the maximum directed variation (i.e., a novel notion of frequency on a digraph) a candidate basis vector can attain; and (ii) minimize a smooth spectral dispersion function over the achievable frequency range to obtain the desired spread DGFT basis. Both steps involve non-convex, orthonormality-constrained optimization problems, which are efficiently tackled via a provably convergent, feasible optimization method on the Stiefel manifold. We also propose a heuristic to construct the DGFT basis from Laplacian eigen-vectors of an undirected version of the digraph. We show that the spectral-dispersion minimization problem can be cast as supermodular optimization over the set of candidate frequency components, whose orthonormality can be enforced via a matroid basis constraint. This motivates adopting a scalable greedy algorithm to obtain an approximate solution with quantifiable worst-case spectral dispersion. We illustrate the effectiveness of our DGFT algorithms through numerical tests on synthetic and real-world networks. We also carry out a graph-signal denoising task, whereby the DGFT basis is used to decompose and then low-pass filter temperatures recorded across the United States.

eess.SP

When Does Diversity of User Preferences Improve Outcomes in Selfish Routing?

We seek to understand when heterogeneity in user preferences yields improved outcomes in terms of overall cost. That this might be hoped for is based on the common belief that diversity is advantageous in many settings. We investigate this in the context of routing. Our main result is a sharp characterization of the network settings in which diversity always helps, versus those in which it is sometimes harmful. Specifically, we consider routing games, where diversity arises in the way that users trade-off two criteria (such as time and money, or, in the case of stochastic delays, expectation and variance of delay). Our main contributions are the following: 1) A participant-oriented measure of cost in the presence of user diversity, together with the identification of the natural benchmark: the same cost measure for an appropriately defined average of the diversity. 2) A full characterization of those network topologies for which diversity always helps, for all latency functions and demands. For single-commodity routings, these are series-parallel graphs, while for multi-commodity routings, they are the newly-defined "block-matching" networks. The latter comprise a suitable interweaving of multiple series-parallel graphs each connecting a distinct source-sink pair. While the result for the single-commodity case may seem intuitive in light of the well-known Braess paradox, the two problems are different: there are instances where diversity helps although the Braess paradox occurs, and vice-versa. But the main technical challenge is to establish the "only if" direction of the result for multi-commodity networks. This follows by constructing an instance where diversity hurts, and showing how to embed it in any network which is not block-matching, by carefully exploiting the way the simple source-sink paths of the commodities intersect in the "non-block-matching" portion of the network.

cs.GT

Wireless coverage prediction via parametric shortest paths

When deciding where to place access points in a wireless network, it is useful to model the signal propagation loss between a proposed antenna location and the areas it may cover. The indoor dominant path (IDP) model, introduced by Wölfle et al., is shown in the literature to have good validation and generalization error, is faster to compute than competing methods, and is used in commercial software such as WinProp, iBwave Design, and CellTrace. Previously, the algorithms known for computing it involved a worst-case exponential-time tree search, with pruning heuristics to speed it up. We prove that the IDP model can be reduced to a parametric shortest path computation on a graph derived from the walls in the floorplan. It therefore admits a quasipolynomial-time (i.e., $n^{O(\log n)}$) algorithm. We also give a practical approximation algorithm based on running a small constant number of shortest path computations. Its provable worst-case additive error (in dB) can be made arbitrarily small via appropriate choices of parameters, and is well below 1dB for reasonable choices. We evaluate our approximation algorithm empirically against the exact IDP model, and show that it consistently beats its theoretical worst-case bounds, solving the model exactly (i.e., no error) in the vast majority of cases.

cs.DS

A Submodular Approach for Electricity Distribution Network Reconfiguration

Distribution network reconfiguration (DNR) is a tool used by operators to balance line load flows and mitigate losses. As distributed generation and flexible load adoption increases, the impact of DNR on the security, efficiency, and reliability of the grid will increase as well. Today, heuristic-based actions like branch exchange are routinely taken, with no theoretical guarantee of their optimality. This paper considers loss minimization via DNR, which changes the on/off status of switches in the network. The goal is to ensure a radial final configuration (called a spanning tree in the algorithms literature) that spans all network buses and connects them to the substation (called the root of the tree) through a single path. We prove that the associated combinatorial optimization problem is strongly NP-hard and thus likely cannot be solved efficiently. We formulate the loss minimization problem as a supermodular function minimization under a single matroid basis constraint, and use existing algorithms to propose a polynomial time local search algorithm for the DNR problem at hand and derive performance bounds. We show that our algorithm is equivalent to the extensively used branch exchange algorithm, for which, to the best of our knowledge, we pioneer in proposing a theoretical performance bound. Finally, we use a 33-bus network to compare our algorithm's performance to several algorithms published in the literature.

math.OC

Maximizing Non-Monotone DR-Submodular Functions with Cardinality Constraints

We consider the problem of maximizing a non-monotone DR-submodular function subject to a cardinality constraint. Diminishing returns (DR) submodularity is a generalization of the diminishing returns property for functions defined over the integer lattice. This generalization can be used to solve many machine learning or combinatorial optimization problems such as optimal budget allocation, revenue maximization, etc. In this work we propose the first polynomial-time approximation algorithms for non-monotone constrained maximization. We implement our algorithms for a revenue maximization problem with a real-world dataset to check their efficiency and performance.

cs.DS

Reconciling Selfish Routing with Social Good

Selfish routing is a central problem in algorithmic game theory, with one of the principal applications being that of routing in road networks. Inspired by the emergence of routing technologies and autonomous driving, we revisit selfish routing and consider three possible outcomes of it: (i) $θ$-Positive Nash Equilibrium flow, where every path that has non-zero flow on all of its edges has cost no greater than $θ$ times the cost of any other path, (ii) $θ$-Used Nash Equilibrium flow, where every used path that appears in the path flow decomposition has cost no greater than $θ$ times the cost of any other path, and (iii) $θ$-Envy Free flow, where every path that appears in the path flow decomposition has cost no greater than $θ$ times the cost of any other path in the path flow decomposition. We first examine the relations of these outcomes among each other and then measure their possible impact on the network's performance. Afterwards, we examine the computational complexity of finding such flows of minimum social cost and give a range for $θ$ for which this task is easy and a range for $θ$ for which this task is NP-hard. Finally, we propose deterministic strategies which, in a worst case approach, can be used by a central planner in order to provide good such flows, and further introduce a natural idea for randomly routing players after giving them specific guarantees about their costs in the randomized routing, as a tool for the central planner to implement a desired flow.

cs.GT

A Digraph Fourier Transform With Spread Frequency Components

We study the problem of constructing a graph Fourier transform (GFT) for directed graphs (digraphs), which decomposes graph signals into different modes of variation with respect to the underlying network. Accordingly, to capture low, medium and high frequencies we seek a digraph (D)GFT such that the orthonormal frequency components are as spread as possible in the graph spectral domain. This specification gives rise to a challenging nonconvex optimization problem, so we resort to a simple yet efficient heuristic to construct the DGFT basis from Laplacian eigenvectors of an undirected version of the digraph. To select frequency components which are as spread as possible, we define a spectral dispersion function and show that it is supermodular. Moreover, we show that orthonormality can be enforced via a matroid basis constraint, which motivates adopting a scalable greedy algorithm to obtain an approximate solution with provable performance guarantee. The effectiveness of the novel DGFT is illustrated through numerical tests on synthetic and real-world graphs.

math.SP

Approximation Algorithms for Route Planning with Nonlinear Objectives

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs to capture a penalty for early arrival. It is known that as nonlinearity arises, the problem becomes NP-hard and little is known about computing optimal solutions when in addition there is no monotonicity guarantee. We show that an approximately optimal non-simple path can be efficiently computed under some natural constraints. In particular, we provide a fully polynomial approximation scheme under hop constraints. Our approximation algorithm can extend to run in pseudo-polynomial time under a more general linear constraint that sometimes is useful. As a by-product, we show that our algorithm can be applied to the problem of finding a path that is most likely to be on time for a given deadline.

cs.DS

Asymptotically tight bounds for inefficiency in risk-averse selfish routing

We consider a nonatomic selfish routing model with independent stochastic travel times, represented by mean and variance latency functions for each edge that depend on their flows. In an effort to decouple the effect of risk-averse player preferences from selfish behavior on the degradation of system performance, Nikolova and Stier- Moses [16] defined the concept of the price of risk aversion as the worst-case ratio of the cost of an equilibrium with risk-averse players and that of an equilibrium with risk-neutral users. For risk-averse users who seek to minimize the mean plus variance of travel time on a path, they proved an upper bound on the price of risk aversion, which is independent of the latency functions, and grows linearly with the size of the graph and players' risk-aversion. In this follow-up paper, we provide a matching lower bound for graphs with number of vertices equal to powers of two, via the construction of a graph family inductively generated from the Braess graph. We also provide conceptually different bounds, which we call functional, that depend on the class of mean latency functions and provide characterizations that are independent of the network topology (first derived, in a more complicated way, by Meir and Parkes [10] in a different context with different techniques). We also supplement the upper bound with a new asymptotically-tight lower bound. Our third contribution is a tight bound on the price of risk aversion for a family of graphs that generalize series-parallel graphs which applies to users minimizing the mean plus standard deviation of a path, a much more complex model of risk-aversion due to the cost of a path being non-additive over edge costs. This is a refinement of previous results in [16] that characterized the price of risk-aversion for series-parallel graphs and for the Braess graph.

cs.GT

New Complexity Results and Algorithms for the Minimum Tollbooth Problem

The inefficiency of the Wardrop equilibrium of nonatomic routing games can be eliminated by placing tolls on the edges of a network so that the socially optimal flow is induced as an equilibrium flow. A solution where the minimum number of edges are tolled may be preferable over others due to its ease of implementation in real networks. In this paper we consider the minimum tollbooth (MINTB) problem, which seeks social optimum inducing tolls with minimum support. We prove for single commodity networks with linear latencies that the problem is NP-hard to approximate within a factor of $1.1377$ through a reduction from the minimum vertex cover problem. Insights from network design motivate us to formulate a new variation of the problem where, in addition to placing tolls, it is allowed to remove unused edges by the social optimum. We prove that this new problem remains NP-hard even for single commodity networks with linear latencies, using a reduction from the partition problem. On the positive side, we give the first exact polynomial solution to the MINTB problem in an important class of graphs---series-parallel graphs. Our algorithm solves MINTB by first tabulating the candidate solutions for subgraphs of the series-parallel network and then combining them optimally.

cs.GT

A Truthful Mechanism for Offline Ad Slot Scheduling

We consider the "Offline Ad Slot Scheduling" problem, where advertisers must be scheduled to "sponsored search" slots during a given period of time. Advertisers specify a budget constraint, as well as a maximum cost per click, and may not be assigned to more than one slot for a particular search. We give a truthful mechanism under the utility model where bidders try to maximize their clicks, subject to their personal constraints. In addition, we show that the revenue-maximizing mechanism is not truthful, but has a Nash equilibrium whose outcome is identical to our mechanism. As far as we can tell, this is the first treatment of sponsored search that directly incorporates both multiple slots and budget constraints into an analysis of incentives. Our mechanism employs a descending-price auction that maintains a solution to a certain machine scheduling problem whose job lengths depend on the price, and hence is variable over the auction. The price stops when the set of bidders that can afford that price pack exactly into a block of ad slots, at which point the mechanism allocates that block and continues on the remaining slots. To prove our result on the equilibrium of the revenue-maximizing mechanism, we first show that a greedy algorithm suffices to solve the revenue-maximizing linear program; we then use this insight to prove that bidders allocated in the same block of our mechanism have no incentive to deviate from bidding the fixed price of that block.

cs.GT