arXiv subjects

Terry Friesz

Publications and source records attributed to Terry Friesz.

7 recordsLinked to original sources

arXiv2023

A Multidimensional Fourier Approximation of Optimal Control Surfaces

This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control problem into an unconstrained optimization one is proposed and two problems are solved: a quadratic control problem in the context of Newtonian mechanics, and a control problem arising from an odd-circulant game ruled by the replicator dynamics. Various computational results are presented. Use of automatic differentiation is explored to circumvent the elaborated gradient computation in the first-order optimization procedure. Furthermore, mean square error bounds are derived for the case of one and two-dimensional Fourier series approximations, inducing a general bound for problems of $n$ dimensions.

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arXiv2022

Approximation of Optimal Control Surfaces for $2\times 2$ Skew-Symmetric Evolutionary Game Dynamics

In this paper we study the problem of approximating the general solution to an optimal control problem whose dynamics arise from a $2\times 2$ skew-symmetric evolutionary game with arbitrary initial condition. Our approach uses a Fourier approximation method and generalizes prior work in the use of orthogonal function approximation for optimal control. At the same time we cast the fitting problem in the context of a non-standard feedforward neural network and derive the back-propagation operator in this context. An example of the efficacy of this approach is provided and generalizations are discussed.

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arXiv2018

Computing Dynamic User Equilibria on Large-Scale Networks: From Theory to Software Implementation

Dynamic user equilibrium (DUE) is the most widely studied form of dynamic traffic assignment, in which road travelers engage in a non-cooperative Nash-like game with departure time and route choices. DUE models describe and predict the time-varying traffic flows on a network consistent with traffic flow theory and travel behavior. This paper documents theoretical and numerical advances in synthesizing traffic flow theory and DUE modeling, by presenting a holistic computational theory of DUE with numerical implementation encapsulated in a MATLAB software package. In particular, the dynamic network loading (DNL) sub-problem is formulated as a system of differential algebraic equations based on the fluid dynamic model, which captures the formation, propagation and dissipation of physical queues as well as vehicle spillback on networks. Then, the fixed-point algorithm is employed to solve the DUE problems on several large-scale networks. We make openly available the MATLAB package, which can be used to solve DUE problems on user-defined networks, aiming to not only help DTA modelers with benchmarking a wide range of DUE algorithms and solutions, but also offer researchers a platform to further develop their own models and applications. Updates of the package and computational examples are available at https://github.com/DrKeHan/DTA.

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arXiv2012

A Game Theoretic Perspective on Network Topologies

As an alternative view to the graph formation models in the statistical physics community, we introduce graph formation models using \textit{network formation} through selfish competition as an approach to modeling graphs with particular topologies. We further investigate a specific application of our results to collaborative oligopolies. We extend the results of Goyal and Joshi (S. Goyal and S. Joshi. Networks of collaboration in oligopoly. Games and Economic behavior, 43(1):57-85, 2003), who first considered the problem of collaboration networks of oligopolies and showed that under certain linear assumptions network collaboration produced a stable complete graph through selfish competition. We show with nonlinear cost functions and player payoff alteration that stable collaboration graphs with an arbitrary degree sequence can result.

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arXiv2011

Collaborative Network Formation in Spatial Oligopolies

Recently, it has been shown that networks with an arbitrary degree sequence may be a stable solution to a network formation game. Further, in recent years there has been a rise in the number of firms participating in collaborative efforts. In this paper, we show conditions under which a graph with an arbitrary degree sequence is admitted as a stable firm collaboration graph.

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arXiv2011

The Calculation and Simulation of the Price of Anarchy for Network Formation Games

We model the formation of networks as the result of a game where by players act selfishly to get the portfolio of links they desire most. The integration of player strategies into the network formation model is appropriate for organizational networks because in these smaller networks, dynamics are not random, but the result of intentional actions carried through by players maximizing their own objectives. This model is a better framework for the analysis of influences upon a network because it integrates the strategies of the players involved. We present an Integer Program that calculates the price of anarchy of this game by finding the worst stable graph and the best coordinated graph for this game. We simulate the formation of the network and calculated the simulated price of anarchy, which we find tends to be rather low.

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arXiv2011

Link Biased Strategies in Network Formation Games

We show a simple method for constructing an infinite family of graph formation games with link bias so that the resulting games admits, as a \textit{pairwise stable} solution, a graph with an arbitrarily specified degree distribution. Pairwise stability is used as the equilibrium condition over the more commonly used Nash equilibrium to prevent the occurrence of ill-behaved equilibrium strategies that do not occur in ordinary play. We construct this family of games by solving an integer programming problem whose constraints enforce the terminal pairwise stability property we desire.

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