Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...

Abstract: In this paper, we study a novel Stochastic Network Utility Maximization (NUM) problem where the utilities of agents are unknown. The utility of each agent depends on the amount of resource ...

Abstract: This paper examines a linear programming (LP) formulation of the network utility maximization problem. Such an LP formulation is inspired by a convex relaxation technique in the study of ...