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Supply chain optimization schemes have more often than not underplayed the role of inherent stochastic fluctuations in the associated variables. The present article focuses on the associated reengagement and correlated renormalization of…

Optimization and Control · Mathematics 2015-01-26 Kostas Petridis , Amit K. Chattopadhyay , Prasanta K. Dey

Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…

Trading and Market Microstructure · Quantitative Finance 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

Frontier models are currently developed and distributed primarily through two channels: centralized proprietary APIs or open-sourcing of pre-trained weights. We identify a third paradigm - Protocol Learning - where models are trained across…

Machine Learning · Computer Science 2024-12-12 Alexander Long

Data regulations increasingly enable consumers to switch among market segments, making segmentation an endogenous outcome of strategic interaction. We study a model in which consumers choose segments before a monopolist sets…

Theoretical Economics · Economics 2026-05-14 Zhonghong Kuang , Sanxi Li , Yi Liu , Yang Yu

This paper presents power coordination, power generation, and power flow control schemes for supply-demand balance in distributed grid networks. Consensus schemes using only local information are employed to generate power coordination,…

Optimization and Control · Mathematics 2014-07-21 Byeong-Yeon Kim , Kwang-Kyo Oh , Hyo-Sung Ahn

Due to the COVID-19 pandemic, the global supply chain is disrupted at an unprecedented scale under uncertain and unknown trends of labor shortage, high material prices, and changing travel or trade regulations. To stay competitive,…

Multiagent Systems · Computer Science 2022-11-02 Mingjie Bi , Gongyu Chen , Dawn M. Tilbury , Siqian Shen , Kira Barton

Real-time AI services increasingly operate across the device-edge-cloud continuum, where autonomous AI agents generate latency-sensitive workloads, orchestrate multi-stage processing pipelines, and compete for shared resources under policy…

Artificial Intelligence · Computer Science 2026-03-09 Lauri Lovén , Alaa Saleh , Reza Farahani , Ilir Murturi , Miguel Bordallo López , Praveen Kumar Donta , Schahram Dustdar

We study a dynamic matching problem on a two-sided platform with unbalanced patience, in which long-lived supply accumulates over time with a unit waiting cost per period, while short-lived demand departs if not matched promptly. High- or…

Theoretical Economics · Economics 2026-02-05 Zhiyuan Chen , Rui , Chen , Ming Hu , Yun Zhou

This article intends to systematically identify and comparatively analyze state-of-the-art supply chain (SC) forecasting strategies and technologies. A novel framework has been proposed incorporating Big Data Analytics in SC Management…

Machine Learning · Computer Science 2025-09-04 Md Abrar Jahin , Md Sakib Hossain Shovon , Jungpil Shin , Istiyaque Ahmed Ridoy , M. F. Mridha

Multi-unit organizations are a form of organizations where the geographically dispersed units provide similar products or services in different markets. Deciding on an appropriate level of centralization in such organizations presents a…

General Economics · Economics 2025-08-19 Ravshanbek Khodzhimatov , Stephan Leitner , Friederike Wall

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

We have studied here the self-organising features of the dynamics of a model market, where the agents `trade' for a single commodity with their money. The model market consists of fixed numbers of economic agents, money supply and…

Statistical Mechanics · Physics 2009-10-31 Anirban Chakraborti , Srutarshi Pradhan , Bikas K. Chakrabarti

A general decentralized computational framework for set-valued state estimation and prediction for the class of systems that accept a hybrid state machine representation is considered in this article. The decentralized scheme consists of a…

Systems and Control · Computer Science 2013-02-28 Naim Bajcinca , Yashar Kouhi , Vladislav Nenchev , Jörg Raisch

The design of robust supply and distribution systems is one of the fundamental challenges at the interface of network science and logistics. Given the multitude of performance criteria, real-world constraints, and external influences acting…

Social and Information Networks · Computer Science 2021-12-07 Alexey Lyutov , Yilmaz Uygun , Marc-Thorsten Hütt

In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…

Machine Learning · Computer Science 2025-01-07 Francesco Stranieri , Fabio Stella

Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for the existence of a universal and…

Statistical Finance · Quantitative Finance 2018-03-20 Justin Sirignano , Rama Cont

In this article we revisit the classic problem of tatonnement in price formation from a microstructure point of view, reviewing a recent body of theoretical and empirical work explaining how fluctuations in supply and demand are slowly…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Jean-Philippe Bouchaud , J. Doyne Farmer , Fabrizio Lillo

This paper proposes a mathematical model for the design of a two-echelon supply chain where a set of suppliers serve a set of terminal facilities that receive uncertain customer demands. This model integrates a number of system decisions in…

Optimization and Control · Mathematics 2015-11-26 Jianxun Cui , Meng Zhao , Xiaopeng Li , Mohsen Parsafard , Shi An

Decentralized Finance (DeFi) has reshaped the possibilities of reserve banking in the form of the Collateralized Debt Position (CDP). Key to the safety of CDPs is the money supply architecture that enables issued debt to maintain its value.…

Risk Management · Quantitative Finance 2024-07-19 Yuval Boneh

The integration of renewable generation poses operational and economic challenges for the electricity grid. For the core problem of power balance, the legacy paradigm of tailoring supply to follow random demand may be inappropriate under…

Systems and Control · Computer Science 2014-09-25 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya