Related papers: Systemic Measures for Performance and Robustness o…
We propose an axiomatic approach for design and performance analysis of noisy linear consensus networks by introducing a notion of systemic performance measure. This class of measures are spectral functions of Laplacian eigenvalues of the…
We consider performance deterioration of interconnected linear dynamical networks subject to exogenous stochastic disturbances. The focus of this paper is on first-order and second-order linear consensus networks. We employ the expected…
In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…
We propose a new framework that unifies different fairness measures into a general, parameterized class of convex fairness measures suitable for optimization contexts. First, we propose a new class of order-based fairness measures, discuss…
Resilience broadly describes a quality of withstanding perturbations. Measures of system resilience have gathered increasing attention across applied disciplines, yet existing metrics often lack computational accessibility and…
We show that the steady-state variance as a performance measure for a class of networked linear control systems is expressible as the summation of a rational function over the Laplacian eigenvalues of the network graph. Moreover, we…
Network robustness research aims at finding a measure to quantify network robustness. Once such a measure has been established, we will be able to compare networks, to improve existing networks and to design new networks that are able to…
In this work we give a comprehensive overview of the time consistency property of dynamic risk and performance measures, focusing on a the discrete time setup. The two key operational concepts used throughout are the notion of the…
This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…
Resilience has become a key aspect in the design of contemporary infrastructure networks. This comes as a result of ever-increasing loads, limited physical capacity, and fast-growing levels of interconnectedness and complexity due to the…
In recent years, it has become apparent that an isolated microprudential approach to capital adequacy requirements of individual institutions is insufficient. It can increase the homogeneity of the financial system and ultimately the cost…
We generalize the system level synthesis framework to systems defined by bounded causal linear operators, and use this parameterization to make connections between robust system level synthesis and classical results from the robust control…
This paper focuses on the performance and the robustness analysis of stochastic jump linear systems. The state trajectory under stochastic jump process becomes random variables, which brings forth the probability distributions in the system…
This paper introduces some tools from graph theory and distributed consensus algorithms to construct an optimal, yet robust, hierarchical information sharing structure for large-scale decision making and control problems. The proposed…
The financial crisis has dramatically demonstrated that the traditional approach to apply univariate monetary risk measures to single institutions does not capture sufficiently the perilous systemic risk that is generated by the…
Contraction metrics are crucial in control theory because they provide a powerful framework for analyzing stability, robustness, and convergence of various dynamical systems. However, identifying these metrics for complex nonlinear systems…
In various applications involving complex networks, network measures are employed to assess the relative importance of network nodes. However, the robustness of such measures in the presence of link inaccuracies has not been well…
This paper is Part II of a two-part series devoting to the study of systematic measures in a complex bio-network modeled by a system of ordinary differential equations. In this part, we quantify several systematic measures of a biological…
We consider the problem of robustness in large consensus networks that occur in many areas such as distributed optimization. Robustness, in this context, is the scaling of performance measures, e.g. H2-norm, as a function of network…
Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…