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Since early 2020, the world has been dealing with a raging pandemic outbreak: COVID-19. A year later, vaccines have become accessible, but in limited quantities, so that governments needed to devise a strategy to decide which part of the…

Populations and Evolution · Quantitative Biology 2022-04-13 Sander Tonkens , Paul de Klaver , Mauro Salazar

During the COVID-19 pandemic, many organizations (e.g. businesses, companies, government facilities, etc.) have attempted to reduce infection risk by employing partial home office strategies. However, working from home can also reduce…

Data Structures and Algorithms · Computer Science 2022-04-05 Mansoor Davoodi , Abhishek Senapati , Adam Mertel , Weronika Schlechte-Welnicz , Justin M. Calabrese

During the COVID-19 pandemic of 2019/2020, authorities have used temporary ad-hoc policy measures, such as lockdowns and mass quarantines, to slow its transmission. However, the consequences of widespread use of these unprecedented measures…

The continuously growing number of COVID-19 cases pressures healthcare services worldwide. Accurate short-term forecasting is thus vital to support country-level policy making. The strategies adopted by countries to combat the pandemic…

Methodology · Statistics 2021-04-07 Thiago de Paula Oliveira , Rafael de Andrade Moral

Motivated with various responses of world governments to COVID-19, here we develop a toy model of the dependence epidemics spreading on the availability of tests for disease. Our model, that we call SUDR+K, is based on usual SIR model, but…

Populations and Evolution · Quantitative Biology 2020-12-01 Vinko Zlatić , Irena Barjašić , Andrea Kadović , Hrvoje Štefančić , Andrea Gabrielli

Maintaining energy balance and economical operation is significant for multi-energy systems such as the energy hub. However, it is usually challenged by the frequently changing and unpredictable uncertainties at different timescales. Under…

Computational Engineering, Finance, and Science · Computer Science 2022-03-03 Jiaxin Cao , Bo Yang , Shanying Zhu , Chi Yung Chung , Xinping Guan

Online marketplaces increasingly do more than simply match buyers and sellers: they route orders across competing sellers and, in many categories, offer ancillary fulfillment services that make seller inventory a source of platform revenue.…

Multiagent Systems · Computer Science 2026-04-09 Rene Caldentey , Tong Xie

We develop an analytical framework to study experimental design in two-sided marketplaces. Many of these experiments exhibit interference, where an intervention applied to one market participant influences the behavior of another…

Methodology · Statistics 2021-09-28 Ramesh Johari , Hannah Li , Inessa Liskovich , Gabriel Weintraub

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 introduce the Estimated Dynamic Equilibrium Model (EDEM), an agent-based framework that treats supply and demand as a coupled stochastic process driven by heterogeneous, noisy agent valuations. The model's primary technical contribution…

Multiagent Systems · Computer Science 2026-05-18 Mikhail L. Arbuzov , Sisong Bei , Alexey Shvets

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

Accurate forecasts of COVID-19 is central to resource management and building strategies to deal with the epidemic. We propose a heterogeneous infection rate model with human mobility for epidemic modeling, a preliminary version of which we…

Populations and Evolution · Quantitative Biology 2020-05-06 Ajitesh Srivastava , Viktor K. Prasanna

Classical approaches to experimental design assume that intervening on one unit does not affect other units. There are many important settings, however, where this non-interference assumption does not hold, as when running experiments on…

Optimization and Control · Mathematics 2020-07-01 Stefan Wager , Kuang Xu

We consider the problem of preparing for a disaster season by determining where to open warehouses and how much relief item inventory to preposition in each. Then, after each disaster, prepositioned items are distributed to demand nodes…

Optimization and Control · Mathematics 2022-07-04 Karmel S. Shehadeh , Emily L. Tucker

The world is not static: This causes real-world time series to change over time through external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pandemic. We present an adaptive sampling strategy that…

We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time-line of the 2009-2011 Eurozone crisis correctly. We show…

Risk Management · Quantitative Finance 2016-10-05 Nima Dehmamy , Sergey Buldyrev , Shlomo Havlin , Harry Eugene Stanley , Irena Vodenska

An evolutionary game model is developed to study the interplay between consumers and producers when trade takes place on an e-commerce marketplace. The type of delivery service available and consumers' taste are particularly important…

General Finance · Quantitative Finance 2021-05-17 André Barreira da Silva Rocha , Matheus Oliveira Meirim , Lara Corrêa Nogueira

We study a passenger-taxi double-ended queue with impatient passengers and two-point matching time in this paper. The system considered in this paper is different from those considered in the existing literature, which fully considers the…

Probability · Mathematics 2021-01-29 Zhen Wang , Cheryl Yang , Liwei Liu , Yiqiang Q. Zhao

In part I of this analysis, the striking similarities of the declining oil production in the North Sea, Indonesia and Mexico were used to model the future maximum possible oil production per annum in all larger countries and regions of the…

Physics and Society · Physics 2017-08-11 Michael Dittmar

This paper addresses the portfolio selection problem for nonlinear law-dependent preferences in continuous time, which inherently exhibit time inconsistency. Employing the method of stochastic maximum principle, we establish verification…

Mathematical Finance · Quantitative Finance 2023-11-15 Zongxia Liang , Jianming Xia , Fengyi Yuan