Related papers: Flexibility can hurt dynamic matching system perfo…
I introduce a stability notion, dynamic stability, for two-sided dynamic matching markets where (i) matching opportunities arrive over time, (ii) matching is one-to-one, and (iii) matching is irreversible. The definition addresses two…
We consider a matching system with random arrivals of items of different types. The items wait in queues -- one per each item type -- until they are "matched." Each matching requires certain quantities of items of different types; after a…
We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…
We study stable matchings that are robust to preference changes in the two-sided stable matching setting of Gale and Shapley [GS62]. Given two instances $A$ and $B$ on the same set of agents, a matching is said to be robust if it is stable…
We show that financial correlations exhibit a non-trivial dynamic behavior. We introduce a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…
Balanced and swap-robust minimal trades, introduced in [1], are important for studying the balance and stability of server access request protocols under data popularity changes. Constructions of such trades have so far relied on paired…
We investigate the spatial Public Goods Game in the presence of fitness-driven and conformity-driven agents. This framework usually considers only the former type of agents, i.e., agents that tend to imitate the strategy of their fittest…
The friendship paradox is a sociological phenomenon stating that most people have fewer friends than their friends do. The generalized friendship paradox refers to the same observation for attributes other than degree, and it has been…
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…
The concept of random dynamical system is a comparatively recent development combining ideas and methods from the well developed areas of probability theory and dynamical systems. Due to our inaccurate knowledge of the particular physical…
We study the existence of stable matchings when agents have choice correspondences instead of preference relations. We extend the framework of \cite{chambers2017choice} by weakening the path independence assumption. For many-to-many…
The aim of this paper is to analyze a class of consensus algorithms with finite-time or fixed-time convergence for dynamic networks formed by agents with first-order dynamics. In particular, in the analyzed class a single evaluation of a…
Empirical evidence suggesting that living systems might operate in the vicinity of critical points, at the borderline between order and disorder, has proliferated in recent years, with examples ranging from spontaneous brain activity to…
This article addresses the challenge of adapting data-based models over time. We propose a novel two-fold modelling architecture designed to correct plant-model mismatch caused by two types of uncertainty. Out-of-domain uncertainty arises…
It is well known that the addition of noise to a multistable dynamical system can induce random transitions from one stable state to another. For low noise, the times between transitions have an exponential tail and Kramers' formula gives…
Adaptive network is a powerful presentation to describe different real-world phenomena. However, current models often neglect higher-order interactions (beyond pairwise interactions) and diverse adaptation types (cooperative and…