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Oil markets profoundly influence world economies through determination of prices of energy and transports. Using novel methodology devised in frequency domain, we study the information transmission mechanisms in oil-based commodity markets.…

General Finance · Quantitative Finance 2017-02-02 Tomas Krehlik , Jozef Barunik

We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources and associated economic values (prices) to different…

Optimization and Control · Mathematics 2020-07-03 Philip A. Tominac , Victor M. Zavala

The sustainability conditions for the market participants with a different ownership model were also determined. It was revealed, that the nonlinear form of the equations describing the market behavior with the prevailing private capital,…

General Finance · Quantitative Finance 2008-12-23 Viktor I. Shapovalov

Criticality has been proposed as a mechanism for the emergence of complexity, life, and computation, as it exhibits a balance between robustness and adaptability. In classic models of complex systems where structure and dynamics are…

Statistical Mechanics · Physics 2026-02-04 Fernanda Sánchez-Puig , Octavio Zapata , Omar K. Pineda , Gerardo Iñiguez , Carlos Gershenson

Although ubiquitous, interactions of groups of individuals (e.g., modern messaging applications, group meetings, or even a parliament discussion) are not yet thoroughly studied. Frequently, single-groups are modeled as critical-mass…

Physics and Society · Physics 2023-06-19 Guilherme Ferraz de Arruda , Giovanni Petri , Pablo Martín Rodriguez , Yamir Moreno

This paper develops a theory of competitive equilibrium with indivisible goods based entirely on economic conditions on demand. The key idea is to analyze complementarity and substitutability between bundles of goods, rather than merely…

Theoretical Economics · Economics 2024-12-12 Ravi Jagadeesan , Alexander Teytelboym

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

Many existing approaches for generating predictions in settings with distribution shift model distribution shifts as adversarial or low-rank in suitable representations. In various real-world settings, however, we might expect shifts to…

Machine Learning · Statistics 2023-10-31 Kirk Bansak , Elisabeth Paulson , Dominik Rothenhäusler

The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Hans-Juergen Sommers , Dmitry V. Savin , Valentin V. Sokolov

We study how product specialization choices affect supply chain resilience. We propose a theory of supply chain formation in which only compatible inputs can be used in final production. Intermediate producers choose how much to specialize…

General Economics · Economics 2026-01-28 Alessandro Ferrari , Lorenzo Pesaresi

Extreme events, exacerbated by climate change, pose significant risks to the energy system and its consumers. However there are natural limits to the degree of protection that can be delivered from a centralised market architecture.…

General Economics · Economics 2023-02-06 Farhad Billimoria , Filiberto Fele , Iacopo Savelli , Thomas Morstyn , Malcolm McCulloch

In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood and extent of short-term market stabilization. This paper…

General Finance · Quantitative Finance 2016-09-08 Philip Maymin

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

This paper introduces a distributed contingency detection algorithm for detecting unobservable contingencies in power distribution systems using stochastic hybrid system (SHS) models. We aim to tackle the challenge of limited measurement…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Erfan Mehdipour Abadi , Hamid Varmazyari , Masoud H. Nazari

Power systems normally operate at their stable operating conditions where the power supply and demand are balanced. In emergency situations, the operators proceed to cut a suitable amount of loads to rebalance the supply-demand and…

Systems and Control · Computer Science 2015-11-13 Thanh Long Vu , Hsiao-Dong Chiang , Konstantin Turitsyn

Planning, scheduling and dispatching play critical roles in the operations of a supply chain. Their definitions are clearly given through a unified view in this paper. The distinction between planning and scheduling is analyzed from the…

Optimization and Control · Mathematics 2014-07-11 Kan Wu

In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…

Quantum Physics · Physics 2009-11-07 Thomas Gorin , Thomas H. Seligman

Humanitarian logistics remain a challenging area of application for operations research. In relief distribution, the main goal is to deliver all the supplies to those that are in need in the fastest way possible. In this paper, we present…

Data Structures and Algorithms · Computer Science 2022-04-25 Jhoirene Clemente , Jessie James Suarez , Olivia Demetria , Perry Go , Dylan Salcedo

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

Sustainable energy systems require flexible elements to balance the variability of renewable energy sources. Demand response aims to adapt the demand to the variable generation, in particular by shifting the load in time. In this article,…

Physics and Society · Physics 2022-07-04 Chengyuan Han , Dirk Witthaut , Leonardo Rydin Gorjão , Philipp C. Böttcher