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We present an open-source Python framework for modelling cascading physical climate risk in a spatial supply-chain economy. The framework integrates geospatial flood hazards with an agent-based model of firms and households, enabling…

Artificial Intelligence · Computer Science 2026-04-08 Yara Mohajerani

Supply chain disruptions cause shortages of raw material and products. To increase resilience, i.e., the ability to cope with shocks, substituting goods in established supply chains can become an effective alternative to creating new…

General Economics · Economics 2024-01-25 Ambra Amico , Luca Verginer , Giona Casiraghi , Giacomo Vaccario , Frank Schweitzer

We model smart grids as complex interdependent networks, and study targeted attacks on smart grids for the first time. A smart grid consists of two networks: the power network and the communication network, interconnected by edges.…

Social and Information Networks · Computer Science 2015-02-19 Sushmita Ruj , Arindam Pal

This article proposes a fundamental methodological shift in the modelling of policy interventions for sustainability transitions in order to account for complexity (e.g. self-reinforcing mechanism arising from multi-agent interactions) and…

Physics and Society · Physics 2016-03-23 J. -F. Mercure , H. Pollitt , A. M. Bassi , J. E Viñuales , N. R. Edwards

We consider the problem of risk diversification in complex networks. Nodes represent e.g. financial actors, whereas weighted links represent e.g. financial obligations (credits/debts). Each node has a risk to fail because of losses…

Physics and Society · Physics 2016-04-27 Rebekka Burkholz , Antonios Garas , Frank Schweitzer

In this paper, we study the interdependency between the power grid and the communication network used to control the grid. A communication node depends on the power grid in order to receive power for operation, and a power node depends on…

Optimization and Control · Mathematics 2014-05-13 Marzieh Parandehgheibi , Eytan Modiano , David Hay

Complex, interdependent systems are necessary to the delivery of goods and services critical to societal function. Here we demonstrate how interdependent systems respond to disruptions. Specifically, we change the spatial arrangement of a…

Physics and Society · Physics 2019-04-12 Benjamin Rachunok , Roshanak Nateghi

In this paper, we consider a general distributed system with multiple agents who select and then implement actions in the system. The system has an operator with a centralized objective. The agents, on the other hand, are selfinterested and…

Computer Science and Game Theory · Computer Science 2020-01-15 Donya Ghavidel , Pratyush Chakraborty , Enrique Baeyens , Vijay Gupta , Pramod P. Khargonekar

We study the effectiveness of recovery strategies for a dynamic model of failure spreading in networks. These strategies control the distribution of resources based on information about the current network state and network topology. In…

Physics and Society · Physics 2009-11-13 Lubos Buzna , Karsten Peters , Hendrik Ammoser , Christian Kuehnert , Dirk Helbing

The seniority of debt, which determines the order in which a bankrupt institution repays its debts, is an important and sometimes contentious feature of financial crises, yet its impact on system-wide stability is not well understood. We…

General Finance · Quantitative Finance 2015-06-25 Charles D. Brummitt , Teruyoshi Kobayashi

In financial markets, agents often mutually influence each other's investment strategies and adjust their strategies to align with others. However, there is limited quantitative study of agents' investment strategies in such scenarios. In…

Systems and Control · Electrical Eng. & Systems 2025-01-27 Huisheng Wang , H. Vicky Zhao

We introduce a novel framework for computing optimal randomized security policies in networked domains which extends previous approaches in several ways. First, we extend previous linear programming techniques for Stackelberg security games…

Computer Science and Game Theory · Computer Science 2012-10-19 Joshua Letchford , Yevgeniy Vorobeychik

In this paper the interactions between component failures are quantified and the interaction matrix and interaction network are obtained. The quantified interactions can capture the general propagation patterns of the cascades from…

Systems and Control · Computer Science 2014-08-26 Junjian Qi , Kai Sun , Shengwei Mei

This work studies the effects of a weak notion of symmetry on diffusively-coupled multi-agent systems. We focus on networks comprised of agents and controllers which are maximally equilibrium independent passive, and show that these…

Systems and Control · Computer Science 2020-07-15 Miel Sharf , Daniel Zelazo

Excessive leverage, i.e. the abuse of debt financing, is considered one of the primary factors in the default of financial institutions. Systemic risk results from correlations between individual default probabilities that cannot be…

Risk Management · Quantitative Finance 2013-03-25 Paolo Tasca , Pavlin Mavrodiev , Frank Schweitzer

We investigate a novel approach to resilient distributed optimization with quadratic costs in a multi-agent system prone to unexpected events that make some agents misbehave. In contrast to commonly adopted filtering strategies, we draw…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato

Cascading failures are a common phenomenon in complex networked systems where failures at only a few nodes may trigger a process of sequential failure. We applied a flow redistribution model to investigate the robustness against cascading…

Networking and Internet Architecture · Computer Science 2022-03-03 I-Cheng Lin , Carlee Joe-Wong , Osman Yagan

We consider a cyber-physical system consisting of two interacting networks, i.e., a cyber-network overlaying a physical-network. It is envisioned that these systems are more vulnerable to attacks since node failures in one network may…

Data Analysis, Statistics and Probability · Physics 2012-08-06 Osman Yagan , Dajun Qian , Junshan Zhang , Douglas Cochran

The aim of the strategic analysis is to (simply) carry out the game between the implementing body and possible links to the existing market situation. We are therefore playing a strategic game between us and the outside world. This…

Computer Science and Game Theory · Computer Science 2018-05-17 Grzegorz Grodzki , Henryk Piech

In this paper, we take a mechanism design approach to optimal assignment problems with asymmetrically informed buyers. In addition, the surplus generated by an assignment of a buyer to a seller may be adversely affected by externalities…

Theoretical Economics · Economics 2023-05-03 Tatiana Daddario , Richard P. McLean , Andrew Postlewaite