Related papers: Computing Tarski Fixed Points in Financial Network…
This paper discusses discrete-time maps of the form $x(k + 1) = F(x(k))$, focussing on equilibrium points of such maps. Under some circumstances, Lefschetz fixed-point theory can be used to establish the existence of a single locally…
In the load balancing problem, each node in a network is assigned a load, and the goal is to equally distribute the loads among the nodes, by preforming local load exchanges. While load balancing was extensively studied in static networks,…
The Fixed-Charge Network Flow problem is a well-studied NP-hard problem that has the goal of finding a flow in a network where fixed edge costs are incurred, regardless of the amount of flow hosted by the edge. In this paper, we consider…
We consider networks of banks with assets and liabilities. Some banks may be insolvent, and a central bank can decide which insolvent banks, if any, to bail out. We view bailouts as an optimization problem where the central bank has given…
We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to…
A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such…
Valuing corporate bonds in systemic economies is challenging due to intricate webs of inter-institutional exposures. When a bank defaults, cascading losses propagate through the network, with payments determined by a system of fixed-point…
In recent years, machine learning (ML) and neural networks (NNs) have gained widespread use and attention across various domains, particularly in transportation for achieving autonomy, including the emergence of flying taxis for urban air…
The transition to auto-bidding in online advertising has shifted the focus of auction theory from quasi-linear utility maximization to value maximization subject to financial constraints. We study mechanism design for buyers with private…
The network-based study of financial systems has received considerable attention in recent years but has seldom explicitly incorporated the dynamic aspects of such systems. We consider this problem setting from the temporal point of view…
We consider priced timed Petri nets, i.e., unbounded Petri nets where each token carries a real-valued clock. Transition arcs are labeled with time intervals, which specify constraints on the ages of tokens. Furthermore, our cost model…
The debts' clearing problem is about clearing all the debts in a group of $n$ entities (e.g. persons, companies) using a minimal number of money transaction operations. In our previous works we studied the problem, gave a dynamic…
We introduce a new threshold model of social networks, in which the nodes influenced by their neighbours can adopt one out of several alternatives. We characterize the graphs for which adoption of a product by the whole network is possible…
Fixed point algorithms play an important role to compute feasible solutions to the radio power control problems in wireless networks. Although these algorithms are shown to converge to the fixed points that give feasible problem solutions,…
We consider the minimum-norm-point (MNP) problem over polyhedra, a well-studied problem that encompasses linear programming. We present a general algorithmic framework that combines two fundamental approaches for this problem: active set…
Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…
Tipping points occur in many real-world systems, at which the system shifts suddenly from one state to another. The ability to predict the occurrence of tipping points from time series data remains an outstanding challenge and a major…
The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices into a learning framework and use the resulting models to…
Threshold-linear networks are a common class of firing rate models that describe recurrent interactions among neurons. Unlike their linear counterparts, these networks generically possess multiple stable fixed points (steady states), making…
This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…