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We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Computer Science and Game Theory · Computer Science 2021-07-19 Constandina Koki , Stefanos Leonardos , Costis Melolidakis

We study a supply chain consisting of production-inventory systems at several locations which are coupled by a common supplier. Demand of customers arrives at each production system according to a Poisson process and is lost if the local…

Probability · Mathematics 2023-03-21 Sonja Otten

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

Systems and Control · Computer Science 2016-11-26 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun

We study the stability of a Markovian model of electricity production and consumption that incorporates production volatility due to renewables and uncertainty about actual demand versus planned production. We assume that the energy…

Systems and Control · Computer Science 2013-04-23 Jean-Yves Le Boudec , Dan-Cristian Tomozei

We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…

Systems and Control · Computer Science 2018-04-23 Ahmet Cetinkaya , Hideaki Ishii , Tomohisa Hayakawa

Pulse stabilization of cycles with Prediction-Based Control including noise and stochastic stabilization of maps with multiple equilibrium points is analyzed for continuous but, generally, non-smooth maps. Sufficient conditions of global…

Dynamical Systems · Mathematics 2022-08-19 Elena Braverman , Alexandra Rodkina

Control systems can show robustness to many events, like disturbances and model inaccuracies. It is natural to speculate that they are also robust to sporadic deadline misses when implemented as digital tasks on an embedded platform. This…

Optimization and Control · Mathematics 2022-08-31 Nils Vreman , Paolo Pazzaglia , Jie Wang , Victor Magron , Martina Maggio

Modern control systems must operate in increasingly complex environments subject to safety constraints and input limits, and are often implemented in a hierarchical fashion with different controllers running at multiple time scales. Yet…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Noel Csomay-Shanklin , Andrew J. Taylor , Ugo Rosolia , Aaron D. Ames

We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…

Systems and Control · Electrical Eng. & Systems 2022-11-23 Margaret P. Chapman , Dionysios S. Kalogerias

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…

Dynamical Systems · Mathematics 2018-04-04 Fadi Antown , Davor Dragičević , Gary Froyland

In this paper, we study stabilizability of discrete-time switched linear systems where the switching signal is considered as an arbitrary disturbance (and not a control variable). We characterize feedback stabilization via necessary and…

Optimization and Control · Mathematics 2025-06-05 Thiago Alves Lima , Matteo Della Rossa , Antoine Girard

This paper investigates the finite time stabilization problem for a class of nonlinear systems with unknown control directions and unstructured uncertainties. The unstructured uncertainties indicate that not only the parameters but also the…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Shiqi Zheng , Shihao Wang , Xiang Chen , Yuanlong Xie

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

Optimization and Control · Mathematics 2018-05-28 Marc Hohmann , Joseph Warrington , John Lygeros

We analyze the stability of the Rate Control Protocol (RCP) using two different models that have been proposed in literature. Our objective is to better understand the impact of the protocol parameters and the effect different forms of…

Networking and Internet Architecture · Computer Science 2016-03-22 Abhijit Kiran Valluri

Many natural and man-made network systems need to maintain certain patterns, such as working at equilibria or limit cycles, to function properly. Thus, the ability to stabilize such patterns is crucial. Most of the existing studies on…

Optimization and Control · Mathematics 2025-09-30 Alberto Maria Nobili , Yuzhen Qin , Carlo Alberto Avizzano , Danielle S. Bassett , Fabio Pasqualetti

We study the stability of the fixed-point solution of an array of mutually coupled logistic maps, focusing on the influence of the delay times, $\tau_{ij}$, of the interaction between the $i$th and $j$th maps. Two of us recently reported…

Chaotic Dynamics · Physics 2009-11-11 Arturo C. Marti , Marcelo Ponce , Cristina Masoller

The `Black Thursday' crisis in cryptocurrency markets demonstrated deleveraging risks in over-collateralized non-custodial stablecoins. We develop a stochastic model that helps explain deleveraging crises in these over-collateralized…

Trading and Market Microstructure · Quantitative Finance 2022-08-02 Ariah Klages-Mundt , Andreea Minca

We introduce a parsimonious multi-sector model of international production and use it to study the impact of a disruption in the production of some goods propagates to other goods and consumers, and how that impact depends on the goods'…

General Economics · Economics 2026-01-16 Matthew L. Elliott , Matthew O. Jackson

Time series forecasting is a critical first step in generating demand plans for supply chains. Experiments on time series models typically focus on demonstrating improvements in forecast accuracy over existing/baseline solutions, quantified…

Machine Learning · Computer Science 2025-08-15 Steven Klee , Yuntian Xia
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