相关论文: Modeling Trust and Liquidity Under Payment System …

We consider a network of event-based systems that use a shared wireless medium to communicate with their respective controllers. These systems use a contention resolution mechanism to arbitrate access to the shared network. We identify…

Energy systems resilience is becoming increasingly important as the frequency of major grid outages increases. In this work, we present a methodology to optimize a behind-the-meter distributed energy resource system to sustain a site's…

The outage performance of wireless networks with unstructured network topologies is investigated. The network reliability perspective of graph theory is used to obtain the network outage polynomial of generalized wireless networks by…

We consider a scenario where multiple event-based systems use a wireless network to communicate with their respective controllers. These systems use a contention resolution mechanism (CRM) to arbitrate access to the network. We present a…

We investigate control of a non-linear process when communication and processing capabilities are limited. The sensor communicates with a controller node through an erasure channel which introduces i.i.d. packet dropouts. Processor…

We develop a theoretical framework that aims to link micro-level option hedging and stock-specific factor exposure with macro-level market turbulence and explain endogenous volatility amplification during gamma-squeeze events. By explicitly…

We have conducted an agent-based simulation of chain bankruptcy. The propagation of credit risk on a network, i.e., chain bankruptcy, is the key to nderstanding largesized bankruptcies. In our model, decrease of revenue by the loss of…

Security risk analysis typically treats control effectiveness as a static input, yet controls degrade through configuration drift, depend on monitoring systems that may themselves be degraded, and compete for finite remediation budgets. The…

We analyse two models of liquidity provision to determine the retail traders' preference for marketable order routing. Order internalization is captured by a model of market makers competing for the retail order flow in a Bertrand fashion.…

This paper proposes a simple model to capture the complexity of multi-layer systems where their constituent layers affect, are affected by, each other. The physical layer is a circuit composed by a power source and resistors in parallel.…

This study considers the problem of periodic event-triggered (PET) cooperative output regulation for a class of linear multi-agent systems. The advantage of the PET output regulation is that the data transmission and triggered condition are…

Pushes, falls, stampedes, and crushes are safety hazards that emerge from the collective motion of crowds, but might be avoided by better design and guidance. While pedestrian dynamics are now getting better understood on the whole, complex…

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The…

Online multi-agent control problems, where many agents pursue competing and time-varying objectives, are widespread in domains such as autonomous robotics, economics, and energy systems. In these settings, robustness to adversarial…

The real world is awash with multi-agent problems that require collective action by self-interested agents, from the routing of packets across a computer network to the management of irrigation systems. Such systems have local incentives…

Emergent effects can arise in multi-agent systems (MAS) where execution is decentralized and reliant on local information. These effects may range from minor deviations in behavior to catastrophic system failures. To formally define these…

In recent years, neural networks have demonstrated an outstanding ability to achieve complex learning tasks across various domains. However, they suffer from the "catastrophic forgetting" problem when they face a sequence of learning tasks,…

The digital economy implements complex incentive systems to retain users through point redemption. Understanding user behavior in such complex incentive structures presents a fundamental challenge, especially in estimating the value of…

Demonstrations, protests, riots, and shifts in public opinion respond to the coordinating potential of communication networks. Digital technologies have turned interpersonal networks into massive, pervasive structures that constantly…

Weighted reciprocity between two agents can be defined as the minimum of sending and receiving value in their bilateral relationship. In financial networks, such reciprocity characterizes the importance of individual banks as both liquidity…