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In this paper, we study a model reduction technique for leader-follower networked multi-agent systems defined on weighted, undirected graphs with arbitrary linear multivariable agent dynamics. In the network graph of this network, nodes…
Electric power-systems are one of the most important critical infrastructures. In recent years, they have been exposed to extreme stress due to the increasing demand, the introduction of distributed renewable energy sources, and the…
In this article, we present a discrete time modeling framework, in which the shape and dynamics of a Limit Order Book (LOB) arise endogenously from an equilibrium between multiple market participants (agents). We use the proposed modeling…
Online social networks (OSN) are prime examples of socio-technical systems in which individuals interact via a technical platform. OSN are very volatile because users enter and exit and frequently change their interactions. This makes the…
Strategic customer behavior is strongly influenced by the level of information that is provided to customers. Hence, to optimize the design of queueing systems, many studies consider various versions of the same service model and compare…
We study the well-posedness of a class of dynamical flow network systems describing the dynamical mass balance among a finite number of cells exchanging flow of a commodity between themselves and with the external environment. Systems in…
We introduce a model for mobile, multi-agent information transfer that increases the communication covertness through a protocol which also increases the information transfer delay. Covertness is achieved in the presence of a warden who has…
We study feedback control of a dynamical process over a lossy channel equipped with a hybrid automatic repeat request protocol that connects a sensor to an actuator. The dynamical process is modeled by a Gauss-Markov process, and the lossy…
Despite increasing attention paid to the need for fast, scalable methods to analyze next-generation neuroscience data, comparatively little attention has been paid to the development of similar methods for behavioral analysis. Just as the…
We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark-to-market valuation adjustment for interbank…
We discuss the stationary states of a model economy in which $N$ heterogeneous adaptive consumers purchase commodity bundles repeatedly from $P$ sellers. The system undergoes a transition from an inefficient to an efficient state as the…
Large language models can follow complex instructions in a single turn, yet over long multi-turn interactions they often lose the thread of instructions, persona, and rules. This degradation has been measured behaviorally but not…
Learning and memory are intertwined in our brain and their relationship is at the core of several recent neural network models. In particular, the Attention-Gated MEmory Tagging model (AuGMEnT) is a reinforcement learning network with an…
We relax the strong rationality assumption for the agents in the paradigmatic Kyle model of price formation, thereby reconciling the framework of asymmetrically informed traders with the Adaptive Market Hypothesis, where agents use…
A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing…
We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…
Advances in artificial intelligence often stem from the development of new environments that abstract real-world situations into a form where research can be done conveniently. This paper contributes such an environment based on ideas…
We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the…
Multi-connectivity facilitates higher throughput, shorter delay, and lower outage probability for a user in a wireless network. Considering these promises, a rationale policy for a network operator would be to implement multi-connectivity…
We study the conditions under which input-output networks can dynamically attain a competitive equilibrium, where markets clear and profits are zero. We endow a classical firm network model with minimal dynamical rules that reduce…