相关论文: Modeling Trust and Liquidity Under Payment System …
We consider an automatic overload control for two large service systems modeled as multi-server queues, such as call centers. We assume that the two systems are designed to operate independently, but want to help each other respond to…
Compared to traditional neural networks with a single output channel, a multi-exit network has multiple exits that allow for early outputs from the model's intermediate layers, thus significantly improving computational efficiency while…
Consumer regret is a widespread post-purchase emotion that significantly impacts satisfaction, product returns, complaint behavior, and customer loyalty. Despite its prevalence, there is a limited understanding of why certain consumers…
Time-inconsistency is a characteristic of human behavior in which people plan for long-term benefits but take actions that differ from the plan due to conflicts with short-term benefits. Such time-inconsistent behavior is believed to be…
Runtime performance variability at the servers has been a major issue, hindering the predictable and scalable performance in modern distributed systems. Executing requests or jobs redundantly over multiple servers has been shown to be…
We study the fundamental network capacity of a multi-user wireless downlink under two assumptions: (1) Channels are not explicitly measured and thus instantaneous states are unknown, (2) Channels are modeled as ON/OFF Markov chains. This is…
Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…
We introduce a mathematical model on the dynamics of demand and supply incorporating collectability and saturation factors. Our analysis shows that when the fluctuation of the determinants of demand and supply is strong enough, there is…
We review the evidence that the erratic dynamics of markets is to a large extent of endogenous origin, i.e. determined by the trading activity itself and not due to the rational processing of exogenous news. In order to understand why and…
Controllability of multi-agent systems is determined by the interconnection topologies. In practice, losing agents can change the topologies of multi-agent systems, which may affect the controllability. This paper studies non-fragility of…
This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First,…
While $\mathcal{H}_\infty$ methods can introduce robustness against worst-case perturbations, their nominal performance under conventional stochastic disturbances is often drastically reduced. Though this fundamental tradeoff between…
We explore the effect of discounting and experimentation in a simple model of interacting adaptive agents. Agents belong to either of two types and each has to decide whether to participate a game or not, the game being profitable when…
Mobile power sources (MPSs) have been gradually deployed in microgrids as critical resources to coordinate with repair crews (RCs) towards resilience enhancement owing to their flexibility and mobility in handling the complex coupled…
We consider a computing system where a master processor assigns tasks for execution to worker processors through the Internet. We model the workers decision of whether to comply (compute the task) or not (return a bogus result to save the…
This paper proposes a new way to model behavioral agents in dynamic macro-financial environments. Agents are described as neural networks and learn policies from idiosyncratic past experiences. I investigate the feedback between…
The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…
In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our…
Multistability-induced hysteresis has been widely studied in mechanical systems, but such behavior has proven more difficult to reproduce experimentally in flow networks. Natural flow networks like animal and plant vasculature can exhibit…
Agents' heterogeneity is recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons, we embed this concept in a continuous time stochastic volatility…