相关论文: Relaxation Processes in Administered-Rate Pricing

We use the annealed formulation of complex networks to study the dynamical behavior of disease spreading on both static and adaptive networked systems. This unifying approach relies on the annealed adjacency matrix, representing one network…

We propose a generalization of the Bass diffusion model in discrete-time that explicitly models the effect of price in adoption. Our model is different from earlier price-incorporated models and fits well to adoption data for various…

Several structural results for the set of competitive equilibria in trading networks with frictions are established: The lattice theorem, the rural hospitals theorem, the existence of side-optimal equilibria, and a…

A novel method of asymptotic factorization of $n \times n$ matrix functions is proposed. Considered class of matrices is motivated by certain problems originated in the elasticity theory. An example is constructed to illustrate…

In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…

We introduce a price impact model which accounts for finite market depth, tightness and resilience. Its coupled bid- and ask-price dynamics induce convex liquidity costs. We provide existence of an optimal solution to the classical problem…

We study the role of elasticity-induced facilitation on the dynamics of glass-forming liquids by a coarse-grained two-dimensional model in which local relaxation events, taking place by thermal activation, can trigger new relaxations by…

The dynamic characteristics of near-field levitation bearings have been investigated in this study. Through theoretical analysis, two different types of system stiffness are defined and derived analytically. The dynamic stiffness relates…

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

We numerically study a simple sliding system: a rigid mass pulled by a spring with a strong in-plane stiffness anisotropy and a small misalignment angle. Simulations show that the apparent stick phase appearing in this system is in reality…

We propose a new inferential methodology for dynamic economies that is robust to misspecification of the mechanism generating frictions. Economies with frictions are treated as perturbations of a frictionless economy that are consistent…

We propose a dynamical theory of market liquidity that predicts that the average supply/demand profile is V-shaped and {\it vanishes} around the current price. This result is generic, and only relies on mild assumptions about the order flow…

We develop a new identification strategy for demand estimation when cost shifters may not be available and there are substantial variations in demand over time. This approaches relies on a kind of nonlinear difference-in-differences, in…

The structural relaxation of amorphous materials is described as arising from the superposition of elementary processes with varying activation energies. We show that it is possible to obtain the kinetic parameters of these processes from…

We study non-atomic congestion games on parallel-link networks with affine cost functions. We investigate the power of machine-learned predictions in the design of coordination mechanisms aimed at minimizing the impact of selfishness. Our…

We show that for a certain class of dynamics at the nodes the response of a network of any topology to arbitrary inputs is defined in a simple way by its response to a monotone input. The nodes may have either a discrete or continuous set…

This paper proposes an adaptive mechanism for price signal generation using a piecewise linear approximation of a flexibility function with unknown parameters. In this adaptive approach, the price signal is parameterized and the parameters…

We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

This survey outlines a general and modular theory for proving approximation guarantees for equilibria of auctions in complex settings. This theory complements traditional economic techniques, which generally focus on exact and optimal…