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  • 标题:Systemic risk and network intervention
  • 本地全文:下载
  • 作者:Luca Damonte ; Giacomo Como ; Fabio Fagnani
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2020
  • 卷号:53
  • 期号:2
  • 页码:2856-2861
  • DOI:10.1016/j.ifacol.2020.12.956
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractWe consider a novel adversarial shock/protection problem for a class of network equilibria models emerging from a variety of different fields as continuous network games, production networks, opinion dynamic models. The problem is casted into a min-max problem and analytically solved for two particular cases of aggregate performances: the mean square of the equilibrium or of its arithmetic mean. The main result is on the shape of the solutions, typically exhibiting a waterfilling type structure with the optimal protection concentrated in a proper subset of the nodes, depending significantly on the aggregate performance considered. The relation of the optimal protection with the Bonacich centrality is also considered.
  • 关键词:KeywordsNetwork interventionsSystemic riskProtections on networkMin-max problemBonacich centrality
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