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Fabio Fagnani

Publications and source records attributed to Fabio Fagnani.

At least 19 recordsLinked to original sources

Intervention problems in the Linear Threshold Model: A general formulation and new results

We study an optimal intervention problem for linear threshold models. This is a popular class of dynamical network systems whereby a number of agents, identified with the nodes of a graph, strategically change their binary action (0 or 1) according to a threshold rule. Specifically, an agent adopts action 1 if and only if the fraction of its neighbors in the interaction graph that do so is greater than or equal to a prescribed threshold. Assuming that a planner can modify the agents' thresholds at a cost equal to the aggregate threshold increase, we study the minimum intervention cost needed to ensure global convergence to the all-1 configuration. Our main contribution is the introduction of a new graph-theoretic quantity, called oriented path number, that is the minimum number of disjoint paths needed to cover the graph that can be oriented to form a directed acyclic graph. When thresholds are all equal to 1/2, the optimal cost is shown to coincide with the oriented path number, whereas, in the general case, it turns out to be the main ingredient of a bound on the optimal intervention cost.

math.OC

Equilibria in Network Constrained Markets with System Operator

We study a networked economic system composed of $n$ producers supplying a single homogeneous good to a number of geographically separated markets and of a centralized authority, called the market maker. Producers compete à la Cournot, by choosing the quantities of good to supply to each market they have access to in order to maximize their profit. Every market is characterized by its inverse demand functions returning the unit price of the considered good as a function of the total available quantity. Markets are interconnected by a dispatch network through which quantities of the considered good can flow within finite capacity constraints and possibly satisfying additional linear physical constraints. Such flows are determined by the action of a system operator, who aims at maximizing a designated welfare function. We model such competition as a strategic game with $n+1$ players: the producers and the system operator. For this game, we first establish the existence of pure-strategy Nash equilibria under standard concavity assumptions. We then identify sufficient conditions for the game to be exact potential with an essentially unique Nash equilibrium. Next, we present a general result that connects the optimal action of the system operator with the capacity constraints imposed on the network. For the commonly used Walrasian welfare, our finding proves a connection between capacity bottlenecks in the market network and the emergence of price differences between markets separated by saturated lines. This phenomenon is frequently observed in real-world scenarios, for instance in power networks. Finally, we validate the model with data from the Italian day-ahead electricity market.

cs.GT

Network Behavioral-Feedback SIR Epidemic Model

We propose a network behavioral-feedback Susceptible-Infected-Recovered (SIR) epidemic model in which the interaction matrix describing the infection rates across subpopulations depends in feedback on the current epidemic state. This model captures both heterogeneities in individuals mixing, contact frequency, aptitude to contract and spread the infection, and endogenous behavioral responses such as voluntary social distancing and the adoption of self-protective measures. We study the stability of the equilibria and illustrate through several examples how the shape of the stability region depends on the structure of the interaction matrix, providing insights for the design of effective control strategies. We then analyze the transient behavior of the dynamics, showing that, for a special class of rank-1 interaction matrices, there always exists an aggregate infection curve that exhibits a unimodal behavior, expanding the results on the unimodality of infection curve known in the literature of epidemic models and paving the way for future control applications.

math.DS

Pivot-and-Station Multi-Agent Path Finding: Solvability, Complexity, and Algorithms

Automated high-density storage systems (warehouses, robotic parking, plant logistics, etc.) require fleets of agents to move through scarce task-critical resources and then park without obstructing future operations. We introduce Pivot-and-Station Multi-Agent Path Finding (PS-MAPF), a MAPF variant in which a subset of tasked agents must each visit one of a set of interchangeable pivots (e.g., workstations) before the entire fleet terminates at anonymous stations, one agent per station. We characterize solvability completely: every instance on a 2-edge-connected graph is solvable, and, on arbitrary connected graphs, a structural effective-distance measure relative to the number of unoccupied vertices gives a necessary and sufficient condition. We prove that minimizing station-makespan or station-flowtime is NP-hard already with a single pivot. We present three algorithms, a complete baseline, a SAT-based optimal solver, and Pivot-Prioritized Planning (PPP), the last solving 74-89% of benchmark instances with makespan and flowtime orders of magnitude below the baseline.

cs.AI

On Signed Network Games with Binary Actions

We study binary-action pairwise-separable graphical games that encompass both coordination and anti-coordination network games. Our model is grounded in an underlying directed signed graph, where each link is associated with a signed weight that describes both nature and the strength of the strategic pairwise interaction. Specifically, positive link weight corresponds to a strategic complement type interaction, whereas negative link weight corresponds to strategic substitute type interaction. The utility for each player is then an aggregation of pairwise terms determined by the weights of the signed graph in addition to an individual bias term. We consider a scenario that assumes the presence of a prominent cohesive subset of players, who are either connected exclusively by positive weights, or form a structurally balanced subset that can be bipartitioned into two adversarial subcommunities with positive intra-community and negative inter-community edges. Under suitable properties of the game restricted to the remaining players, our results guarantee the existence of Nash equilibria characterized by either consensus or polarization within the first group, as well as their stability under best response transitions. Our results can be interpreted as robustness results, building on the super-modular properties of network coordination games and on a novel use of the concept of graph cohesiveness.

cs.GT

Optimal Interventions on the Linear Threshold Model in Large-Scale Networks

We study an optimal intervention problem on the linear threshold model (LTM) in which a social planner aims to design minimal-cost interventions that modify the agents' thresholds, under the constraint that at least a predefined fraction of agents reaches a given state after a finite number of iterations. While this problem is known to be NP-hard and its exact solution requires full knowledge of the network structure, we focus on approximate solutions for large-scale networks and assume that the planner has only statistical knowledge of the network. In particular, we build on a local mean-field approximation of the LTM that is known to hold true on large-scale random networks, and reformulate the optimal intervention problem as a linear program with an infinite set of constraints. We then show how to approximate the solutions of the latter problem by standard linear programs with finitely many constraints. Finally, our approach is validated through numerical experiments on real-world networks and compared both with optimal seeding and state-of-the-art algorithms for the least-cost influence.

cs.GT

Rigidity and default in production networks

This paper studies the transmission of productivity shocks in general equilibrium production networks, when firms in different sectors operate under informational rigidity and rely on external debt. Rigidity breaks the Modigliani-Miller irrelevance of leverage and may generate default following shocks, even in equilibrium. The economy consists of firms, banks, and consumers. Under proportional shock transmission, we prove that a unique Walrasian rigid equilibrium exists and provide explicit expressions for equilibrium quantities, prices, and interest rates. We show that, on the one hand, Hulten's theorem fails under rigidity, even without leverage. On the other hand, we prove that welfare is smaller than in the first best if and only if both leverage and rigidity exist. The latter increase the total cost of debt and have inflationary effects on the levered sectors, which propagate downstream, and shift consumption and labor upstream. The occurrence of default depends solely on real shocks and the network structure, while the magnitude of the losses depends also on the connectedness of the economy and the cost of debt of the connected sectors. We provide conditions for default cascades to occur and study two examples of default propagation.

econ.TH

Optimal Control of Behavioral-Feedback SIR Epidemic Model

We consider a behavioral-feedback SIR epidemic model, in which the infection rate depends in feedback on the fractions of susceptible and infected agents, respectively. The considered model allows one to account for endogenous adaptation mechanisms of the agents in response to the epidemics, such as voluntary social distancing, or the adoption of face masks. For this model, we formulate an optimal control problem for a social planner that has the ability to reduce the infection rate to keep the infection curve below a certain threshold within an infinite time horizon, while minimizing the intervention cost. Based on the dynamic properties of the model, we prove that, under quite general conditions on the infection rate, the filling the box strategy is the optimal control. This strategy consists in letting the epidemics spread without intervention until the threshold is reached, then applying the minimum control that leaves the fraction of infected individuals constantly at the threshold until the reproduction number becomes less than one and the infection naturally fades out. Our result generalizes one available in the literature for the equivalent problem formulated for the classical SIR model, which can be recovered as a special case of our model when the infection rate is constant. Our contribution enhances the understanding of epidemic management with adaptive human behavior, offering insights for robust containment strategies.

eess.SY

Continuous-Time Distributed Learning for Collective Wisdom Maximization

Motivated by the well established idea that collective wisdom is greater than that of an individual, we propose a novel learning dynamics as a sort of companion to the Abelson model of opinion dynamics. Agents are assumed to make independent guesses about the true state of the world after which they engage in opinion exchange leading to consensus. We investigate the problem of finding the optimal parameters for this exchange, e.g. those that minimize the variance of the consensus value. Specifically, the parameter we examine is susceptibility to opinion change. We propose a dynamics for distributed learning of the optimal parameters and analytically show that it converges for all relevant initial conditions by linking to well established results from consensus theory. Lastly, a numerical example provides intuition on both system behavior and our proof methods.

eess.SY

Behavioral-feedback SIR epidemic model: analysis and control

This paper investigates a behavioral-feedback SIR model in which the infection rate adapts dynamically based on the fractions of susceptible and infected individuals. We introduce an invariant of motion and we characterize the peak of infection. We further examine the system under a threshold constraint on the infection level. Based on this analysis, we formulate an optimal control problem to keep the infection curve below a healthcare capacity threshold while minimizing the economic cost. For this problem, we study a feasible strategy that involves applying the minimal necessary restrictions to meet the capacity constraint and characterize the corresponding cost.

q-bio.PE

Optimal interventions in opinion dynamics on large-scale, time-varying, random networks

We consider two optimization problems in which a planner aims to influence the average transient opinion in the Friedkin-Johnsen dynamics on a network by intervening on the agents' innate opinions. Solving these problems requires full network knowledge, which is often not available because of the cost involved in collecting this information or due to privacy considerations. For this reason, we focus on intervention strategies that are based on statistical instead of exact knowledge of the network. We focus on a time-varying random network model where the network is resampled at each time step and formulate two intervention problems in this setting. We show that these problems can be casted into mixed integer linear programs in the type space, where the type of a node captures its out- and in-degree and other local features of the nodes, and provide a closed form solution for one of the two problems. The integer constraints may be easily removed using probabilistic interventions leading to linear programs. Finally, we show by a numerical analysis that there are cases in which the derived optimal interventions on time-varying networks can lead to close to optimal interventions on fixed networks.

physics.soc-ph

Wisdom of Crowds Through Myopic Self-Confidence Adaptation

The wisdom of crowds is an umbrella term for phenomena suggesting that the collective judgment or decision of a large group can be more accurate than the individual judgments or decisions of the group members. A well-known example illustrating this concept is the competition at a country fair described by Galton, where the median value of the individual guesses about the weight of an ox resulted in an astonishingly accurate estimate of the actual weight. This phenomenon resembles classical results in probability theory and relies on independent decision-making. The accuracy of the group's final decision can be significantly reduced if the final agents' opinions are driven by a few influential agents. In this paper, we consider a group of agents who initially possess uncorrelated and unbiased noisy measurements of a common state of the world. Assume these agents iteratively update their estimates according to a simple non-Bayesian learning rule, commonly known in mathematical sociology as the French-DeGroot dynamics or iterative opinion pooling. As a result of this iterative distributed averaging process, each agent arrives at an asymptotic estimate of the state of the world, with the variance of this estimate determined by the matrix of weights the agents assign to each other. Every agent aims at minimizing the variance of her asymptotic estimate of the state of the world; however, such variance is also influenced by the weights allocated by other agents. To achieve the best possible estimate, the agents must then solve a game-theoretic, multi-objective optimization problem defined by the available sets of influence weights. We characterize both the Pareto frontier and the set of Nash equilibria in the resulting game. Additionally, we examine asynchronous best-response dynamics for the group of agents and prove their convergence to the set of strict Nash equilibria.

math.OC

How competitive are pay-as-bid auction games?

We study the pay-as-bid auction game, a supply function model with discriminatory pricing and asymmetric firms. In this game, strategies are non-decreasing supply functions relating pric to quantity and the exact choice of the strategy space turns out to be a crucial issue: when it includes all non-decreasing continuous functions, pure-strategy Nash equilibria often fail to exist. To overcome this, we restrict the strategy space to the set of Lipschitz-continuous functions and we prove that Nash equilibria always exist (under standard concavity assumptions) and consist of functions that are affine on their own support and have slope equal to the maximum allowed Lipschitz constant. We further show that the Nash equilibrium is unique up to the market-clearing price when the demand is affine and the asymmetric marginal production costs are homogeneous in zero. For quadratic production costs, we derive a closed-form expression and we compute the limit as the allowed Lipschitz constant grows to infinity. Our results show that in the limit the pay-as-bid auction game achieves perfect competition with efficient allocation and induces a lower market-clearing price compared to supply function models based on uniform price auctions.

math.OC

Optimal selection of the most informative nodes for a noisy DeGroot model with stubborn agents

Finding the optimal subset of individuals to observe in order to obtain the best estimate of the average opinion of a society is a crucial problem in a wide range of applications, including policy-making, strategic business decisions, and the analysis of sociological trends. We consider the opinion vector X to be updated according to a DeGroot opinion dynamical model with stubborn agents, subject to perturbations from external random noise, which can be interpreted as transmission errors. The objective function of the optimization problem is the variance reduction achieved by observing the equilibrium opinions of a subset K of agents. We demonstrate that, under this specific setting, the objective function exhibits the property of submodularity. This allows us to effectively design a Greedy Algorithm to solve the problem, significantly reducing its computational complexity. Simple examples are provided to validate our results.

math.OC

An invariance principle based concentration result for large-scale stochastic pairwise interaction network systems

We study stochastic pairwise interaction network systems whereby a finite population of agents, identified with the nodes of a graph, update their states in response to both individual mutations and pairwise interactions with their neighbors. The considered class of systems include the main epidemic models -such as the SIS, SIR, and SIRS models-, certain social dynamics models -such as the voter and anti-voter models-, as well as evolutionary dynamics on graphs. Since these stochastic systems fall into the class of finite-state Markov chains, they always admit stationary distributions. We analyze the asymptotic behavior of these stationary distributions in the limit as the population size grows large while the interaction network maintains certain mixing properties. Our approach relies on the use of Lyapunov-type functions to obtain concentration results on these stationary distributions. Notably, our results are not limited to fully mixed population models, as they do apply to a much broader spectrum of interaction network structures, including, e.g., Erdöos-Rényi random graphs.

eess.SY

On the dynamic behavior of the network SIR epidemic model

We study a susceptible-infected-recovered (SIR) epidemic model on a network of $n$ interacting subpopulations. We analyze the transient and asymptotic behavior of the infection dynamics in each node of the network. In contrast to the classical scalar epidemic SIR model, where the infection curve is known to be unimodal (either always decreasing over time, or initially increasing until reaching a peak and from then on monotonically decreasing and asymptotically vanishing), we show the possible occurrence of multimodal infection curves in the network SIR epidemic model with $n\ge2$ subpopulations. We then focus on the special case of rank-$1$ interaction matrices, modeling subpopulations of homogeneously mixing individuals with different activity rates, susceptibility to the disease, and infectivity levels. For this special case, we find $n$ invariants of motion and provide an explicit expression for the limit equilibrium point. We also determine necessary and sufficient conditions for stability of the equilibrium points. We then establish an upper bound on the number of changes of monotonicity of the infection curve at the single node level and provide sufficient conditions for its multimodality. Finally, we present some numerical results revealing that, in the case of interaction matrices with rank larger than $1$, the single nodes' infection curves may display multiple peaks.

math.DS

On a Network Centrality Maximization Game

We study a network formation game where $n$ players, identified with the nodes of a directed graph to be formed, choose where to wire their outgoing links in order to maximize their PageRank centrality. Specifically, the action of every player $i$ consists in the wiring of a predetermined number $d_i$ of directed out-links, and her utility is her own PageRank centrality in the network resulting from the actions of all players. We show that this is a potential game and that the best response correspondence always exhibits a local structure in that it is never convenient for a node $i$ to link to other nodes that are at incoming distance more than $d_i $ from her. We then study the equilibria of this game determining necessary conditions for a graph to be a (strict, recurrent) Nash equilibrium. Moreover, in the homogeneous case, where players all have the same number $d$ of out-links, we characterize the structure of the potential maximizing equilibria and, in the special cases $ d=1 $ and $ d=2 $, we provide a complete classification of the set of (strict, recurrent) Nash equilibria. Our analysis shows in particular that the considered formation mechanism leads to the emergence of undirected and disconnected or loosely connected networks.

cs.SI

Nash equilibria of the pay-as-bid auction with K-Lipschitz supply functions

We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum unit price p. The market clears at the price at which the aggregate demand intersects the total supply and firms are paid the bid prices. We study a game theoretic model of competition among such firms and focus on its equilibria (Supply function equilibrium). The game we consider is a generalization of both models where firms can either set a fixed quantity (Cournot model) or set a fixed price (Bertrand model). Our main result is to prove existence and provide a characterization of (pure strategy) Nash equilibria in the space of K-Lipschitz supply functions.

eess.SY