238 citations · 387 across the 34 of their papers we have counts for
3 papers · 1 filter
Control of Dynamic Financial Networks (The Extended Version)
Giuseppe Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
The current global financial system forms a highly interconnected network where a default in one of its nodes can propagate to many other nodes, causing a catastrophic avalanche ef…
A barrier function approach to constrained Pontryagin-based Nonlinear Model Predictive Control
Michele Pagone, Mattia Boggio, Carlo Novara +2
A Pontryagin-based approach to solve a class of constrained Nonlinear Model Predictive Control problems is proposed which employs the method of barrier functions for dealing with t…
Clearing Payments in Dynamic Financial Networks
Giuseppe C. Calafiore, Giulia Fracastoro, Anton V. Proskurnikov
This paper proposes a novel dynamical model for determining clearing payments in financial networks. We extend the classical Eisenberg-Noe model of financial contagion to multiple…