文章基本信息

标题：Interplays Between Systemic Risk and Network Topology in Consensus Networks * * This research is supported by AFOSR YIP FA9550-13-1-0158, NSF CAREER ECCS-1454022, and ONR YIP N00014-16-1-2645.
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作者：Christoforos Somarakis ; Christoforos Somarakis ; Milad Siami 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2016
卷号：49
期号：22
页码：333-338
DOI：10.1016/j.ifacol.2016.10.419
语种：English
出版社：Elsevier
摘要：Abstract: We consider a few notions of systemic risk measures in first-order time-invariant linear dynamic networks steered by additive noise. We establish connections between the risk measures, the connectivity properties of the communication graph and eventually the performance measure of these networks. Double inequalities are derived that bound the systemic risk measures in terms of spectral properties of the underlying graph of the network. We demonstrate that in an agreement seeking network, strengthening connectivity, decreases the risk of systemic events up to a lower limit, while in a sensor placement protocol, the possibility of systemic event can increase proportionally connectivity-which hints on emergence of an intrinsic interplay between risk and network topology.
关键词：KeywordsSystemic riskgraph topologynetworked systemssystemic performancefundamental tradeoffs