Giacomo Como

Martina Vanelli, Laura Arditti, Giacomo Como et al.

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.

Daron Acemoglu, Giacomo Como, Fabio Fagnani et al.

We study a tractable opinion dynamics model that generates long-run disagreements and persistent opinion fluctuations. Our model involves an inhomogeneous stochastic gossip process of continuous opinion dynamics in a society consisting of two types of agents: regular agents, who update their beliefs according to information that they receive from their social neighbors; and stubborn agents, who never update their opinions. When the society contains stubborn agents with different opinions, the belief dynamics never lead to a consensus (among the regular agents). Instead, beliefs in the society fail to converge almost surely, the belief profile keeps on fluctuating in an ergodic fashion, and it converges in law to a non-degenerate random vector. The structure of the network and the location of the stubborn agents within it shape the opinion dynamics. The expected belief vector evolves according to an ordinary differential equation coinciding with the Kolmogorov backward equation of a continuous-time Markov chain with absorbing states corresponding to the stubborn agents and converges to a harmonic vector, with every regular agent's value being the weighted average of its neighbors' values, and boundary conditions corresponding to the stubborn agents'. Expected cross-products of the agents' beliefs allow for a similar characterization in terms of coupled Markov chains on the network. We prove that, in large-scale societies which are highly fluid, meaning that the product of the mixing time of the Markov chain on the graph describing the social network and the relative size of the linkages to stubborn agents vanishes as the population size grows large, a condition of \emph{homogeneous influence} emerges, whereby the stationary beliefs' marginal distributions of most of the regular agents have approximately equal first and second moments.

Giacomo Como, Ketan Savla, Daron Acemoglu et al.

Strong resilience properties of dynamical flow networks are analyzed for distributed routing policies. The latter are characterized by the property that the way the inflow at a non-destination node gets split among its outgoing links is allowed to depend only on local information about the current particle densities on the outgoing links. The strong resilience of the network is defined as the infimum sum of link-wise flow capacity reductions under which the network cannot maintain the asymptotic total inflow to the destination node to be equal to the inflow at the origin. A class of distributed routing policies that are locally responsive to local information is shown to yield the maximum possible strong resilience under such local information constraints for an acyclic dynamical flow network with a single origin-destination pair. The maximal strong resilience achievable is shown to be equal to the minimum node residual capacity of the network. The latter depends on the limit flow of the unperturbed network and is defined as the minimum, among all the non-destination nodes, of the sum, over all the links outgoing from the node, of the differences between the maximum flow capacity and the limit flow of the unperturbed network. We propose a simple convex optimization problem to solve for equilibrium limit flows of the unperturbed network that minimize average delay subject to strong resilience guarantees, and discuss the use of tolls to induce such an equilibrium limit flow in transportation networks. Finally, we present illustrative simulations to discuss the connection between cascaded failures and the resilience properties of the network.

Giacomo Como, Ketan Savla, Daron Acemoglu et al.

Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of indistinguishable drivers commuting between a common origin/destination pair in an acyclic transportation network. The drivers' route choices are affected by their, relatively infrequent, perturbed best responses to global information about the current network congestion levels, as well as their instantaneous local observation of the immediate surroundings as they transit through the network. A novel model is proposed for the drivers' route choice behavior, exhibiting local consistency with their preference toward globally less congested paths as well as myopic decisions in favor of locally less congested paths. The simultaneous evolution of the traffic congestion on the network and of the aggregate path preference is modeled by a system of coupled ordinary differential equations. The main result shows that, if the frequency of updates of path preferences is sufficiently small as compared to the frequency of the traffic flow dynamics, then the state of the transportation network ultimately approaches a neighborhood of the Wardrop equilibrium. The presented results may be read as a further evidence in support of Wardrop's postulate of equilibrium, showing robustness of it with respect to non-persistent perturbations. The proposed analysis combines techniques from singular perturbation theory, evolutionary game theory, and cooperative dynamical systems.

Giacomo Como, Ketan Savla, Daron Acemoglu et al.

Robustness of distributed routing policies is studied for dynamical flow networks, with respect to adversarial disturbances that reduce the link flow capacities. A dynamical flow network is modeled as a system of ordinary differential equations derived from mass conservation laws on a directed acyclic graph with a single origin-destination pair and a constant inflow at the origin. Routing policies regulate the way the inflow at a non-destination node gets split among its outgoing links as a function of the current particle density, while the outflow of a link is modeled to depend on the current particle density on that link through a flow function. The dynamical flow network is called partially transferring if the total inflow at the destination node is asymptotically bounded away from zero, and its weak resilience is measured as the minimum sum of the link-wise magnitude of all disturbances that make it not partially transferring. The weak resilience of a dynamical flow network with arbitrary routing policy is shown to be upper-bounded by the network's min-cut capacity, independently of the initial flow conditions. Moreover, a class of distributed routing policies that rely exclusively on local information on the particle densities, and are locally responsive to that, is shown to yield such maximal weak resilience. These results imply that locality constraints on the information available to the routing policies do not cause loss of weak resilience. Some fundamental properties of dynamical flow networks driven by locally responsive distributed policies are analyzed in detail, including global convergence to a unique limit flow.

Giacomo Como, Ketan Savla, Daron Acemoglu et al.

Robustness of routing policies for networks is a central problem which is gaining increased attention with a growing awareness to safeguard critical infrastructure networks against natural and man-induced disruptions. Routing under limited information and the possibility of cascades through the network adds serious challenges to this problem. This abstract considers the framework of dynamical networks introduced in our earlier work [1,2], where the network is modeled by a system of ordinary differential equations derived from mass conservation laws on directed acyclic graphs with a single origin-destination pair and a constant inflow at the origin. The rate of change of the particle density on each link of the network equals the difference between the inflow and the outflow on that link. The latter is modeled to depend on the current particle density on that link through a flow function. The novel modeling element in this paper is that every link is assumed to have finite capacity for particle density and that the flow function is modeled to be strictly increasing as density increases from zero up to the maximum density capacity, and is discontinuous at the maximum density capacity, with the flow function value being zero at that point. This feature, in particular, allows for the possibility of spill-backs in our model. In this paper, we present our results on resilience of such networks under distributed routing, towards perturbations that reduce link-wise flow functions.

Ketan Savla, Giacomo Como, Munther A. Dahleh

We propose a dynamical model for cascading failures in single-commodity network flows. In the proposed model, the network state consists of flows and activation status of the links. Network dynamics is determined by a, possibly state-dependent and adversarial, disturbance process that reduces flow capacity on the links, and routing policies at the nodes that have access to the network state, but are oblivious to the presence of disturbance. Under the proposed dynamics, a link becomes irreversibly inactive either due to overload condition on itself or on all of its immediate downstream links. The coupling between link activation and flow dynamics implies that links to become inactive successively are not necessarily adjacent to each other, and hence the pattern of cascading failure under our model is qualitatively different than standard cascade models. The magnitude of a disturbance process is defined as the sum of cumulative capacity reductions across time and links of the network, and the margin of resilience of the network is defined as the infimum over the magnitude of all disturbance processes under which the links at the origin node become inactive. We propose an algorithm to compute an upper bound on the margin of resilience for the setting where the routing policy only has access to information about the local state of the network. For the limiting case when the routing policies update their action as fast as network dynamics, we identify sufficient conditions on network parameters under which the upper bound is tight under an appropriate routing policy. Our analysis relies on making connections between network parameters and monotonicity in network state evolution under proposed dynamics.

Giacomo Como, Wilbert Samuel Rossi, Fabio Fagnani

The spread of new beliefs, behaviors, conventions, norms, and technologies in social and economic networks are often driven by cascading mechanisms, and so are contagion dynamics in financial networks. Global behaviors generally emerge from the interplay between the structure of the interconnection topology and the local agents' interactions. We focus on the Linear Threshold Model (LTM) of cascades first introduced by Granovetter (1978). This can be interpreted as the best response dynamics in a network game whereby agents choose strategically between two actions and their payoff is an increasing function of the number of their neighbors choosing the same action. Each agent is equipped with an individual threshold representing the number of her neighbors who must have adopted a certain action for that to become the agent's best response. We analyze the LTM dynamics on large-scale networks with heterogeneous agents. Through a local mean-field approach, we obtain a nonlinear, one-dimensional, recursive equation that approximates the evolution of the LTM dynamics on most of the networks of a given size and distribution of degrees and thresholds. Specifically, we prove that, on all but a fraction of networks with given degree and threshold statistics that is vanishing as the network size grows large, the actual fraction of adopters of a given action in the LTM dynamics is arbitrarily close to the output of the aforementioned recursion. We then analyze the dynamic behavior of this recursion and its bifurcations from a dynamical systems viewpoint. Applications of our findings to some real network testbeds show good adherence of the theoretical predictions to numerical simulations.

Giacomo Como, Fabio Fagnani

Distributed averaging is one of the simplest and most studied network dynamics. Its applications range from cooperative inference in sensor networks, to robot formation, to opinion dynamics. A number of fundamental results and examples scattered through the literature are gathered here and originally presented, emphasizing the deep interplay between the network interconnection structure and the emergent global behavior.

Giacomo Como

Resilience has become a key aspect in the design of contemporary infrastructure networks. This comes as a result of ever-increasing loads, limited physical capacity, and fast-growing levels of interconnectedness and complexity due to the recent technological advancements. The problem has motivated a considerable amount of research within the last few years, particularly focused on the dynamical aspects of network flows, complementing more classical static network flow optimization approaches. In this tutorial paper, a class of single-commodity first-order models of dynamical flow networks is considered. A few results recently appeared in the literature and dealing with stability and robustness of dynamical flow networks are gathered and originally presented in a unified framework. In particular, (differential) stability properties of monotone dynamical flow networks are treated in some detail, and the notion of margin of resilience is introduced as a quantitative measure of their robustness. While emphasizing methodological aspects -- including structural properties, such as monotonicity, that enable tractability and scalability -- over the specific applications, connections to well-established road traffic flow models are made.

Lorenzo Zino, Giacomo Como, Fabio Fagnani

We consider a broad class of stochastic imitation dynamics over networks, encompassing several well known learning models such as the replicator dynamics. In the considered models, players have no global information about the game structure: they only know their own current utility and the one of neighbor players contacted through pairwise interactions in a network. In response to this information, players update their state according to some stochastic rules. For potential population games and complete interaction networks, we prove convergence and long-lasting permanence close to the evolutionary stable strategies of the game. These results refine and extend the ones known for deterministic imitation dynamics as they account for new emerging behaviors including meta-stability of the equilibria. Finally, we discuss extensions of our results beyond the fully mixed case, studying imitation dynamics where agents interact on complex communication networks.

Giacomo Como, Fabio Fagnani, Leonardo Massai et al.

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.

Leonardo Cianfanelli, Sebastiano Messina, Giacomo Como et al.

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.

Giulia Gatti, Giacomo Como

We study the Suscectible-Infected-Recovered-Susceptible (SIRS) epidemic model on deterministic networks. For connected but otherwise general interaction patterns and heterogeneous recovery and loss-of-immunity rates, we identify a fundamental parameter R_0 (the basic reproduction number), which fully characterizes the qualitative dynamic behavior of the system. This parameter is the dominant eigenvalue of a rescaled version of the interaction matrix, whose rows are normalized by the corresponding recovery rates. We prove that a transcritical bifurcation occurs as R_0 crosses the threshold value 1. Specifically, we show that, if R_0 does not exceed 1, then the disease-free equilibrium is globally asymptotically stable, whereas, if R_0 is larger than 1, then the disease-free equilibrium is unstable and there exists a unique endemic equilibrium, which is asymptotically stable. As a byproduct of our analysis, we also identify key monotonicity properties of the dependence of the endemic equilibrium on the model parameters (the interaction matrix as well as the recovery rates and the loss-of-immunity rates) and obtain a distributed iterative algorithm for its computation, with provable convergence guarantees. Our results extend existing ones available in the literature for network SIRS epidemic models with rank-one interaction matrices and homogeneous recovery rates (including the single homogeneous population SIRS epidemic model).

Giacomo Como, Fabio Fagnani, Anton Proskurnikov

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.

Amani Jaafer, Gustav Nilsson, Giacomo Como

Over the past years, interest in classifying drivers' behavior from data has surged. Such interest is particularly relevant for car insurance companies who, due to privacy constraints, often only have access to data from Inertial Measurement Units (IMU) or similar. In this paper, we present a semi-supervised learning solution to classify portions of trips according to whether drivers are driving aggressively or normally based on such IMU data. Since the amount of labeled IMU data is limited and costly to generate, we utilize Recurrent Conditional Generative Adversarial Networks (RCGAN) to generate more labeled data. Our results show that, by utilizing RCGAN-generated labeled data, the classification of the drivers is improved in 79% of the cases, compared to when the drivers are classified with no generated data.

Lorenzo Zino, Giacomo Como, Fabio Fagnani

Imitation dynamics for population games are studied and their asymptotic properties analyzed. In the considered class of imitation dynamics - that encompass the replicator equation as well as other models previously considered in evolutionary biology - players have no global information about the game structure, and all they know is their own current utility and the one of fellow players contacted through pairwise interactions. For potential population games, global asymptotic stability of the set of Nash equilibria of the sub-game restricted to the support of the initial population configuration is proved. These results strengthen (from local to global asymptotic stability) existing ones and generalize them to a broader class of dynamics. The developed techniques highlight a certain structure of the problem and suggest possible generalizations from the fully mixed population case to imitation dynamics whereby agents interact on complex communication networks.

Giacomo Como, Fabio Fagnani

Upper bounds are derived on the total variation distance between the invariant distributions of two stochastic matrices differing on a subset W of rows. Such bounds depend on three parameters: the mixing time and the minimal expected hitting time on W for the Markov chain associated to one of the matrices; and the escape time from W for the Markov chain associated to the other matrix. These results, obtained through coupling techniques, prove particularly useful in scenarios where W is a small subset of the state space, even if the difference between the two matrices is not small in any norm. Several applications to large-scale network problems are discussed, including robustness of Google's PageRank algorithm, distributed averaging and consensus algorithms, and interacting particle systems.