Other Applied Mathematics Commons^™

Interactive Visualization Of New Jersey Gang Data, Manfred Minimair

Manfred Minimair

This article describes the design and functionality of an online visualization software of data from a survey on gang activities in New Jersey municipalities. The visualization enables the user to explore the distribution of numbers of gang sets across different municipalities in New Jersey, and study certain derived information. The purpose of the visualization is to make data from the gang survey easily and universally accessible through some engaging visual display, to facilitate seamless exploration of the data, and to thus foster discourse on the data among experts and the general public. In order to achieve these goals, bubble charts ...

Collaboration And Health Care Diagnostics: An Agent Based Model Simulation, Sebastian Linde, George K. Thiruvathukal

Computer Science: Faculty Publications & Other Works

This paper presents a simple ABM simulation that seeks to provide insight into the public health benefits that derive from greater collaboration among health care professionals. In particular, the paper compares the efficiency, delivery and timeliness of health care diagnostics under two contrasting paradigms–one in which collaboration is encouraged, and an- other where it is not. The preliminary results of this study suggest that while the effect of cooperation on aggregate public health depends on the patient search algorithm employed, its effect on overall efficiency and timeliness of health care diagnostics and treatment is significant and pos- itive. Since ...

Duopoly Pricing Game In Networks With Local Coordination Effects, Arastoo Fazeli, Ali Jadbabaie

Departmental Papers (ESE)

In this paper, we study a duopoly pricing problem in which two firms compete for selling two products in a network. Our proposed model consists of two stages. In the first stage, firms set the price they charge agents for their product and the quality of the product they offer. For agents, the quality of the product can be interpreted as the payoff of a local coordination game played among them in the network. In the second stage, agents in the network decide what fraction of these two products to purchase. We first characterize the Nash equilibrium of the game ...

Game Theoretic Analysis Of A Strategic Model Of Competitive Contagion And Product Adoption In Social Networks, Arastoo Fazeli, Ali Jadbabaie

Departmental Papers (ESE)

In this paper we propose and study a strategic model of marketing and product adoption in social networks. Two firms compete for the spread of their products in a social network. Considering their fixed budgets, they initially determine the payoff of their products and the number of their initial seeds in a network. Afterwards, neighboring agents play a local coordination game over a fixed network which determines the dynamics of the spreading. Assuming myopic best response dynamics, agents choose a product based on the payoff received by actions of their neighbors. This local update dynamics results in a game-theoretic diffusion ...

Targeted Marketing And Seeding Products With Positive Externality, Arastoo Fazeli, Ali Jadbabaie

Departmental Papers (ESE)

We study a strategic model of marketing in social networks in which two firms compete for the spread of their products. Firms initially determine the production cost of their product, which results in the payoff of the product for consumers, and the number and the location of the consumers in a network who receive the product as a free offer. Consumers play a local coordination game over a fixed network which determines the dynamics of the spreading of products. Assuming myopic best response dynamics, consumers choose a product based on the payoff received by actions of their neighbors. This local ...

Multi-Agent Flocking With Random Communication Radius, Samuel Martin, Arastoo Fazeli, Ali Jadbabaie, Antoine Girard

Departmental Papers (ESE)

In this paper, we consider a multi-agent system consisting of mobile agents with second-order dynamics. The communication network is determined by a metric rule based on a random interaction range. The goal of this paper is to determine a bound on the probability that the agents asymptotically agree on a common velocity (i.e. a flocking behavior is achieved). This bound should depend on practical conditions (on the initial positions and velocities of agents) only. For this purpose, we exhibit an i.i.d. process bounding the original system’s dynamics. We build upon previous work on multi-agent systems with ...

Consensus Over Martingale Graph Processes, Arastoo Fazeli, Ali Jadbabaie

Departmental Papers (ESE)

In this paper, we consider a consensus seeking process based on repeated averaging in a randomly changing network. The underlying graph of such a network at each time is generated by a martingale random process. We prove that consensus is reached almost surely if and only if the expected graph of the network contains a directed spanning tree. We then provide an example of a consensus seeking process based on local averaging of opinions in a dynamic model of social network formation which is a martingale. At each time step, individual agents randomly choose some other agents to interact with ...

Incomplete Market Models Of Carbon Emissions Markets, Walid Mnif

Electronic Thesis and Dissertation Repository

New regulatory frameworks have been developed with the aim of decreasing global greenhouse gas emissions over both short and long time periods. Incentives must be established to encourage the transition to a clean energy economy. Emissions taxes represent a "price" incentive for this transition, but economists agree this approach is suboptimal. Instead, the "quantity" instrument provided by cap-and-trade markets are superior from an economic point of view. This thesis focuses on the cap-and-trade instrument. Carbon emissions markets have recently been implemented in different countries. We summarize the state of world cap-and-trade schemes. We also provide a literature review of existing ...

A Real Options Valuation Of Renewable Energy Projects, Natasha Burke

Electronic Thesis and Dissertation Repository

Due to climate change concerns, high oil prices and nuclear dangers there is increasing support for renewable energy. At the forefront of the debate for government support of renewable energy are wind energy and biofuels. Used primarily for power generation and transportation, respectively, there have been many debates surrounding the reliability and efficiency of these resources. These debates often address the uncertainty in the economic value of the resource through time, however it is often difficult to quantify this uncertainty, which stems from the random behavior of prices and the unpredictable nature of the resource itself.

In this thesis we ...

Further Applications Of Higher-Order Markov Chains And Developments In Regime-Switching Models, Xiaojing Xi

Electronic Thesis and Dissertation Repository

We consider a higher-order hidden Markov models (HMM), also called weak HMM (WHMM), to capture the regime-switching and memory properties of financial time series. A technique of transforming a WHMM into a regular HMM is employed, which in turn enables the development of recursive filters. With the use of the change of reference probability measure methodology and EM algorithm, a dynamic estimation of model parameters is obtained. Several applications and extensions were investigated. WHMM is adopted in describing the evolution of asset prices and its performance is examined through a forecasting analysis. This is extended to the case when the ...

Modeling And Mathematical Analysis Of Plant Models In Ecology, Eric A. Eager

Dissertations, Theses, and Student Research Papers in Mathematics

Population dynamics tries to explain in a simple mechanistic way the variations of the size and structure of biological populations. In this dissertation we use mathematical modeling and analysis to study the various aspects of the dynamics of plant populations and their seed banks.

In Chapter 2 we investigate the impact of structural model uncertainty by considering different nonlinear recruitment functions in an integral projection model for Cirsium canescens. We show that, while having identical equilibrium populations, these two models can elicit drastically different transient dynamics. We then derive a formula for the sensitivity of the equilibrium population to changes ...

Adaptive Randomization Designs, Jenna Colavincenzo

Statistics

Adaptive design methodologies use prior information to develop a clinical trial design. The goal of an adaptive design is to maintain the integrity and validity of the study while giving the researcher flexibility in identifying the optimal treatment. An example of an adaptive design can be seen in a basic pharmaceutical trial. There are three phases of the overall trial to compare treatments and experimenters use the information from the previous phase to make changes to the subsequent phase before it begins.

Adaptive design methods have been in practice since the 1970s, but have become increasingly complex ever since. One ...