IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0202337.html
   My bibliography  Save this article

Assessing the resilience of stochastic dynamic systems under partial observability

Author

Listed:
  • Jacopo Panerati
  • Nicolas Schwind
  • Stefan Zeltner
  • Katsumi Inoue
  • Giovanni Beltrame

Abstract

Resilience is a property of major interest for the design and analysis of generic complex systems. A system is resilient if it can adjust in response to disruptive shocks, and still provide the services it was designed for, without interruptions. In this work, we adapt a formal definition of resilience for constraint-based systems to a probabilistic framework derived from hidden Markov models. This allows us to more realistically model the stochastic evolution and partial observability of many complex real-world environments. Within this framework, we propose an efficient and exact algorithm for the inference queries required to construct generic property checking. We show that the time complexity of this algorithm is on par with other state-of-the-art inference queries for similar frameworks (that is, linear with respect to the time horizon). We also provide considerations on the specific complexity of the probabilistic checking of resilience and its connected properties, with particular focus on resistance. To demonstrate the flexibility of our approach and to evaluate its performance, we examine it in four qualitative and quantitative example scenarios: (1) disaster management and damage assessment; (2) macroeconomics; (3) self-aware, reconfigurable computing for aerospace applications; and (4) connectivity maintenance in robotic swarms.

Suggested Citation

  • Jacopo Panerati & Nicolas Schwind & Stefan Zeltner & Katsumi Inoue & Giovanni Beltrame, 2018. "Assessing the resilience of stochastic dynamic systems under partial observability," PLOS ONE, Public Library of Science, vol. 13(8), pages 1-21, August.
  • Handle: RePEc:plo:pone00:0202337
    DOI: 10.1371/journal.pone.0202337
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0202337
    Download Restriction: no

    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0202337&type=printable
    Download Restriction: no

    File URL: https://libkey.io/10.1371/journal.pone.0202337?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Mete, Huseyin Onur & Zabinsky, Zelda B., 2010. "Stochastic optimization of medical supply location and distribution in disaster management," International Journal of Production Economics, Elsevier, vol. 126(1), pages 76-84, July.
    2. Khairy A. H. Kobbacy, 2008. "Artificial Intelligence in Maintenance," Springer Series in Reliability Engineering, in: Complex System Maintenance Handbook, chapter 9, pages 209-231, Springer.
    3. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," American Economic Review, American Economic Association, vol. 95(2), pages 415-420, May.
    4. Ingo Fender & Michael S. Gibson & Patricia C. Mosser, 2001. "An international survey of stress tests," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 7(Nov).
    5. Laurie Pearce, 2003. "Disaster Management and Community Planning, and Public Participation: How to Achieve Sustainable Hazard Mitigation," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 28(2), pages 211-228, March.
    6. Ernst Fehr, 2002. "The economics of impatience," Nature, Nature, vol. 415(6869), pages 269-272, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018. "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, vol. 6(3), pages 1-27, August.
    2. Matsumura, Marco & Moreira, Ajax & Vicente, José, 2011. "Forecasting the yield curve with linear factor models," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 237-243.
    3. Marco Matsumara & Ajax R.B. Moreira, 2005. "Can Macroeconomic Variables Account for the Term Structure of Sovereign Spreads? Studying the Brazilian Case," Discussion Papers 1106, Instituto de Pesquisa Econômica Aplicada - IPEA.
    4. Pericoli, Marcello & Taboga, Marco, 2012. "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.
    5. Margherita Bottero & Stefano schiaffi, 2022. "Firm liquidity and the transmission of monetary policy," Temi di discussione (Economic working papers) 1378, Bank of Italy, Economic Research and International Relations Area.
    6. Clements, Kenneth W. & Fry, Renée, 2008. "Commodity currencies and currency commodities," Resources Policy, Elsevier, vol. 33(2), pages 55-73, June.
    7. Zhang, Ying & Qi, Mingyao & Miao, Lixin & Liu, Erchao, 2014. "Hybrid metaheuristic solutions to inventory location routing problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 70(C), pages 305-323.
    8. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022. "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 118-123.
    9. Huse, Cristian, 2011. "Term structure modelling with observable state variables," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3240-3252.
    10. Shibly Shahrier & Koji Kotani, 2016. "Labor Donation Or Money Donation? Pro-Sociality On Prevention Of Natural Disasters In A Case Of Cyclone Aila, Bangladesh," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(01), pages 1-26, March.
    11. Cailin Wang & Jidong Wu & Xin He & Mengqi Ye & Wenhui Liu & Rumei Tang, 2018. "Emerging Trends and New Developments in Disaster Research after the 2008 Wenchuan Earthquake," IJERPH, MDPI, vol. 16(1), pages 1-19, December.
    12. Heather Rosoff & Robert Siko & Richard John & William J. Burns, 2013. "Should I stay or should I go? An experimental study of health and economic government policies following a severe biological agent release," Environment Systems and Decisions, Springer, vol. 33(1), pages 121-137, March.
    13. Marieke Bos & Chloé Le Coq & Peter van Santen, 2022. "Scarcity and consumers’ credit choices," Theory and Decision, Springer, vol. 92(1), pages 105-139, February.
    14. A. Anaya-Arenas & J. Renaud & A. Ruiz, 2014. "Relief distribution networks: a systematic review," Annals of Operations Research, Springer, vol. 223(1), pages 53-79, December.
    15. Guerrero, W.J. & Prodhon, C. & Velasco, N. & Amaya, C.A., 2013. "Hybrid heuristic for the inventory location-routing problem with deterministic demand," International Journal of Production Economics, Elsevier, vol. 146(1), pages 359-370.
    16. Hautsch, Nikolaus & Yang, Fuyu, 2012. "Bayesian inference in a Stochastic Volatility Nelson–Siegel model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3774-3792.
    17. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
    18. Chou, Chang-Chi & Chiang, Wen-Chu & Chen, Albert Y., 2022. "Emergency medical response in mass casualty incidents considering the traffic congestions in proximity on-site and hospital delays," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 158(C).
    19. Changshi Liu & Gang Kou & Yi Peng & Fawaz E. Alsaadi, 2019. "Location-Routing Problem for Relief Distribution in the Early Post-Earthquake Stage from the Perspective of Fairness," Sustainability, MDPI, vol. 11(12), pages 1-16, June.
    20. Lu, Chung-Cheng & Ying, Kuo-Ching & Chen, Hui-Ju, 2016. "Real-time relief distribution in the aftermath of disasters – A rolling horizon approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 93(C), pages 1-20.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0202337. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.