{"id":"https://openalex.org/W2231605879","doi":"https://doi.org/10.1137/140981538","title":"Control of Interbank Contagion Under Partial Information","display_name":"Control of Interbank Contagion Under Partial Information","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2231605879","doi":"https://doi.org/10.1137/140981538","mag":"2231605879"},"language":"en","primary_location":{"id":"doi:10.1137/140981538","is_oa":false,"landing_page_url":"https://doi.org/10.1137/140981538","pdf_url":null,"source":{"id":"https://openalex.org/S75627377","display_name":"SIAM Journal on Financial Mathematics","issn_l":"1945-497X","issn":["1945-497X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Financial Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://inria.hal.science/hal-01027540/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101437661","display_name":"Hamed Amini","orcid":"https://orcid.org/0000-0002-6642-1575"},"institutions":[{"id":"https://openalex.org/I5124864","display_name":"\u00c9cole Polytechnique F\u00e9d\u00e9rale de Lausanne","ror":"https://ror.org/02s376052","country_code":"CH","type":"education","lineage":["https://openalex.org/I2799323385","https://openalex.org/I5124864"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Hamed Amini","raw_affiliation_strings":["Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne"],"affiliations":[{"raw_affiliation_string":"Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne","institution_ids":["https://openalex.org/I5124864"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027960285","display_name":"Andreea Minca","orcid":"https://orcid.org/0000-0002-2216-9793"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Andreea Minca","raw_affiliation_strings":["Computer Systems Lab - School of Electrical and Computer Engineering - Cornell University","Mathematical Risk handling"],"affiliations":[{"raw_affiliation_string":"Computer Systems Lab - School of Electrical and Computer Engineering - Cornell University","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"Mathematical Risk handling","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017245116","display_name":"Agn\u00e8s Sulem","orcid":"https://orcid.org/0009-0005-3340-1294"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Agn\u00e8s Sulem","raw_affiliation_strings":["Mathematical Risk handling"],"affiliations":[{"raw_affiliation_string":"Mathematical Risk handling","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101437661"],"corresponding_institution_ids":["https://openalex.org/I5124864"],"apc_list":null,"apc_paid":null,"fwci":1.9722,"has_fulltext":true,"cited_by_count":19,"citation_normalized_percentile":{"value":0.88411682,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"6","issue":"1","first_page":"1195","last_page":"1219"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9858999848365784,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stylized-fact","display_name":"Stylized fact","score":0.9298433065414429},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.5441485643386841},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5387248992919922},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.5306113362312317},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.5076719522476196},{"id":"https://openalex.org/keywords/interbank-lending-market","display_name":"Interbank lending market","score":0.4965367913246155},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"Financial contagion","score":0.4910309314727783},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.47110942006111145},{"id":"https://openalex.org/keywords/controller","display_name":"Controller (irrigation)","score":0.4586714208126068},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.4573279619216919},{"id":"https://openalex.org/keywords/core","display_name":"Core (optical fiber)","score":0.4366356432437897},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.3704255521297455},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3562791347503662},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.3490758240222931},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.34483808279037476},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.33498215675354004},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3322676420211792},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.22283655405044556},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15792131423950195},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.11474338173866272},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09669861197471619}],"concepts":[{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.9298433065414429},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.5441485643386841},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5387248992919922},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.5306113362312317},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.5076719522476196},{"id":"https://openalex.org/C174106034","wikidata":"https://www.wikidata.org/wiki/Q2659777","display_name":"Interbank lending market","level":3,"score":0.4965367913246155},{"id":"https://openalex.org/C2778890369","wikidata":"https://www.wikidata.org/wiki/Q499041","display_name":"Financial contagion","level":3,"score":0.4910309314727783},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.47110942006111145},{"id":"https://openalex.org/C203479927","wikidata":"https://www.wikidata.org/wiki/Q5165939","display_name":"Controller (irrigation)","level":2,"score":0.4586714208126068},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.4573279619216919},{"id":"https://openalex.org/C2164484","wikidata":"https://www.wikidata.org/wiki/Q5170150","display_name":"Core (optical fiber)","level":2,"score":0.4366356432437897},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3704255521297455},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3562791347503662},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.3490758240222931},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.34483808279037476},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.33498215675354004},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3322676420211792},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.22283655405044556},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15792131423950195},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.11474338173866272},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09669861197471619},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C6557445","wikidata":"https://www.wikidata.org/wiki/Q173113","display_name":"Agronomy","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1137/140981538","is_oa":false,"landing_page_url":"https://doi.org/10.1137/140981538","pdf_url":null,"source":{"id":"https://openalex.org/S75627377","display_name":"SIAM Journal on Financial Mathematics","issn_l":"1945-497X","issn":["1945-497X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Financial Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-01027540v3","is_oa":true,"landing_page_url":"https://inria.hal.science/hal-01027540","pdf_url":"https://inria.hal.science/hal-01027540/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SIAM Journal on Financial Mathematics, 2015, 6 (1), pp.24","raw_type":"Journal articles"},{"id":"pmh:oai:infoscience.epfl.ch:216127","is_oa":true,"landing_page_url":"http://infoscience.epfl.ch/record/216127","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:infoscience.tind.io:216127","is_oa":true,"landing_page_url":"https://infoscience.epfl.ch/handle/20.500.14299/123618","pdf_url":null,"source":{"id":"https://openalex.org/S4306400487","display_name":"Infoscience (Ecole Polytechnique F\u00e9d\u00e9rale de Lausanne)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"research article"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-01027540v3","is_oa":true,"landing_page_url":"https://inria.hal.science/hal-01027540","pdf_url":"https://inria.hal.science/hal-01027540/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SIAM Journal on Financial Mathematics, 2015, 6 (1), pp.24","raw_type":"Journal articles"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2231605879.pdf","grobid_xml":"https://content.openalex.org/works/W2231605879.grobid-xml"},"referenced_works_count":34,"referenced_works":["https://openalex.org/W600933876","https://openalex.org/W1529558080","https://openalex.org/W1748556129","https://openalex.org/W1967422637","https://openalex.org/W1984522981","https://openalex.org/W1995245793","https://openalex.org/W1998959876","https://openalex.org/W2034396538","https://openalex.org/W2056833058","https://openalex.org/W2114696370","https://openalex.org/W2120874332","https://openalex.org/W2121658317","https://openalex.org/W2128391133","https://openalex.org/W2157509893","https://openalex.org/W2162337502","https://openalex.org/W2168732984","https://openalex.org/W2178635293","https://openalex.org/W2290127356","https://openalex.org/W3005351182","https://openalex.org/W3023939287","https://openalex.org/W3121382465","https://openalex.org/W3121456433","https://openalex.org/W3121875413","https://openalex.org/W3122978315","https://openalex.org/W3124317733","https://openalex.org/W3124498556","https://openalex.org/W3125190426","https://openalex.org/W3125405356","https://openalex.org/W3125559026","https://openalex.org/W3125818157","https://openalex.org/W3126101873","https://openalex.org/W3151103714","https://openalex.org/W4206857725","https://openalex.org/W4241154489"],"related_works":["https://openalex.org/W4389475841","https://openalex.org/W4241327272","https://openalex.org/W2120406836","https://openalex.org/W1996214847","https://openalex.org/W2903299703","https://openalex.org/W2117282672","https://openalex.org/W4211224558","https://openalex.org/W4281791088","https://openalex.org/W2119790124","https://openalex.org/W4385342861"],"abstract_inverted_index":{"We":[0,74],"consider":[1],"a":[2,70,99],"stylized":[3],"core-periphery":[4],"financial":[5,39],"network":[6],"in":[7,16,55,98,141,147],"which":[8],"links":[9],"lead":[10],"to":[11,24,30,68,135],"the":[12,17,35,38,43,58,62,76,89,92,96,119,122,137,142],"creation":[13],"of":[14,37,46,60,91,121,139],"projects":[15],"outside":[18],"economy":[19],"but":[20],"make":[21],"banks":[22,144],"prone":[23],"contagion":[25],"risk.":[26],"The":[27,112],"controller":[28],"seeks":[29],"maximize,":[31],"under":[32],"budget":[33,120],"constraints,":[34],"value":[36,90,114],"system":[40,93],"defined":[41],"as":[42],"total":[44],"number":[45],"projects.":[47],"Under":[48],"partial":[49],"information":[50],"on":[51,95,118],"interbank":[52],"links,":[53],"revealed":[54],"conjunction":[56],"with":[57,105,110],"spread":[59],"contagion,":[61],"optimal":[63,77,134],"control":[64],"problem":[65],"is":[66,133],"shown":[67],"become":[69],"Markov":[71],"decision":[72],"problem.":[73],"determine":[75],"intervention":[78,140],"policy":[79],"by":[80],"using":[81],"dynamic":[82],"programming.":[83],"Our":[84],"numerical":[85],"results":[86],"show":[87,126],"that":[88,127],"depends":[94,116],"connectivity":[97,106],"nonmonotonous":[100],"way:":[101],"it":[102,132],"first":[103],"increases":[104],"and":[107],"then":[108],"decreases":[109],"connectivity.":[111],"maximum":[113],"attained":[115],"critically":[117],"controller.":[123],"Moreover,":[124],"we":[125],"for":[128],"highly":[129],"connected":[130],"systems,":[131],"increase":[136],"rate":[138],"peripheral":[143],"rather":[145],"than":[146],"core":[148],"banks.":[149]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}