The inherent uncertainty of temporal networks is a true challenge for control.

Recently, it has been suggested that network temporality can be exploited to substantially reduce the energy required to control complex networks. This somewhat counterintuitive finding was explained through an evocative example of the advantage of temporal networks: when navigating a sailboat, we raise the sails when the wind helps us while lowering them when it works against us. Unfortunately, controlling complex networks inherits a further analogy with navigating a sailboat: having to face the inherent uncertainty of future winds.

A network model of Italy shows that intermittent regional strategies can alleviate the COVID-19 epidemic.

The COVID-19 epidemic hit Italy particularly hard, yielding the implementation of strict national lockdown rules. Previous modelling studies at the national level overlooked the fact that Italy is divided into administrative regions which can independently oversee their own share of the Italian National Health Service. Here, we show that heterogeneity between regions is essential to understand the spread of the epidemic and to design effective strategies to control the disease.

Steering opinion dynamics via containment control.

In this paper, we model the problem of influencing the opinions of groups of individuals as a containment control problem, as in many practical scenarios, the control goal is not full consensus among all the individual opinions, but rather their containment in a certain range, determined by a set of leaders. As in classical bounded confidence models, we consider individuals affected by the confirmation bias, thus tending to influence and to be influenced only if their opinions are sufficiently close. However, here we assume that the confidence level, modeled as a proximity threshold, is not constant and uniform across the individuals, as it depends on their opinions.

The evolving cobweb of relations among partially rational investors.

To overcome the limitations of neoclassical economics, researchers have leveraged tools of statistical physics to build novel theories. The idea was to elucidate the macroscopic features of financial markets from the interaction of its microscopic constituents, the investors. In this framework, the model of the financial agents has been kept separate from that of their interaction.