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Volume 62 >>> № 3 MAY — JUNE 2026

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UDC 330.115

A. Zagorodny
National Academy of Sciences of Ukraine, Kyiv, Ukraine; Bogolyubov Institute for Theoretical Physics (BITP)
of the National Academy of Sciences (NAS) of Ukraine, Kyiv, Ukraine; State Institution “Center for Evaluation of Activities of Research Institutions and Scientific Support of Regional Development of Ukraine, NAS of Ukraine,” Kyiv, Ukraine, Zagorodny@nas.gov.ua

V. Bogdanov
National Academy of Sciences of Ukraine, Kyiv, Ukraine; State Institution “Center
for Evaluation of Activities of Research Institutions and Scientific Support of Regional Development
of Ukraine, NAS of Ukraine,” Kyiv, Ukraine; S.P. Timoshenko Institute of Mechanics,
Kyiv, Ukraine, Bogdanov@nas.gov.ua

H.J. Schellnhuber
International Institute for Applied Systems Analysis, Laxenburg, Austria,
schellnhuber@iiasa.ac.at

T. Ermolieva
International Institute for Applied Systems Analysis, Laxenburg, Austria,
ermol@iiasa.ac.at

P. Havlik
International Institute for Applied Systems Analysis, Laxenburg, Austria,
havlikpt@iiasa.ac.at

N. Komendantova
International Institute for Applied Systems Analysis, Laxenburg, Austria,
komendan@iiasa.ac.at

ROBUST DOWNSCALING AND MODELS’ LINKAGE PROCEDURES FOR INTEGRATED
MODELING AND MANAGEMENT OF SYSTEMIC RISKS, RESILIENCE,
AND FOOD-ENERGY-WATER-ENVIRONMENTAL NEXUS SECURITY

Abstract. The paper makes a short overview of advanced systems analysis methods, models and modeling tools being developed at IIASA (International Institute for Applied Systems Analysis, Laxenburg, Austria) and within NASU (National Academy of Sciences, Ukraine) and IIASA joint project “Integrated modeling for robust management of food–energy– water–social–environmental nexus security and sustainable development”. Emerging systemic risks in interdependent Food–Energy–Water–Environment (FEWE) systems can be managed through a two-stage coherent decision-making framework: ex-ante (anticipatory) and ex-post (adaptive), using integrated models to balance proactive risk reduction (e.g., resilient infrastructure, diversified resources) with reactive crisis response (e.g., emergency planning, technological and financial backstops) for increased resilience, as highlighted by IIASA and NASU joint research. This approach, using two-stage stochastic optimization, aims for robust management by keeping options open while preparing for inevitable uncertainties in these complex, interconnected systems, notes researchers in papers like those from Springer Nature book on FEWE nexus security [1-2]. Truly integrated modeling often requires rescaling (down- and up-scaling) of models’ data and results. The mismatch of scales creates a major source of uncertainties, which calls for the identification of proper indicators, new measures of uncertainties and risks, and goodness criteria for disaggregation and aggregation. To represent information in locations, the procedures rely on an appropriate optimization principle, e.g., generalized cross-entropy maximization, and combine the available samples of real observations in the locations with other “prior” hard and soft data (expert opinion, scenarios), pseudo-sampling models, evidences on the related variables that exist in the form of equations and constraints. A key issue is treatment of uncertainties in priors and parameters of available constraints. Approaches to down-scaling in the presence of uncertain priors are outlined. The approaches are being further developed at IIASA and the NASU-IIASA joint project. Distributed models’ optimization and linkage methods enable to establish relationships and dialogues between separate models of FEWE systems for the analysis of coordinated solutions without requiring to share or reveal systems-specific information, i.e., under asymmetric information (ASI). The problem is illustrated with an example of linking models of individual producers emitting GHGs (emitting entities or parties) into a prototype model of an emission trading market when information about parties may not be available and joint safety constraints on emissions (when individual parties’ emissions are uncertain) have to be fulfilled. The outlined methods and tools pursue the goal to develop and implement advanced systems analysis and integrated modeling approaches allowing coherent planning of FEWE systems under joint constraints, asymmetric information and uncertainties about the sectoral models. Explicit modeling of linkages allows evaluation and treatment of such risks under standard independent planning of sectors. Therefore, the models and methods aim for systems analysis of FEWE nexus security under exogenous risks and risks affected (intentionally and unintentionally) by decisions of various agents. The methods and tools involve the concept of robustness and robust solutions, which are, in a sense, optimal for any scenario of potential uncertainties.

Keywords: FEWE nexus security, endogenous systemic risks, inherent anticipating ex-ante and operational ex-post decisions, two-stage STO, safety constraints, robust down- and up-scaling, uncertain prior information, distributed models linkage, asymmetric information, nonsmooth optimization, stochastic quasigradient procedures, integrated modeling and planning of distributed systems.

full text

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UDC 330.115

ROBUST DOWNSCALING AND MODELS’ LINKAGE PROCEDURES FOR INTEGRATED MODELING AND MANAGEMENT OF SYSTEMIC RISKS, RESILIENCE, AND FOOD-ENERGY-WATER-ENVIRONMENTAL NEXUS SECURITY

REFERENCES

ROBUST DOWNSCALING AND MODELS’ LINKAGE PROCEDURES FOR INTEGRATED
MODELING AND MANAGEMENT OF SYSTEMIC RISKS, RESILIENCE,
AND FOOD-ENERGY-WATER-ENVIRONMENTAL NEXUS SECURITY