Related papers: Stochastic analysis of an agent-based model

Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schools, we consider a mean field games (MFG)-like scenario where a large number of agents…

We investigate the dynamics of coordination and consensus in an agent population. Considering agents endowed with bounded rationality, we study asymmetric coordination games using a mapping to random field Ising models. In doing so, we…

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

This paper studies algorithmic decision-making under human's strategic behavior, where a decision maker uses an algorithm to make decisions about human agents, and the latter with information about the algorithm may exert effort…

This report investigates the optimal design of event-triggered estimation for first-order linear stochastic systems. The problem is posed as a two-player team problem with a partially nested information pattern. The two players are given by…

An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint…

Stochastic models in which agents interact with their neighborhood according to a network topology are a powerful modeling framework to study the emergence of complex dynamic patterns in real-world systems. Stochastic simulations are often…

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

The game interactions among individuals in nature are often uncertain and dynamically evolving, significantly influencing the persistence of cooperation. However, it remains a formidable challenge to effectively characterize these dynamic…

We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be…

Starting with a group of reinforcement-learning agents we derive coupled replicator equations that describe the dynamics of collective learning in multiagent systems. We show that, although agents model their environment in a…

This paper addresses information design in a workhorse model of network games, where agents have linear best responses, the information designer maximizes a quadratic objective, and the payoff-relevant state follows a multivariate Gaussian…

We present a game of interacting agents which mimics the complex dynamics found in many natural and social systems. These agents modify their strategies periodically, depending on their performances using genetic crossover mechanisms,…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

The recent framework of performative prediction is aimed at capturing settings where predictions influence the target/outcome they want to predict. In this paper, we introduce a natural multi-agent version of this framework, where multiple…

We present a simple game which mimics the complex dynamics found in most natural and social systems. Intelligent players modify their strategies periodically, depending on their performances. We propose that the agents use hybridized…

While artificial intelligence has been applied to control players' decisions in board games for over half a century, little attention is given to games with no player competition. Pandemic is an exemplar collaborative board game where all…

We consider the problem of predicting human players' actions in repeated strategic interactions. Our goal is to predict the dynamic step-by-step behavior of individual players in previously unseen games. We study the ability of neural…