Related papers: Cycles, determinism and persistence in agent-based…
We propose a new model of minority game with so-called smart agents such that the standard deviation and the total loss in this model reach the theoretical minimum values in the limit of long time. The smart agents use trail and error…
In this work the properties of minority games containing agents which try to winning all the time are studied by means of computational simulations. We have considered several ways of introducing above the rules clever players using…
This note explains why a large class of fair, or reversible "money games", i.e., stochastic models of wealth redistribution among agents, lead to steady states described by canonical and microcanonical distributions. The games considered…
Games on graphs provide a natural model for reactive non-terminating systems. In such games, the interaction of two players on an arena results in an infinite path that describes a run of the system. Different settings are used to model…
We investigate the dynamics of the choice of an active strategy in the minority game. A history distribution is introduced as an analytical tool to study the asymmetry between the two choices offered to the agents. Its properties are…
We calculate the standard deviation of (N1-N0), the difference of the number of agents choosing between the two alternatives of the minority game. Our approach is based on two approximations: we use the whole set of possible strategies,…
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…
Stochastic timed games (STGs), introduced by Bouyer and Forejt, naturally generalize both continuous-time Markov chains and timed automata by providing a partition of the locations between those controlled by two players (Player Box and…
Quantitative verification techniques have been developed for the formal analysis of a variety of probabilistic models, such as Markov chains, Markov decision process and their variants. They can be used to produce guarantees on quantitative…
Partially Observable Markov Games (POMGs) provide a general framework for modeling multi-agent sequential decision-making under asymmetric information. A common approach is to reformulate a POMG as a fully observable Markov game over belief…
Mirror play (MP) is a well-accepted primal-dual multi-agent learning algorithm where all agents simultaneously implement mirror descent in a distributed fashion. The advantage of MP over vanilla gradient play lies in its usage of mirror…
We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…
We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black-box time-series, and is then run into the future to extract…
Game theory provides a general mathematical background to study the effect of pair interactions and evolutionary rules on the macroscopic behavior of multi-player games where players with a finite number of strategies may represent a wide…
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…
The literature on dynamic discrete games often assumes that the conditional choice probabilities and the state transition probabilities are homogeneous across markets and over time. We refer to this as the "homogeneity assumption" in…
We discuss a modification of the Evolutionary Minority Game (EMG) in which agents are placed in the nodes of a regular or a random graph. A neighborhood for each agent can thus be defined and a modification of the usual relaxation dynamics…
If the influence diagram (ID) depicting a Bayesian game is common knowledge to its players then additional assumptions may allow the players to make use of its embodied irrelevance statements. They can then use these to discover a simpler…
Self-interested behavior in sharing economies often leads to inefficient aggregate outcomes compared to a centrally coordinated allocation, ultimately harming users. Yet, centralized coordination removes individual decision power. This…