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This paper is concerned with evaluating different multiagent learning (MAL) algorithms in problems where individual agents may be heterogenous, in the sense of utilizing different learning strategies, without the opportunity for prior…

Multiagent Systems · Computer Science 2019-07-23 Stefano V. Albrecht , Subramanian Ramamoorthy

We consider the El Farol bar problem, also known as the minority game (W. B. Arthur, ``The American Economic Review'', 84(2): 406--411 (1994), D. Challet and Y.C. Zhang, ``Physica A'', 256:514 (1998)). We view it as an instance of the…

Machine Learning · Computer Science 2009-10-31 David H. Wolpert , Kevin R. Wheeler , Kagan Tumer

Indirect competition emerged from the complex organization of human societies, and knowledge of the existing network topology may aid in developing effective strategies for success. Here, we propose an agent-based model of competition with…

General Finance · Quantitative Finance 2011-06-28 Erika Fille Legara , Anthony Longjas , Rene Batac

In this paper, we study a large-scale distributed coordination problem and propose efficient adaptive strategies to solve the problem. The basic problem is to allocate finite number of resources to individual agents such that there is as…

Computer Science and Game Theory · Computer Science 2017-05-24 Diptesh Ghosh , Anindya S. Chakrabarti

Multi-Agent Reinforcement Learning (MARL) considers settings in which a set of coexisting agents interact with one another and their environment. The adaptation and learning of other agents induces non-stationarity in the environment…

Machine Learning · Computer Science 2020-06-09 Ian Davies , Zheng Tian , Jun Wang

Particle dynamics and multi-agent systems provide accurate dynamical models for studying and forecasting the behavior of complex interacting systems. They often take the form of a high-dimensional system of differential equations…

Machine Learning · Computer Science 2023-08-09 Yuxuan Liu , Scott G. McCalla , Hayden Schaeffer

Some of the most relevant future applications of multi-agent systems like autonomous driving or factories as a service display mixed-motive scenarios, where agents might have conflicting goals. In these settings agents are likely to learn…

Multiagent Systems · Computer Science 2022-07-20 Kyrill Schmid , Lenz Belzner , Robert Müller , Johannes Tochtermann , Claudia Linnhoff-Popien

The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriella Vaglica , Fabrizio Lillo , Esteban Moro , Rosario N. Mantegna

We study the dynamics of a few stochastic learning strategies for the 'Kolkata Paise Restaurant' problem, where N agents choose among N equally priced but differently ranked restaurants every evening such that each agent tries get to dinner…

Physics and Society · Physics 2010-11-30 Asim Ghosh , Arnab Chatterjee , Manipushpak Mitra , Bikas K Chakrabarti

Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of…

Machine Learning · Statistics 2025-03-31 Roshni Sahoo , Stefan Wager

This paper presents karma mechanisms, a novel approach to the repeated allocation of a scarce resource among competing agents over an infinite time. Examples include deciding which ride hailing trip requests to serve during peak demand,…

Theoretical Economics · Economics 2023-05-09 Ezzat Elokda , Saverio Bolognani , Andrea Censi , Florian Dörfler , Emilio Frazzoli

We aim to study the effects of controlling the resource level in agent-based models. We study, both numerical and analytically, a Binary-Agent-Resource (B-A-R) model in which $N$ agents are competing for resources described by a resource…

Disordered Systems and Neural Networks · Physics 2007-05-23 Sonic H. Y. Chan , T. S. Lo , P. M. Hui , N. F. Johnson

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

Computer Science and Game Theory · Computer Science 2016-02-23 Pu Yang , Krishnamurthy Iyer , Peter Frazier

We use symbolic dynamics to study discrete adaptive games, such as the minority game and the El Farol Bar problem. We show that no such game can have deterministic chaos. We put upper bounds on the statistical complexity and period of these…

Statistical Mechanics · Physics 2007-05-23 Cosma Rohilla Shalizi , David J. Albers

We discuss the behavior of two magnitudes, physical complexity and mutual information function of the outcome of a model of heterogeneous, inductive rational agents inspired in the El Farol Bar problem and the Minority Game. The first is a…

Statistical Mechanics · Physics 2009-10-31 Ricardo Mansilla

In the standard model of fair allocation of resources to agents, every agent has some utility for every resource, and the goal is to assign resources to agents so that the agents' welfare is maximized. Motivated by job scheduling, interest…

Computer Science and Game Theory · Computer Science 2024-03-08 Susobhan Bandopadhyay , Aritra Banik , Sushmita Gupta , Pallavi Jain , Abhishek Sahu , Saket Saurabh , Prafullkumar Tale

We present a stylized model of the allocation of resources on a network. By considering as a concrete example the network of sectors of the airspace, where each node is a sector characterized by a maximal number of simultaneously present…

Physics and Society · Physics 2015-06-11 Gérald Gurtner , Luca Valori , Fabrizio Lillo

We investigate a novel approach to resilient distributed optimization with quadratic costs in a multi-agent system prone to unexpected events that make some agents misbehave. In contrast to commonly adopted filtering strategies, we draw…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato

Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…

Computer Science and Game Theory · Computer Science 2017-12-06 Mattia Mazzoli , Angel Sanchez

Heterogeneity is a fundamental property in multi-agent reinforcement learning (MARL), which is closely related not only to the functional differences of agents, but also to policy diversity and environmental interactions. However, the MARL…

Multiagent Systems · Computer Science 2025-12-30 Tianyi Hu , Zhiqiang Pu , Yuan Wang , Tenghai Qiu , Min Chen , Xin Yu