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We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…

Statistical Finance · Quantitative Finance 2019-01-01 V. Gontis , A. Kononovicius

Models of economic decision makers often include idealized assumptions, such as rationality, perfect foresight, and access to all relevant pieces of information. These assumptions often assure the models' internal validity, but, at the same…

General Economics · Economics 2021-07-09 Patrick Reinwald , Stephan Leitner , Friederike Wall

We study the problem of robust estimation under heterogeneous corruption rates, where each sample may be independently corrupted with a known but non-identical probability. This setting arises naturally in distributed and federated…

Machine Learning · Computer Science 2025-10-02 Syomantak Chaudhuri , Jerry Li , Thomas A. Courtade

A local culture denotes a commonly shared behaviour within a cluster of firms. Similar to social norms or conventions, it is an emergent feature resulting from the firms' interaction in an economic network. To model these dynamics, we…

Physics and Society · Physics 2009-04-07 Patrick Groeber , Frank Schweitzer , Kerstin Press

Motivated by the needs of resiliency, scalability, and plug-and-play operation, distributed decision-making is becoming increasingly prevalent. The problem of achieving consensus in a multi-agent system is at the core of distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-21 Vivek Khatana , Murti V. Salapaka

We study whether state-of-the-art AI coding agents, given the same data and research question, produce the same empirical results. Deploying 150 autonomous Claude Code agents to independently test six hypotheses about market quality trends…

Artificial Intelligence · Computer Science 2026-03-20 Ruijiang Gao , Steven Chong Xiao

This paper presents distributed algorithmic solutions that employ opportunistic inter-agent communication to achieve dynamic average consensus. In our solutions each agent is endowed with a local criterion that enables it to determine…

Optimization and Control · Mathematics 2015-03-03 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

This work studies the problem of distributed compression of correlated sources with an action-dependent joint distribution. This class of problems is, in fact, an extension of the Slepian-Wolf model, but where cost-constrained actions taken…

Information Theory · Computer Science 2014-04-16 Oron Sabag , Haim H. Permuter , Asaf Cohen

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

Distributed aggregative optimization methods are gaining increased traction due to their ability to address cooperative control and optimization problems, where the objective function of each agent depends not only on its own decision…

Multiagent Systems · Computer Science 2025-06-03 Ziqin Chen , Magnus Egerstedt , Yongqiang Wang

This work considers the problem of resilient consensus where stochastic values of trust between agents are available. Specifically, we derive a unified mathematical framework to characterize convergence, deviation of the consensus from the…

Optimization and Control · Mathematics 2025-05-07 Michal Yemini , Angelia Nedić , Andrea Goldsmith , Stephanie Gil

In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…

Information Theory · Computer Science 2011-04-20 Pascal Bianchi , Jérémie Jakubowicz

This paper investigates online distributed aggregative games with time-varying cost functions, where agents are interconnected through an unbalanced communication graph. Due to the distributed and noncooperative nature of the game, some…

Computer Science and Game Theory · Computer Science 2025-12-16 Olusola Odeyomi , Tokunbo Ogunfunmi , Adjovi Laba

This brief addresses the distributed consensus problem of nonlinear multi-agent systems under a general directed communication topology. Each agent is governed by higher-order dynamics with mismatched uncertainties, multiple completely…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Gang Wang , Chaoli Wang , Zhengtao Ding , Yunfeng Ji

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Information Theory · Computer Science 2025-10-10 Ritesh Kumar , Shashank Vatedka

This paper investigates a planar tracking problem between a leader and follower agent. We propose a novel feedback speed control law, paired with a constant bearing steering strategy, to maintain an abreast formation between the two agents.…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Xincheng Li , Tengyue Liu , Udit Halder

We consider the problems of reaching average consensus and solving consensus-based optimization over unreliable communication networks wherein packets may be dropped accidentally during transmission. Existing work either assumes that the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-11 Lili Su

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

Optimization and Control · Mathematics 2020-02-20 Changxin Liu , Huiping Li , Yang Shi