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In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…

Optimization and Control · Mathematics 2014-01-31 Giacomo Albi , Michael Herty , Lorenzo Pareschi

We introduce a class of one-dimensional linear kinetic equations of Boltzmann and Fokker--Planck type, describing the dynamics of individuals of a multi-agent society questing for high status in the social hierarchy. At the Boltzmann level,…

Physics and Society · Physics 2020-06-05 Giacomo Dimarco , Giuseppe Toscani

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

Physics and Society · Physics 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

In this paper, we present a critical collection of essential mathematical tools and techniques for the analysis of Boltzmann-type kinetic equations, which in recent years have established themselves as a flexible and powerful paradigm to…

Mathematical Physics · Physics 2025-03-17 Nadia Loy , Andrea Tosin

Homogeneous Boltzmann-type equations are an established tool for modelling interacting multi-agent systems in sociophysics by means of the principles of statistical mechanics and kinetic theory. A customary implicit assumption is that…

Physics and Society · Physics 2026-03-27 Andrea Tosin

In this paper we introduce kinetic equations for the evolution of the probability distribution of two goods among a huge population of agents. The leading idea is to describe the trading of these goods by means of some fundamental rules in…

General Finance · Quantitative Finance 2015-06-11 G. Toscani , C. Brugna , S. Demichelis

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi,…

General Finance · Quantitative Finance 2015-06-18 Lorenzo Pareschi , Giuseppe Toscani

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

Mathematical Physics · Physics 2023-02-23 Marzia Bisi , Nadia Loy

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

We consider a constrained hierarchical opinion dynamics in the case of leaders' competition and with complete information among leaders. Each leaders' group tries to drive the followers' opinion towards a desired state accordingly to a…

Optimization and Control · Mathematics 2017-12-12 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella

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

We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by…

General Finance · Quantitative Finance 2015-07-28 Adrián Carro , Raúl Toral , Maxi San Miguel

In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which…

Statistical Mechanics · Physics 2021-10-20 Nadia Loy , Andrea Tosin

We consider a nonlinear kinetic equation of Boltzmann type which takes into account the influence of conviction during the formation of opinion in a system of agents which interact through the binary exchanges introduced in [G. Toscani,…

Physics and Society · Physics 2015-12-09 Carlo Brugna , Giuseppe Toscani

Studies in the collective motility of organisms use a range of analytical approaches to formulate continuous kinetic models of collective dynamics from rules or equations describing agent interactions. However, the derivation of these…

We introduce and discuss certain kinetic models of (continuous) opinion formation involving both exchange of opinion between individual agents and diffusion of information. We show conditions which ensure that the kinetic model reaches non…

Mathematical Physics · Physics 2007-05-23 G. Toscani

We propose and investigate different kinetic models for opinion formation, when the opinion formation process depends on an additional independent variable, e.g. a leadership or a spatial variable. More specifically, we consider:(i) opinion…

Physics and Society · Physics 2018-06-05 Bertram Düring , Marie-Therese Wolfram

In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…

Analysis of PDEs · Mathematics 2018-11-05 Andrea Tosin , Mattia Zanella

In this work we present a two-dimensional kinetic traffic model which takes into account speed changes both when vehicles interact along the road lanes and when they change lane. Assuming that lane changes are less frequent than…

Numerical Analysis · Mathematics 2018-10-18 Michael Herty , Andrea Tosin , Giuseppe Visconti , Mattia Zanella

In this paper we consider a Boltzmann-type kinetic description of Follow-the-Leader traffic dynamics and we study the resulting asymptotic distributions, namely the counterpart of the Maxwellian distribution of the classical kinetic theory.…

Physics and Society · Physics 2021-07-19 Andrea Tosin , Mattia Zanella
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