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We consider a financial market model which consists of a financial asset and a large number of interacting agents classified into many types. Different types of agents are heterogeneous in their price expectations. Each agent can change its…

Probability · Mathematics 2008-12-02 Biao Wu

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Modeling social interactions based on individual behavior has always been an area of interest, but prior literature generally presumes rational behavior. Thus, such models may miss out on capturing the effects of biases humans are…

Artificial Intelligence · Computer Science 2019-03-11 Nanda Kishore Sreenivas , Shrisha Rao

The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…

General Economics · Economics 2020-04-15 Stephan Leitner , Friederike Wall

Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…

Multiagent Systems · Computer Science 2025-01-03 David Goll , Jobst Heitzig , Wolfram Barfuss

The dynamics of agent-based systems provide a framework to face the complexity of pedestrian-vehicle interactions in future cities, in which the compliance to traffic norms plays a fundamental role. The data of an observation performed at a…

Multiagent Systems · Computer Science 2017-12-06 Stefania Bandini , Luca Crociani , Giuseppe Vizzari , Flavio Soares Correa da Silva , Andrea Gorrini

Beyond specific settings, many multi-agent learning algorithms fail to converge to an equilibrium solution, instead displaying complex, non-stationary behaviours such as recurrent or chaotic orbits. In fact, recent literature suggests that…

Multiagent Systems · Computer Science 2026-02-12 Dan Leonte , Aamal Hussain , Raphael Huser , Francesco Belardinelli , Dario Paccagnan

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

The purpose of this paper is to present a new approach to ecological model calibration -- an agent-based software. This agent works on three stages: 1- It builds a matrix that synthesizes the inter-variable relationships; 2- It analyses the…

Artificial Intelligence · Computer Science 2008-09-11 Antonio Pereira , Pedro Duarte , Luis Paulo Reis

State-of-the-art driver-assist systems have failed to effectively mitigate driver inattention and had minimal impacts on the ever-growing number of road mishaps (e.g. life loss, physical injuries due to accidents caused by various factors…

Systems and Control · Electrical Eng. & Systems 2021-07-22 Qizi Zhang , Venkata Sriram Siddhardh Nadendla , S. N. Balakrishnan , Jerome Busemeyer

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

Despite the extensive use of the agent technology in the Supply Chain Management field, its integration with Advanced Planning and Scheduling (APS) tools still represents a promising field with several open research questions. Specifically,…

Multiagent Systems · Computer Science 2011-07-19 Luis Antonio de Santa-Eulalia , Sophie D'Amours , Jean-Marc Frayret

In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

Physics and Society · Physics 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

A new agent-based, bounded-confidence model for discrete one-dimensional opinion dynamics is presented. The agents interact if their opinions do not differ more than a tolerance parameter. In pairwise interactions, one of the pair, randomly…

Adaptation and Self-Organizing Systems · Physics 2013-02-19 M. Kaan Öztürk

Dynamic Data selection aims to accelerate training by prioritizing informative samples during online training. However, existing methods typically rely on task-specific handcrafted metrics or static/snapshot-based criteria to estimate…

Machine Learning · Computer Science 2026-05-14 Suorong Yang , Fangjian Su , Hai Gan , Ziqi Ye , Jie Li , Baile Xu , Furao Shen , Soujanya Poria

Large collections of coupled, heterogeneous agents can manifest complex dynamical behavior presenting difficulties for simulation and analysis. However, if the collective dynamics lie on a low-dimensional manifold then the original…

Adaptation and Self-Organizing Systems · Physics 2021-08-11 Thomas N. Thiem , Felix P. Kemeth , Tom Bertalan , Carlo R. Laing , Ioannis G. Kevrekidis

The focus of this paper is to propose a driver model that incorporates human reasoning levels as actions during interactions with other drivers. Different from earlier work using game theoretical human reasoning levels, we propose a dynamic…

Multiagent Systems · Computer Science 2021-01-19 Cevahir Köprülü , Yıldıray Yıldız

This paper presents a hybrid approach to predict the evolution of technological maturity in R and D projects, using the oil and gas sector as an example. Integrating System Dynamics (SD) and Agent Based Modelling (ABM) allows the proposed…

Multiagent Systems · Computer Science 2025-10-14 R. W. S. Pessoa , M. H. Næss , J. C. Bijos , C. M. Rebello , D. Colombo , L. Schnitman , I. B. R. Nogueira

We develop a behavioral asset pricing model in which agents trade in a market with information friction. Profit-maximizing agents switch between trading strategies in response to dynamic market conditions. Due to noisy private information…

Trading and Market Microstructure · Quantitative Finance 2019-05-02 Zhentao Shi , Huanhuan Zheng